Multifractal detrended cross-correlation analysis in the MENA area

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El Alaoui, Marwane; Benbachir, Saâd

2013-12-01

In this paper, we investigated multifractal cross-correlations qualitatively and quantitatively using a cross-correlation test and the Multifractal detrended cross-correlation analysis method (MF-DCCA) for markets in the MENA area. We used cross-correlation coefficients to measure the level of this correlation. The analysis concerns four stock market indices of Morocco, Tunisia, Egypt and Jordan. The countries chosen are signatory of the Agadir agreement concerning the establishment of a free trade area comprising Arab Mediterranean countries. We computed the bivariate generalized Hurst exponent, Rényi exponent and spectrum of singularity for each pair of indices to measure quantitatively the cross-correlations. By analyzing the results, we found the existence of multifractal cross-correlations between all of these markets. We compared the spectrum width of these indices; we also found which pair of indices has a strong multifractal cross-correlation.

Price-volume multifractal analysis and its application in Chinese stock markets

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Yuan, Ying; Zhuang, Xin-tian; Liu, Zhi-ying

2012-06-01

An empirical research on Chinese stock markets is conducted using statistical tools. First, the multifractality of stock price return series, ri(ri=ln(Pt+1)-ln(Pt)) and trading volume variation series, vi(vi=ln(Vt+1)-ln(Vt)) is confirmed using multifractal detrended fluctuation analysis. Furthermore, a multifractal detrended cross-correlation analysis between stock price return and trading volume variation in Chinese stock markets is also conducted. It is shown that the cross relationship between them is also found to be multifractal. Second, the cross-correlation between stock price Pi and trading volume Vi is empirically studied using cross-correlation function and detrended cross-correlation analysis. It is found that both Shanghai stock market and Shenzhen stock market show pronounced long-range cross-correlations between stock price and trading volume. Third, a composite index R based on price and trading volume is introduced. Compared with stock price return series ri and trading volume variation series vi, R variation series not only remain the characteristics of original series but also demonstrate the relative correlation between stock price and trading volume. Finally, we analyze the multifractal characteristics of R variation series before and after three financial events in China (namely, Price Limits, Reform of Non-tradable Shares and financial crisis in 2008) in the whole period of sample to study the changes of stock market fluctuation and financial risk. It is found that the empirical results verified the validity of R.

Multifractal analysis of forest fires in complex regions

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Vega Orozco, C. D.; Kanevski, M.; Golay, J.; Tonini, M.; Conedera, M.

2012-04-01

Forest fires can be studied as point processes where the ignition points represent the set of locations of the observed events in a defined study region. Their spatial and temporal patterns can be characterized by their fractal properties; which quantify the global aspect of the geometry of the support data. However, a monofractal dimension can not completely describe the pattern structure and related scaling properties. Enhancements in fractal theory had developed the multifractal concept which describes the measures from which interlinked fractal sets can be retrieved and characterized by their fractal dimension and singularity strength [1, 2]. The spatial variability of forest fires is conditioned by an intermixture of human, topographic, meteorological and vegetation factors. This heterogeneity makes fire patterns complex scale-invariant processes difficult to be depicted by a single scale. Therefore, this study proposes an exploratory data analysis through a multifractal formalism to characterize and quantify the multiscaling behaviour of the spatial distribution pattern of this phenomenon in a complex region like the Swiss Alps. The studied dataset is represented by 2,401 georeferenced forest fire ignition points in canton Ticino, Switzerland, in a 40-years period from 1969 to 2008. Three multifractal analyses are performed: one assesses the multiscaling behaviour of fire occurrence probability of the support data (raw data) and four random patterns simulated within three different support domains; second analysis studies the multifractal behavior of patterns from anthropogenic and natural ignited fires (arson-, accident- and lightning-caused fires); and third analysis aims at detecting scale-dependency of the size of burned area. To calculate the generalized dimensions, Dq, a generalization of the box counting methods is carried out based on the generalization of Rényi information of the qth order moment of the probability distribution. For q > 0, Dq

Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets

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Chen, Shu-Peng; He, Ling-Yun

2010-04-01

Based on Partition Function and Multifractal Spectrum Analysis, we investigated the nonlinear dynamical mechanisms in China’s agricultural futures markets, namely, Dalian Commodity Exchange (DCE for short) and Zhengzhou Commodity Exchange (ZCE for short), where nearly all agricultural futures contracts are traded in the two markets. Firstly, we found nontrivial multifractal spectra, which are the empirical evidence of the existence of multifractal features, in 4 representative futures markets in China, that is, Hard Winter wheat (HW for short) and Strong Gluten wheat (SG for short) futures markets from ZCE and Soy Meal (SM for short) futures and Soy Bean No.1 (SB for short) futures markets from DCE. Secondly, by shuffling the original time series, we destroyed the underlying nonlinear temporal correlation; thus, we identified that long-range correlation mechanism constitutes major contributions in the formation in the multifractals of the markets. Thirdly, by tracking the evolution of left- and right-half spectra, we found that there exist critical points, between which there are different behaviors, in the left-half spectra for large price fluctuations; but for the right-hand spectra for small price fluctuations, the width of those increases slowly as the delay t increases in the long run. Finally, the dynamics of large fluctuations is significantly different from that of the small ones, which implies that there exist different underlying mechanisms in the formation of multifractality in the markets. Our main contributions focus on that we not only provided empirical evidence of the existence of multifractal features in China agricultural commodity futures markets; but also we pioneered in investigating the sources of the multifractality in China’s agricultural futures markets in current literature; furthermore, we investigated the nonlinear dynamical mechanisms based on spectrum analysis, which offers us insights into the underlying dynamical mechanisms in

Introduction to multifractal detrended fluctuation analysis in matlab.

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Ihlen, Espen A F

2012-01-01

Fractal structures are found in biomedical time series from a wide range of physiological phenomena. The multifractal spectrum identifies the deviations in fractal structure within time periods with large and small fluctuations. The present tutorial is an introduction to multifractal detrended fluctuation analysis (MFDFA) that estimates the multifractal spectrum of biomedical time series. The tutorial presents MFDFA step-by-step in an interactive Matlab session. All Matlab tools needed are available in Introduction to MFDFA folder at the website www.ntnu.edu/inm/geri/software. MFDFA are introduced in Matlab code boxes where the reader can employ pieces of, or the entire MFDFA to example time series. After introducing MFDFA, the tutorial discusses the best practice of MFDFA in biomedical signal processing. The main aim of the tutorial is to give the reader a simple self-sustained guide to the implementation of MFDFA and interpretation of the resulting multifractal spectra.

