scholarly journals A Survey on Prescription of Multifractal Behavior

Author(s):  
Stéphane Seuret
Fractals ◽  
2013 ◽  
Vol 21 (01) ◽  
pp. 1350001 ◽  
Author(s):  
KAI SHI ◽  
WEN-YONG LI ◽  
CHUN-QIONG LIU ◽  
ZHENG-WEN HUANG

In this work, multifractal methods have been successfully used to characterize the temporal fluctuations of daily Jiuzhai Valley domestic and foreign tourists before and after Wenchuan earthquake in China. We used multifractal detrending moving average method (MF-DMA). It showed that Jiuzhai Valley tourism markets are characterized by long-term memory and multifractal nature in. Moreover, the major sources of multifractality are studied. Based on the concept of sliding window, the time evolutions of the multifractal behavior of domestic and foreign tourists were analyzed and the influence of Wenchuan earthquake on Jiuzhai Valley tourism system dynamics were evaluated quantitatively. The study indicates that the inherent dynamical mechanism of Jiuzhai Valley tourism system has not been fundamentally changed from long views, although Jiuzhai Valley tourism system was seriously affected by the Wenchuan earthquake. Jiuzhai Valley tourism system has the ability to restore to its previous state in the short term.


2019 ◽  
Vol 14 (02) ◽  
pp. 1950006
Author(s):  
ITIR DOĞANGÜN ◽  
GAZANFER ÜNAL

We introduce a new approach to improve the forecasting performance by investigating the multifractal features and the dynamic correlations of return on spot prices of precious metals, namely, gold and platinum. The Hölder exponent of multifractal time series is employed to detect the critical fluctuations during the financial crises through measuring the multifractal behavior. We also consider co-movement of Hölder exponents and forecast the Hölder exponents of multifractal precious metal time series on coherent time periods. The results indicate that forecasting of multiple wavelet coherence of Hölder exponents of multifractal precious metal time series is efficiently improved by using Vector FARIMA and VARIMA models.


Electronics ◽  
2020 ◽  
Vol 9 (10) ◽  
pp. 1607 ◽  
Author(s):  
María Téllez ◽  
Johan Mejía ◽  
Hans López ◽  
Cesar Hernández

Random number generators are used in areas such as encryption and system modeling, where some of these exhibit fractal behaviors. For this reason, it is interesting to make use of the memristor characteristics for the random number generation. Accordingly, the objective of this article is to evaluate the performance of a chaotic memristive system as a random number generator with fractal behavior and long-range dependence. To achieve the above, modeling memristor and its corresponding chaotic systems is performed, from which a random number generator is constructed. Subsequently, the Hurst parameter for the detection of long-range dependence is estimated and a fractal analysis of the synthesized data is performed. Finally, a comparison between the model proposed in the research and the β-MWM algorithm is made. The results obtained show that the data synthesized from the proposed generator have a variable Hurst parameter and both monofractal and multifractal behavior. The main contribution of this research is the proposal of a new model for the synthesis of traces with long-range dependence and fractal behavior based on the non-linearity of the memristor.


2016 ◽  
Vol 457 ◽  
pp. 573-580 ◽  
Author(s):  
Fernando Delbianco ◽  
Fernando Tohmé ◽  
Tatijana Stosic ◽  
Borko Stosic

2004 ◽  
Vol 13 (02) ◽  
pp. 479-491 ◽  
Author(s):  
R. HASAN ◽  
SAIFUL ISLAM ◽  
M. MOHIB-UL HAQ

Modified Gq-moments have been employed to study multifractal behavior of multiplicity fluctuations in 28 Si-AgBr collisions at 14.6 AGeV. The connection between the Gq-moments and the normalized factorial moments Fq has also been investigated. Power law dependences of the moments on the number of bins M have been observed in the data. The generalized dimensions Dq and the multifractal specific heat for our data have also been determined.


Author(s):  
Kiran Marri ◽  
Ramakrishnan Swaminathan

The aim of this study is to analyze the origin of multifractality of surface electromyography (sEMG) signals during dynamic contraction in nonfatigue and fatigue conditions. sEMG signals are recorded from triceps brachii muscles of 22 healthy subjects. The signals are divided into six equal segments on time scale for normalization. The first and sixth segments are considered as the nonfatigue and fatigue conditions, respectively. The source of multifractality can be due to correlation and probability distribution. The original sEMG series are transformed into shuffled and surrogate series. These three series namely, original, shuffled, and surrogate series in the nonfatigue and fatigue conditions are subjected to multifractal detrended fluctuation analysis (MFDFA) and features are extracted. The results indicate that sEMG signals exhibit multifractal behavior. Further investigation revealed that origin of multifractality is primarily due to correlation. The origin of multifractality due to correlation is quantified as 80% in nonfatigue and 86% in fatigue conditions. This method of multifractal analysis may be useful for analyzing the progressive changes in muscle contraction in varied neuromuscular studies.


2000 ◽  
Vol 61 (6) ◽  
pp. 6858-6865 ◽  
Author(s):  
Anke Ordemann ◽  
Markus Porto ◽  
H. Eduardo Roman ◽  
Shlomo Havlin ◽  
Armin Bunde

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