Multifractal theory with its applications in data management

DOI10.1007/S10479-014-1599-1MaRDI QIDQ893048zbMATHOpenAlexFDO

Authors Shuai Chang, Chang Liu, Yu-Xin Zhao

Publication date 13 November 2015

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-014-1599-1

zbMATH Keywords

singularity analysismultifractal structure diagnosismultifractal theorytendency analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Geo-electricity and geomagnetism (86A25) Fractals (28A80) Financial applications of other theories (91G80)

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Cites work

• A multifractal wavelet model with application to network traffic
• A new model for quantifying anisotropic scale invariance and for decomposition of mixing patterns
• Efficient algorithms for heavy-tail analysis under interval uncertainty
• Fractal and multifractal analyses of compressed video sequences
• Fractal image compression.
• Fractal measures and their singularities: The characterization of strange sets
• Fractal steady states in stochastic optimal control models
• MULTIFRACTAL SEGMENTATION OF IMAGES
• Mixed stable models for analyzing high-frequency financial data
• Multifractal Formalism for Functions Part I: Results Valid For All Functions
• Multifractal analysis of Hang Seng index in Hong Kong stock market
• Multifractal analysis of electronic cardiogram taken from healthy and unhealthy adult subjects
• Multifractal detrended fluctuation analysis of nonstationary time series
• Multifractal nature of stock exchange prices
• On a new axiomatic theory of probability
• Predictability of multifractal analysis of Hang Seng stock index in Hong Kong
• The multifractal nature of turbulent energy dissipation
• The relation between the bordism class of manifolds with involution and the bordism class of its fixed point set

Cited in

(5)

• Systematic risk in the biopharmaceutical sector: a multiscale approach
• Exploring the financial risk of a temperature index: a fractional integrated approach
• Fractal and multifractional-based predictive optimization model for stroke subtypes' classification
• Spatial randomness-based anomaly detection approach for monitoring local variations in multimode surface topography
• Long memory and crude oil's price predictability

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