Multifractal Desynchronization of the Cardiac Excitable Cell Network During Atrial Fibrillation. I. Multifractal Analysis of Clinical Data

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Guillaume Attuel

2018-03-01

Full Text Available Atrial fibrillation (AF is a cardiac arrhythmia characterized by rapid and irregular atrial electrical activity with a high clinical impact on stroke incidence. Best available therapeutic strategies combine pharmacological and surgical means. But when successful, they do not always prevent long-term relapses. Initial success becomes all the more tricky to achieve as the arrhythmia maintains itself and the pathology evolves into sustained or chronic AF. This raises the open crucial issue of deciphering the mechanisms that govern the onset of AF as well as its perpetuation. In this study, we develop a wavelet-based multi-scale strategy to analyze the electrical activity of human hearts recorded by catheter electrodes, positioned in the coronary sinus (CS, during episodes of AF. We compute the so-called multifractal spectra using two variants of the wavelet transform modulus maxima method, the moment (partition function method and the magnitude cumulant method. Application of these methods to long time series recorded in a patient with chronic AF provides quantitative evidence of the multifractal intermittent nature of the electric energy of passing cardiac impulses at low frequencies, i.e., for times (≳0.5 s longer than the mean interbeat (≃ 10−1 s. We also report the results of a two-point magnitude correlation analysis which infers the absence of a multiplicative time-scale structure underlying multifractal scaling. The electric energy dynamics looks like a “multifractal white noise” with quadratic (log-normal multifractal spectra. These observations challenge concepts of functional reentrant circuits in mechanistic theories of AF, still leaving open the role of the autonomic nervous system (ANS. A transition is indeed observed in the computed multifractal spectra which group according to two distinct areas, consistently with the anatomical substrate binding to the CS, namely the left atrial posterior wall, and the ligament of Marshall

Multifractal Desynchronization of the Cardiac Excitable Cell Network During Atrial Fibrillation. I. Multifractal Analysis of Clinical Data

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Attuel, Guillaume; Gerasimova-Chechkina, Evgeniya; Argoul, Francoise; Yahia, Hussein; Arneodo, Alain

2018-01-01

Atrial fibrillation (AF) is a cardiac arrhythmia characterized by rapid and irregular atrial electrical activity with a high clinical impact on stroke incidence. Best available therapeutic strategies combine pharmacological and surgical means. But when successful, they do not always prevent long-term relapses. Initial success becomes all the more tricky to achieve as the arrhythmia maintains itself and the pathology evolves into sustained or chronic AF. This raises the open crucial issue of deciphering the mechanisms that govern the onset of AF as well as its perpetuation. In this study, we develop a wavelet-based multi-scale strategy to analyze the electrical activity of human hearts recorded by catheter electrodes, positioned in the coronary sinus (CS), during episodes of AF. We compute the so-called multifractal spectra using two variants of the wavelet transform modulus maxima method, the moment (partition function) method and the magnitude cumulant method. Application of these methods to long time series recorded in a patient with chronic AF provides quantitative evidence of the multifractal intermittent nature of the electric energy of passing cardiac impulses at low frequencies, i.e., for times (≳0.5 s) longer than the mean interbeat (≃ 10−1 s). We also report the results of a two-point magnitude correlation analysis which infers the absence of a multiplicative time-scale structure underlying multifractal scaling. The electric energy dynamics looks like a “multifractal white noise” with quadratic (log-normal) multifractal spectra. These observations challenge concepts of functional reentrant circuits in mechanistic theories of AF, still leaving open the role of the autonomic nervous system (ANS). A transition is indeed observed in the computed multifractal spectra which group according to two distinct areas, consistently with the anatomical substrate binding to the CS, namely the left atrial posterior wall, and the ligament of Marshall which is

Multifractal diffusion entropy analysis: Optimal bin width of probability histograms

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Jizba, Petr; Korbel, Jan

2014-11-01

In the framework of Multifractal Diffusion Entropy Analysis we propose a method for choosing an optimal bin-width in histograms generated from underlying probability distributions of interest. The method presented uses techniques of Rényi’s entropy and the mean squared error analysis to discuss the conditions under which the error in the multifractal spectrum estimation is minimal. We illustrate the utility of our approach by focusing on a scaling behavior of financial time series. In particular, we analyze the S&P500 stock index as sampled at a daily rate in the time period 1950-2013. In order to demonstrate a strength of the method proposed we compare the multifractal δ-spectrum for various bin-widths and show the robustness of the method, especially for large values of q. For such values, other methods in use, e.g., those based on moment estimation, tend to fail for heavy-tailed data or data with long correlations. Connection between the δ-spectrum and Rényi’s q parameter is also discussed and elucidated on a simple example of multiscale time series.

Multiscale characterization of pore spaces using multifractals analysis of scanning electronic microscopy images of carbonates

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M. S. Jouini

2011-12-01

Full Text Available Pore spaces heterogeneity in carbonates rocks has long been identified as an important factor impacting reservoir productivity. In this paper, we study the heterogeneity of carbonate rocks pore spaces based on the image analysis of scanning electron microscopy (SEM data acquired at various magnifications. Sixty images of twelve carbonate samples from a reservoir in the Middle East were analyzed. First, pore spaces were extracted from SEM images using a segmentation technique based on watershed algorithm. Pores geometries revealed a multifractal behavior at various magnifications from 800x to 12 000x. In addition, the singularity spectrum provided quantitative values that describe the degree of heterogeneity in the carbonates samples. Moreover, for the majority of the analyzed samples, we found low variations (around 5% in the multifractal dimensions for magnifications between 1700x and 12 000x. Finally, these results demonstrate that multifractal analysis could be an appropriate tool for characterizing quantitatively the heterogeneity of carbonate pore spaces geometries. However, our findings show that magnification has an impact on multifractal dimensions, revealing the limit of applicability of multifractal descriptions for these natural structures.

Searching for a multifractal signature of the lake algal proliferation, a multifractal correlation

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Mezemate, Yacine; Tchiguirinskaia, Ioulia; Bonhomme, Celine; Schertzer, Daniel; Lemaire, Bruno Jacques; Vinçon leite, Brigitte; Lovejoy, Shaun

2013-04-01

Green algae proliferations affect water bodies such as the Lake Bourget (France). They are an environmental issue as well as a mater of public health. In the framework of the PROLIPHYC project a system based on temperature and chlorophyll measurements coupled to a lake model was implemented to predict sudden algal blooms. This classical approach relies on the analysis of large scale trends of the measured fields and does not take into account small scale fluctuations. A more innovative approach has been developed by the R2DS PLUMMME project to investigate the correlation between environmental fields across the full range of space-time scales, down to the smallest scale of observations. The first results of the project demonstrate that multi-scaling behaviour of environmental fields, such as temperature and chlorophyll, becomes evident only after the removal of the large-scale data trends that otherwise induce biases to the multifractal parameter estimates. First, a spectral analysis of temperature and chlorophyll data is performed on sub-samples of the time series to investigate the scaling behaviour. The multifractal analysis (Trace Moment, Double Trace Moment) directly applied on each sub-sample shows unsatisfying results on some sub-samples, in particular on those having a strong gradient compared with the amplitude of the fluctuations. Hence, non-stationary and seasonal effects should be first removed from the time series. To put on evidence a good scaling of the analysed data, we choose the Hilbert-Huang transform to de-trend the data. This method has been widely used for different fields (see F.G.Schmitt et al, 2009 for review). After having applied this method, the K(q) function shows that the investigated fields are indeed multifractal and the determination of their multifractal parameters becomes robust. Then, we proceed to a multifractal correlation analysis between the fields. In conclusion, we discuss the prediction of algal blooms based on multifractal

Multifractal analysis of Moroccan family business stock returns

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Lahmiri, Salim

2017-11-01

In this paper, long-range temporal correlations at different scales in Moroccan family business stock returns are investigated. For comparison purpose, presence of multifractality is also investigated in Casablanca Stock Exchange (CSE) major indices: MASI which is the all shares index and MADEX which is the index of most liquid shares. It is found that return series of both family business companies and major stock market indices show strong evidence of multifractality. In particular, empirical results reveal that short (long) fluctuations in family business stock returns are less (more) persistent (anti-persistent) than short fluctuations in market indices. In addition, both serial correlation and distribution characteristics significantly influence the strength of the multifractal spectrums of CSE and family business stocks returns. Furthermore, results from multifractal spectrum analysis suggest that family business stocks are less risky. Thus, such differences in price dynamics could be exploited by investors and forecasters in active portfolio management.

Rank-ordered multifractal analysis for intermittent fluctuations with global crossover behavior

International Nuclear Information System (INIS)

Tam, Sunny W. Y.; Chang, Tom; Kintner, Paul M.; Klatt, Eric M.

2010-01-01

The rank-ordered multifractal analysis (ROMA), a recently developed technique that combines the ideas of parametric rank ordering and one-parameter scaling of monofractals, has the capabilities of deciphering the multifractal characteristics of intermittent fluctuations. The method allows one to understand the multifractal properties through rank-ordered scaling or nonscaling parametric variables. The idea of the ROMA technique is applied to analyze the multifractal characteristics of the auroral zone electric-field fluctuations observed by the SIERRA sounding rocket. The observed fluctuations span across contiguous multiple regimes of scales with different multifractal characteristics. We extend the ROMA technique such that it can take into account the crossover behavior - with the possibility of collapsing probability distribution functions - over these contiguous regimes.

A non linear analysis of human gait time series based on multifractal analysis and cross correlations

International Nuclear Information System (INIS)

Munoz-Diosdado, A

2005-01-01

We analyzed databases with gait time series of adults and persons with Parkinson, Huntington and amyotrophic lateral sclerosis (ALS) diseases. We obtained the staircase graphs of accumulated events that can be bounded by a straight line whose slope can be used to distinguish between gait time series from healthy and ill persons. The global Hurst exponent of these series do not show tendencies, we intend that this is because some gait time series have monofractal behavior and others have multifractal behavior so they cannot be characterized with a single Hurst exponent. We calculated the multifractal spectra, obtained the spectra width and found that the spectra of the healthy young persons are almost monofractal. The spectra of ill persons are wider than the spectra of healthy persons. In opposition to the interbeat time series where the pathology implies loss of multifractality, in the gait time series the multifractal behavior emerges with the pathology. Data were collected from healthy and ill subjects as they walked in a roughly circular path and they have sensors in both feet, so we have one time series for the left foot and other for the right foot. First, we analyzed these time series separately, and then we compared both results, with direct comparison and with a cross correlation analysis. We tried to find differences in both time series that can be used as indicators of equilibrium problems

A non linear analysis of human gait time series based on multifractal analysis and cross correlations

Energy Technology Data Exchange (ETDEWEB)

Munoz-Diosdado, A [Department of Mathematics, Unidad Profesional Interdisciplinaria de Biotecnologia, Instituto Politecnico Nacional, Av. Acueducto s/n, 07340, Mexico City (Mexico)

2005-01-01

We analyzed databases with gait time series of adults and persons with Parkinson, Huntington and amyotrophic lateral sclerosis (ALS) diseases. We obtained the staircase graphs of accumulated events that can be bounded by a straight line whose slope can be used to distinguish between gait time series from healthy and ill persons. The global Hurst exponent of these series do not show tendencies, we intend that this is because some gait time series have monofractal behavior and others have multifractal behavior so they cannot be characterized with a single Hurst exponent. We calculated the multifractal spectra, obtained the spectra width and found that the spectra of the healthy young persons are almost monofractal. The spectra of ill persons are wider than the spectra of healthy persons. In opposition to the interbeat time series where the pathology implies loss of multifractality, in the gait time series the multifractal behavior emerges with the pathology. Data were collected from healthy and ill subjects as they walked in a roughly circular path and they have sensors in both feet, so we have one time series for the left foot and other for the right foot. First, we analyzed these time series separately, and then we compared both results, with direct comparison and with a cross correlation analysis. We tried to find differences in both time series that can be used as indicators of equilibrium problems.

Multifractal analysis of three-dimensional histogram from color images

International Nuclear Information System (INIS)

Chauveau, Julien; Rousseau, David; Richard, Paul; Chapeau-Blondeau, Francois

2010-01-01

Natural images, especially color or multicomponent images, are complex information-carrying signals. To contribute to the characterization of this complexity, we investigate the possibility of multiscale organization in the colorimetric structure of natural images. This is realized by means of a multifractal analysis applied to the three-dimensional histogram from natural color images. The observed behaviors are confronted to those of reference models with known multifractal properties. We use for this purpose synthetic random images with trivial monofractal behavior, and multidimensional multiplicative cascades known for their actual multifractal behavior. The behaviors observed on natural images exhibit similarities with those of the multifractal multiplicative cascades and display the signature of elaborate multiscale organizations stemming from the histograms of natural color images. This type of characterization of colorimetric properties can be helpful to various tasks of digital image processing, as for instance modeling, classification, indexing.

Influence of the atomic force microscope tip on the multifractal analysis of rough surfaces

International Nuclear Information System (INIS)

Klapetek, Petr; Ohlidal, Ivan; Bilek, Jindrich

2004-01-01

In this paper, the influence of atomic force microscope tip on the multifractal analysis of rough surfaces is discussed. This analysis is based on two methods, i.e. on the correlation function method and the wavelet transform modulus maxima method. The principles of both methods are briefly described. Both methods are applied to simulated rough surfaces (simulation is performed by the spectral synthesis method). It is shown that the finite dimensions of the microscope tip misrepresent the values of the quantities expressing the multifractal analysis of rough surfaces within both the methods. Thus, it was concretely shown that the influence of the finite dimensions of the microscope tip changed mono-fractal properties of simulated rough surface to multifractal ones. Further, it is shown that a surface reconstruction method developed for removing the negative influence of the microscope tip does not improve the results obtained in a substantial way. The theoretical procedures concerning both the methods, i.e. the correlation function method and the wavelet transform modulus maxima method, are illustrated for the multifractal analysis of randomly rough gallium arsenide surfaces prepared by means of the thermal oxidation of smooth gallium arsenide surfaces and subsequent dissolution of the oxide films

Multifractal property of Chinese stock market in the CSI 800 index based on MF-DFA approach

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Zhu, Huijian; Zhang, Weiguo

2018-01-01

CSI 800 index consists of CSI 500 index and CSI 300 index, aiming to reflect the performance of stocks with large, mid and small size of China A share market. In this paper we analyze the multifractal structure of Chinese stock market in the CSI 800 index based on the multifractal detrended fluctuation analysis (MF-DFA) method. We find that the fluctuation of the closing logarithmic returns have multifractal properties, the shape and width of multifractal spectrum are depended on the weighing order q. More interestingly, we observe a bigger market crash in June-August 2015 than the one in 2008 based on the local Hurst exponents. The result provides important information for further study on dynamic mechanism of return fluctuation and whether it would trigger a new financial crisis.

Log wavelet leaders cumulant based multifractal analysis of EVI fMRI time series: evidence of scaling in ongoing and evoked brain activity

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Ciuciu, P.; Rabrait, C. [CEA, Neuro Spin, Gif Sur Yvette (France); Abry, P.; Wendt, H. [Ecole Normale Super Lyon, Phys Lab, CNRS, UMR 5672, Lyon (France)

2008-07-01

Classical within-subject analysis in functional magnetic resonance imaging (fMRI) relies on a detection step to localize which parts of the brain are activated by a given stimulus type. This is usually achieved using model-based approaches. Here, we propose an alternative exploratory analysis. The originality of this contribution is twofold. First, we propose a synthetic, consistent, and comparative overview of the various stochastic processes and estimation procedures used to model and analyze scale invariance. Notably, it is explained how multifractal models are more versatile to adjust the scaling properties of fMRI data but require more elaborated analysis procedures. Second, we bring evidence of the existence of actual scaling in fMRI time series that are clearly disentangled from putative superimposed non-stationarities. By nature, scaling analysis requires the use of long enough signals with high frequency sampling rate. To this end, we make use of a localized 3-D echo volume imaging (EVI) technique, which has recently emerged in fMRI because it allows very fast acquisitions of successive brain volumes. High temporal resolution EVI fMRI data have been acquired both in resting state and during a slow event-related visual paradigm. A voxel-based systematic multifractal analysis has been performed over both kinds of data. Combining multifractal attribute estimates together with paired statistical tests, we observe significant scaling parameter changes between ongoing and evoked brain activity, which clearly validate an increase in long memory and suggest a global multi-fractality decrease effect under activation. (authors)

Investigation of multifractality in the Brazilian stock market

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Maganini, Natália Diniz; Da Silva Filho, Antônio Carlos; Lima, Fabiano Guasti

2018-05-01

Many studies point to a possible new stylized fact for financial time series: the multifractality. Several authors have already detected this characteristic in multiple time series in several countries. With that in mind and based on Multifractal Detrended Fluctuation Analysis (MFDFA) method, this paper analyzes the multifractality in the Brazilian market. This analysis is performed with daily data from IBOVESPA index (Brazilian stock exchange's main index) and other four highly marketable stocks in the Brazilian market (VALE5, ITUB4, BBDC4 and CIEL3), which represent more than 25% of the index composition, making up 1961 observations for each asset in the period from June 26 2009 to May 31 2017. We found that the studied stock prices and Brazilian index are multifractal, but that the multifractality degree is not the same for all the assets. The use of shuffled and surrogated series indicates that for the period and the actions considered the long-range correlations do not strongly influence the multifractality, but the distribution (fat tails) exerts a possible influence on IBOVESPA and CIEL3.

Multifractal analysis of visibility graph-based Ito-related connectivity time series.

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Czechowski, Zbigniew; Lovallo, Michele; Telesca, Luciano

2016-02-01

In this study, we investigate multifractal properties of connectivity time series resulting from the visibility graph applied to normally distributed time series generated by the Ito equations with multiplicative power-law noise. We show that multifractality of the connectivity time series (i.e., the series of numbers of links outgoing any node) increases with the exponent of the power-law noise. The multifractality of the connectivity time series could be due to the width of connectivity degree distribution that can be related to the exit time of the associated Ito time series. Furthermore, the connectivity time series are characterized by persistence, although the original Ito time series are random; this is due to the procedure of visibility graph that, connecting the values of the time series, generates persistence but destroys most of the nonlinear correlations. Moreover, the visibility graph is sensitive for detecting wide "depressions" in input time series.

A multifractal analysis of Asian foreign exchange markets

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Oh, G.; Eom, C.; Havlin, S.; Jung, W.-S.; Wang, F.; Stanley, H. E.; Kim, S.

2012-06-01

We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong-Kong, Korea, and Thailand with respect to the United States in the period from 1991 until 2005. We find that the return time series show multifractal spectrum features for all four cases. To observe the effect of the Asian currency crisis, we also estimate the multifractal spectra of limited series before and after the crisis. We find that the Korean and Thai foreign exchange markets experienced a significant increase in multifractality compared to Hong-Kong and Japan. We also show that the multifractality is stronger related to the presence of high values of returns in the series.

Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis

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Gang-Jin Wang

2014-01-01

Full Text Available We supply a new perspective to describe and understand the behavior of cross-correlations between energy and emissions markets. Namely, we investigate cross-correlations between oil and gas (Oil-Gas, oil and CO2 (Oil-CO2, and gas and CO2 (Gas-CO2 based on fractal and multifractal analysis. We focus our study on returns of the oil, gas, and CO2 during the period of April 22, 2005–April 30, 2013. In the empirical analysis, by using the detrended cross-correlation analysis (DCCA method, we find that cross-correlations for Oil-Gas, Oil-CO2, and Gas-CO2 obey a power-law and are weakly persistent. Then, we adopt the method of DCCA cross-correlation coefficient to quantify cross-correlations between energy and emissions markets. The results show that their cross-correlations are diverse at different time scales. Next, based on the multifractal DCCA method, we find that cross-correlated markets have the nonlinear and multifractal nature and that the multifractality strength for three cross-correlated markets is arranged in the order of Gas-CO2 > Oil-Gas > Oil-CO2. Finally, by employing the rolling windows method, which can be used to investigate time-varying cross-correlation scaling exponents, we analyze short-term and long-term market dynamics and find that the recent global financial crisis has a notable influence on short-term and long-term market dynamics.

(Multi)fractality of Earthquakes by use of Wavelet Analysis

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Enescu, B.; Ito, K.; Struzik, Z. R.

2002-12-01

The fractal character of earthquakes' occurrence, in time, space or energy, has by now been established beyond doubt and is in agreement with modern models of seismicity. Moreover, the cascade-like generation process of earthquakes -with one "main" shock followed by many aftershocks, having their own aftershocks- may well be described through multifractal analysis, well suited for dealing with such multiplicative processes. The (multi)fractal character of seismicity has been analysed so far by using traditional techniques, like the box-counting and correlation function algorithms. This work introduces a new approach for characterising the multifractal patterns of seismicity. The use of wavelet analysis, in particular of the wavelet transform modulus maxima, to multifractal analysis was pioneered by Arneodo et al. (1991, 1995) and applied successfully in diverse fields, such as the study of turbulence, the DNA sequences or the heart rate dynamics. The wavelets act like a microscope, revealing details about the analysed data at different times and scales. We introduce and perform such an analysis on the occurrence time of earthquakes and show its advantages. In particular, we analyse shallow seismicity, characterised by a high aftershock "productivity", as well as intermediate and deep seismic activity, known for its scarcity of aftershocks. We examine as well declustered (aftershocks removed) versions of seismic catalogues. Our preliminary results show some degree of multifractality for the undeclustered, shallow seismicity. On the other hand, at large scales, we detect a monofractal scaling behaviour, clearly put in evidence for the declustered, shallow seismic activity. Moreover, some of the declustered sequences show a long-range dependent (LRD) behaviour, characterised by a Hurst exponent, H > 0.5, in contrast with the memory-less, Poissonian model. We demonstrate that the LRD is a genuine characteristic and is not an effect of the time series probability

Classification of Prolapsed Mitral Valve versus Healthy Heart from Phonocardiograms by Multifractal Analysis

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Ana Gavrovska

2013-01-01

Full Text Available Phonocardiography has shown a great potential for developing low-cost computer-aided diagnosis systems for cardiovascular monitoring. So far, most of the work reported regarding cardiosignal analysis using multifractals is oriented towards heartbeat dynamics. This paper represents a step towards automatic detection of one of the most common pathological syndromes, so-called mitral valve prolapse (MVP, using phonocardiograms and multifractal analysis. Subtle features characteristic for MVP in phonocardiograms may be difficult to detect. The approach for revealing such features should be locally based rather than globally based. Nevertheless, if their appearances are specific and frequent, they can affect a multifractal spectrum. This has been the case in our experiment with the click syndrome. Totally, 117 pediatric phonocardiographic recordings (PCGs, 8 seconds long each, obtained from 117 patients were used for PMV automatic detection. We propose a two-step algorithm to distinguish PCGs that belong to children with healthy hearts and children with prolapsed mitral valves (PMVs. Obtained results show high accuracy of the method. We achieved 96.91% accuracy on the dataset (97 recordings. Additionally, 90% accuracy is achieved for the evaluation dataset (20 recordings. Content of the datasets is confirmed by the echocardiographic screening.

Multifractal analysis of real and imaginary movements: EEG study

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Pavlov, Alexey N.; Maksimenko, Vladimir A.; Runnova, Anastasiya E.; Khramova, Marina V.; Pisarchik, Alexander N.

2018-04-01

We study abilities of the wavelet-based multifractal analysis in recognition specific dynamics of electrical brain activity associated with real and imaginary movements. Based on the singularity spectra we analyze electroencephalograms (EEGs) acquired in untrained humans (operators) during imagination of hands movements, and show a possibility to distinguish between the related EEG patterns and the recordings performed during real movements or the background electrical brain activity. We discuss how such recognition depends on the selected brain region.

Multifractal in Volatility of Family Business Stocks Listed on Casablanca STOCK Exchange

Science.gov (United States)

Lahmiri, Salim

In this paper, we check for existence of multifractal in volatility of Moroccan family business stock returns and in volatility of Casablanca market index returns based on multifractal detrended fluctuation analysis (MF-DFA) technique. Empirical results show strong evidence of multifractal characteristics in volatility series of both family business stocks and market index. In addition, it is found that small variations in volatility of family business stocks are persistent, whilst small variations in volatility of market index are anti-persistent. However, large variations in family business volatility and market index volatility are both anti-persistent. Furthermore, multifractal spectral analysis based results show strong evidence that volatility in Moroccan family business companies exhibits more multifractality than volatility in the main stock market. These results may provide insightful information for risk managers concerned with family business stocks.

Multifractal temporally weighted detrended cross-correlation analysis to quantify power-law cross-correlation and its application to stock markets

Science.gov (United States)

Wei, Yun-Lan; Yu, Zu-Guo; Zou, Hai-Long; Anh, Vo

2017-06-01

A new method—multifractal temporally weighted detrended cross-correlation analysis (MF-TWXDFA)—is proposed to investigate multifractal cross-correlations in this paper. This new method is based on multifractal temporally weighted detrended fluctuation analysis and multifractal cross-correlation analysis (MFCCA). An innovation of the method is applying geographically weighted regression to estimate local trends in the nonstationary time series. We also take into consideration the sign of the fluctuations in computing the corresponding detrended cross-covariance function. To test the performance of the MF-TWXDFA algorithm, we apply it and the MFCCA method on simulated and actual series. Numerical tests on artificially simulated series demonstrate that our method can accurately detect long-range cross-correlations for two simultaneously recorded series. To further show the utility of MF-TWXDFA, we apply it on time series from stock markets and find that power-law cross-correlation between stock returns is significantly multifractal. A new coefficient, MF-TWXDFA cross-correlation coefficient, is also defined to quantify the levels of cross-correlation between two time series.

Fluctuation dynamics in geoelectrical data: an investigation by using multifractal detrended fluctuation analysis

International Nuclear Information System (INIS)

Telesca, Luciano; Colangelo, Gerardo; Lapenna, Vincenzo; Macchiato, Maria

2004-01-01

We analyzed fluctuations in the time dynamics of nonstationary geoelectrical data, recorded in a seismic area of southern Italy, by means of the multifractal detrended fluctuation analysis (MF-DFA). The multifractal character of the signal depends mostly on the different long-range properties for small and large fluctuations. The time variation of indices, denoting the departure from monofractal behaviour, reveals an enhancement of the multifractality of the signal prior seismic occurrences

Multifractal analysis of heartbeat dynamics during meditation training

Science.gov (United States)

Song, Renliang; Bian, Chunhua; Ma, Qianli D. Y.

2013-04-01

We investigate the multifractality of heartbeat dynamics during Chinese CHI meditation in healthy young adults. The results show that the range of multifractal singularity spectrum of heartbeat interval time series during meditation is significantly narrower than those in the pre-meditation state of the same subject, which indicates that during meditation the heartbeat becomes regular and the degree of multifractality decreases.

MFDFA and Lacunarity Analysis of Synthetic Multifractals and Pre-Cancerous Tissues

Science.gov (United States)

Roy, A.; Das, N.; Ghosh, N.

2017-12-01

Multifractal Detrended Fluctuation Analysis (MFDFA) has been employed for evaluating complex variations in the refractive index (RI) of human pre-cancerous tissues. While this was primarily aimed towards the early diagnosis of cancer in the human cervix, question remains whether multifractal analysis alone can be conclusively used for distinguishing between various grades of pre-cancerous tissues. Lacunarity is a parameter that was developed for multiscale analysis of data and has been shown to be theoretically related to the correlation dimension, D2, by dlog(L)/dlog(x) = D2 - 2. Further, research has proven that not only can Lacunarity be used as a preliminary indicator of multifractal behavior but it also distinguishes between images with similar correlation dimension values. In order to compare the efficacy of the two approaches namely, MFDFA and Lacunarity, in distinguishing between pre-cancerous tissues of various grades, we test these techniques on a set of 2-dimensional theoretical random multifractal fields. MFDFA is employed for computing the width of the singularity spectrum f(α), which is a measure of multifractal behavior. A weighted mean of the log-transformed lacunarity values at different scales is employed for differentiating between patterns with the same correlation dimension but differences in texture. The two different techniques are then applied to images containing RI values of biopsy samples from human cervical tissues that were histo-pathologically characterized as grade-I and grade-II pre-cancerous cells. The results show that the two approaches are complementary to one another when it comes to multi-scale analysis of complex natural patterns manifested in the images of such pre-cancerous cells.

Multifractal detrended cross-correlation between the Chinese domestic and international gold markets based on DCCA and DMCA methods

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Cao, Guangxi; Han, Yan; Chen, Yuemeng; Yang, Chunxia

2014-05-01

Based on the daily price data of Shanghai and London gold spot markets, we applied detrended cross-correlation analysis (DCCA) and detrended moving average cross-correlation analysis (DMCA) methods to quantify power-law cross-correlation between domestic and international gold markets. Results show that the cross-correlations between the Chinese domestic and international gold spot markets are multifractal. Furthermore, forward DMCA and backward DMCA seems to outperform DCCA and centered DMCA for short-range gold series, which confirms the comparison results of short-range artificial data in L. Y. He and S. P. Chen [Physica A 390 (2011) 3806-3814]. Finally, we analyzed the local multifractal characteristics of the cross-correlation between Chinese domestic and international gold markets. We show that multifractal characteristics of the cross-correlation between the Chinese domestic and international gold markets are time-varying and that multifractal characteristics were strengthened by the financial crisis in 2007-2008.

Analyzing the Cross-Correlation Between Onshore and Offshore RMB Exchange Rates Based on Multifractal Detrended Cross-Correlation Analysis (MF-DCCA)

Science.gov (United States)

Xie, Chi; Zhou, Yingying; Wang, Gangjin; Yan, Xinguo

We use the multifractal detrended cross-correlation analysis (MF-DCCA) method to explore the multifractal behavior of the cross-correlation between exchange rates of onshore RMB (CNY) and offshore RMB (CNH) against US dollar (USD). The empirical data are daily prices of CNY/USD and CNH/USD from May 1, 2012 to February 29, 2016. The results demonstrate that: (i) the cross-correlation between CNY/USD and CNH/USD is persistent and its fluctuation is smaller when the order of fluctuation function is negative than that when the order is positive; (ii) the multifractal behavior of the cross-correlation between CNY/USD and CNH/USD is significant during the sample period; (iii) the dynamic Hurst exponents obtained by the rolling windows analysis show that the cross-correlation is stable when the global economic situation is good and volatile in bad situation; and (iv) the non-normal distribution of original data has a greater effect on the multifractality of the cross-correlation between CNY/USD and CNH/USD than the temporary correlation.

Multifractal analysis of oceanic chlorophyll maps remotely sensed from space

Directory of Open Access Journals (Sweden)

L. de Montera

2011-03-01

Full Text Available Phytoplankton patchiness has been investigated with multifractal analysis techniques. We analyzed oceanic chlorophyll maps, measured by the SeaWiFS orbiting sensor, which are considered to be good proxies for phytoplankton. The study area is the Senegalo-Mauritanian upwelling region, because it has a low cloud cover and high chlorophyll concentrations. Multifractal properties are observed, from the sub-mesoscale up to the mesoscale, and are found to be consistent with the Corssin-Obukhov scale law of passive scalars. This result indicates that, in this specific region and within this scale range, turbulent mixing would be the dominant effect leading to the observed variability of phytoplankton fields. Finally, it is shown that multifractal patchiness can be responsible for significant biases in the nonlinear source and sink terms involved in biogeochemical numerical models.

Multifractal structure in Latin-American market indices

International Nuclear Information System (INIS)

Zunino, Luciano; Figliola, Alejandra; Tabak, Benjamin M.; Perez, Dario G.; Garavaglia, Mario; Rosso, Osvaldo A.

2009-01-01

We study the multifractal nature of daily price and volatility returns of Latin-American stock markets employing the multifractal detrended fluctuation analysis. Comparing with the results obtained for a developed country (US) we conclude that the multifractality degree is higher for emerging markets. Moreover, we propose a stock market inefficiency ranking by considering the multifractality degree as a measure of inefficiency. Finally, we analyze the sources of multifractality quantifying the contributions of two factors, the long-range correlations of the time series and the broad fat-tail distributions. We find that the multifractal structure of Latin-American market indices can be mainly attributed to the latter.

New trends in applied harmonic analysis sparse representations, compressed sensing, and multifractal analysis

CERN Document Server

Cabrelli, Carlos; Jaffard, Stephane; Molter, Ursula

2016-01-01

This volume is a selection of written notes corresponding to courses taught at the CIMPA School: "New Trends in Applied Harmonic Analysis: Sparse Representations, Compressed Sensing and Multifractal Analysis". New interactions between harmonic analysis and signal and image processing have seen striking development in the last 10 years, and several technological deadlocks have been solved through the resolution of deep theoretical problems in harmonic analysis. New Trends in Applied Harmonic Analysis focuses on two particularly active areas that are representative of such advances: multifractal analysis, and sparse representation and compressed sensing. The contributions are written by leaders in these areas, and covers both theoretical aspects and applications. This work should prove useful not only to PhD students and postdocs in mathematics and signal and image processing, but also to researchers working in related topics.

A Smoothing Technique for the Multifractal Analysis of a Medium Voltage Feeders Electric Current

Science.gov (United States)

de Santis, Enrico; Sadeghian, Alireza; Rizzi, Antonello

2017-12-01

The current paper presents a data-driven detrending technique allowing to smooth complex sinusoidal trends from a real-world electric load time series before applying the Detrended Multifractal Fluctuation Analysis (MFDFA). The algorithm we call Smoothed Sort and Cut Fourier Detrending (SSC-FD) is based on a suitable smoothing of high power periodicities operating directly in the Fourier spectrum through a polynomial fitting technique of the DFT. The main aim consists of disambiguating the characteristic slow varying periodicities, that can impair the MFDFA analysis, from the residual signal in order to study its correlation properties. The algorithm performances are evaluated on a simple benchmark test consisting of a persistent series where the Hurst exponent is known, with superimposed ten sinusoidal harmonics. Moreover, the behavior of the algorithm parameters is assessed computing the MFDFA on the well-known sunspot data, whose correlation characteristics are reported in literature. In both cases, the SSC-FD method eliminates the apparent crossover induced by the synthetic and natural periodicities. Results are compared with some existing detrending methods within the MFDFA paradigm. Finally, a study of the multifractal characteristics of the electric load time series detrendended by the SSC-FD algorithm is provided, showing a strong persistent behavior and an appreciable amplitude of the multifractal spectrum that allows to conclude that the series at hand has multifractal characteristics.

Multifractal Scaling of Grayscale Patterns: Lacunarity and Correlation Dimension

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Roy, A.; Perfect, E.

2012-12-01

While fractal models can characterize self-similarity in binary fields, comprised solely of 0's and 1's, the concept of multifractals is needed to quantify scaling behavior in non-binary grayscale fields made up of fractional values. Multifractals are characterized by a spectrum of non-integer dimensions, Dq (-∞ < q < +∞) instead of a single fractal dimension. The gliding-box algorithm is sometimes employed to estimate these different dimensions. This algorithm is also commonly used for computing another parameter, lacunarity, L, which characterizes the distribution of gaps or spaces in patterns, fractals, multifractals or otherwise, as a function of scale (or box-size, x). In the case of 2-dimensional multifractal fields, L has been shown to be theoretically related to the correlation dimension, D2, by dlog(L)/dlog(x) = D2 - 2. Therefore, it is hypothesized that lacunarity analysis can help in delineating multifractal behavior in grayscale patterns. In testing this hypothesis, a set of 2-dimensional multifractal grayscale patterns was generated with known D2 values, and then analyzed for lacunarity by employing the gliding-box algorithm. The D2 values computed using this analysis gave a 1:1 relationship with the known D2 values, thus empirically validating the theoretical relationship between L and D2. Lacunarity analysis was further used to evaluate the multifractal nature of natural grayscale images in the form of soil thin sections that had been previously classified as multifractals based on the standard box counting method. The results indicated that lacunarity analysis is a more sensitive indicator of multifractal behavior in natural grayscale patterns than the box counting approach. A weighted mean of the log-transformed lacunarity values at different scales was employed for differentiating between grayscale patterns with various degrees of scale dependent clustering attributes. This new measure, which expresses lacunarity as a single number, should

Multifractal analysis of vertical profiles of soil penetration resistance at the field scale

Directory of Open Access Journals (Sweden)

G. M. Siqueira

2013-07-01

Full Text Available Soil penetration resistance (PR is widely used as an indirect indicator of soil strength. Soil PR is linked to basic soil properties and correlated to root growth and plant production, and as such it is extensively used as a practical tool for assessing soil compaction and to evaluate the effects of soil management. This study investigates how results from multifractal analysis can quantify key elements of depth-dependent soil PR profiles and how this information can be used at the field scale. We analysed multifractality of 50 PR vertical profiles, measured from 0 to 60 cm depth and randomly located on a 6.5 ha sugar cane field in northeastern Brazil. The scaling property of each profile was typified by singularity, and Rényi spectra estimated by the method of moments. The Hurst exponent was used to parameterize the autocorrelation of the vertical PR data sets. The singularity and Rènyi spectra showed that the vertical PR data sets exhibited a well-defined multifractal structure. Hurst exponent values were close to 1, ranging from 0.944 to 0.988, indicating strong persistence in PR variation with soil depth. Also, the Hurst exponent was negatively and significantly correlated to coefficient of variation (CV, skewness and maximum values of the depth-dependent PR. Multifractal analysis added valuable information to describe the spatial arrangement of depth-dependent penetrometer data sets, which was not taken into account by classical statistical indices. Multifractal parameters were mapped over the experimental field and compared with mean and maximum values of PR. Combination of spatial variability survey and multifractal analysis appear to be useful to manage soil compaction.

Multifractal analysis of vertical profiles of soil penetration resistance at the field scale

Science.gov (United States)

Siqueira, G. M.; Silva, E. F. F.; Montenegro, A. A. A.; Vidal Vázquez, E.; Paz-Ferreiro, J.

2013-07-01

Soil penetration resistance (PR) is widely used as an indirect indicator of soil strength. Soil PR is linked to basic soil properties and correlated to root growth and plant production, and as such it is extensively used as a practical tool for assessing soil compaction and to evaluate the effects of soil management. This study investigates how results from multifractal analysis can quantify key elements of depth-dependent soil PR profiles and how this information can be used at the field scale. We analysed multifractality of 50 PR vertical profiles, measured from 0 to 60 cm depth and randomly located on a 6.5 ha sugar cane field in northeastern Brazil. The scaling property of each profile was typified by singularity, and Rényi spectra estimated by the method of moments. The Hurst exponent was used to parameterize the autocorrelation of the vertical PR data sets. The singularity and Rènyi spectra showed that the vertical PR data sets exhibited a well-defined multifractal structure. Hurst exponent values were close to 1, ranging from 0.944 to 0.988, indicating strong persistence in PR variation with soil depth. Also, the Hurst exponent was negatively and significantly correlated to coefficient of variation (CV), skewness and maximum values of the depth-dependent PR. Multifractal analysis added valuable information to describe the spatial arrangement of depth-dependent penetrometer data sets, which was not taken into account by classical statistical indices. Multifractal parameters were mapped over the experimental field and compared with mean and maximum values of PR. Combination of spatial variability survey and multifractal analysis appear to be useful to manage soil compaction.

Multifractal analysis of a GCM climate

Science.gov (United States)

Carl, P.

2003-04-01

Multifractal analysis using the Wavelet Transform Modulus Maxima (WTMM) approach is being applied to the climate of a Mintz--Arakawa type, coarse resolution, two--layer AGCM. The model shows a backwards running period multiplication scenario throughout the northern summer, subsequent to a 'hard', subcritical Hopf bifurcation late in spring. This 'route out of chaos' (seen in cross sections of a toroidal phase space structure) is born in the planetary monsoon system which inflates the seasonal 'cycle' into these higher order structures and is blamed for the pronounced intraseasonal--to--centennial model climate variability. Previous analyses of the latter using advanced modal decompositions showed regularity based patterns in the time--frequency plane which are qualitatively similar to those obtained from the real world. The closer look here at the singularity structures, as a fundamental diagnostic supplement, aims at both more complete understanding (and quantification) of the model's qualitative dynamics and search for further tools of model intercomparison and verification in this respect. Analysing wavelet is the 10th derivative of the Gaussian which might suffice to suppress regular patterns in the data. Intraseasonal attractors, studied in time series of model precipitation over Central India, show shifting and braodening singularity spectra towards both more violent extreme events (premonsoon--monsoon transition) and weaker events (late summer to postmonsoon transition). Hints at a fractal basin boundary are found close to transition from period--2 to period--1 in the monsoon activity cycle. Interannual analyses are provided for runs with varied solar constants. To address the (in--)stationarity issue, first results are presented with a windowed multifractal analysis of longer--term runs ("singularity spectrogram").

Multifractal Analysis of Asian Foreign Exchange Markets and Financial Crisis

Science.gov (United States)

Oh, Gabjin; Kwon, Okyu; Jung, Woo-Sung

2012-02-01

We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong-Kong, Korea, and Thailand with respect to the United States Dollar from 1991 to 2005. We find that the return time series show multifractal spectrum features for all four cases. To observe the effect of the Asian currency crisis, we also estimate the multifractal spectra of limited series before and after the crisis. We find that the Korean and Thai foreign exchange markets experienced a significant increase in multifractality compared to Hong-Kong and Japan. We also show that the multifractality is stronge related to the presence of high values of returns in the series.

Finite-size effect and the components of multifractality in financial volatility

International Nuclear Information System (INIS)

Zhou Weixing

2012-01-01

Highlights: ► The apparent multifractality can be decomposed quantitatively. ► There is a marked finite-size effect in the detection of multifractality. ► The effective multifractality can be further decomposed into two components. ► A time series exhibits effective multifractality only if it possesses nonlinearity. ► The daily DJIA volatility is analyzed as an example. - Abstract: Many financial variables are found to exhibit multifractal nature, which is usually attributed to the influence of temporal correlations and fat-tailedness in the probability distribution (PDF). Based on the partition function approach of multifractal analysis, we show that there is a marked finite-size effect in the detection of multifractality, and the effective multifractality is the apparent multifractality after removing the finite-size effect. We find that the effective multifractality can be further decomposed into two components, the PDF component and the nonlinearity component. Referring to the normal distribution, we can determine the PDF component by comparing the effective multifractality of the original time series and the surrogate data that have a normal distribution and keep the same linear and nonlinear correlations as the original data. We demonstrate our method by taking the daily volatility data of Dow Jones Industrial Average from 26 May 1896 to 27 April 2007 as an example. Extensive numerical experiments show that a time series exhibits effective multifractality only if it possesses nonlinearity and the PDF has an impact on the effective multifractality only when the time series possesses nonlinearity. Our method can also be applied to judge the presence of multifractality and determine its components of multifractal time series in other complex systems.

Multifractal cross-correlations between crude oil and tanker freight rate

Science.gov (United States)

Chen, Feier; Miao, Yuqi; Tian, Kang; Ding, Xiaoxu; Li, Tingyi

2017-05-01

Analysis of crude oil price and tanker freight rate volatility attract more attention as the mechanism is not only the basis of industrialization but also a vital role in economics, especially after the year 2008 when financial crisis notably blew the maritime transportation. In this paper, we studied the cross-correlations between the West Texas International crude oil (WTI) and Baltic Exchange Dirty Tanker Index (BDTI) employing the Multifractal Detrended Cross-Correlation Analysis (MF-DCCA). Empirical results show that the degree of short-term cross-correlation is higher than that in the long term and that the strength of multifractality after financial crisis is larger than that before. Moreover, the components of multifractal spectrum are quantified with the finite-size effect taken into consideration and an improved method in terms of constructing the surrogated time series provided. Numerical results show that the multifractality is generated mostly from the nonlinear and the fat-tailed probability distribution (PDF) part. Also, it is apparent that the PDF part changes a lot after the financial crisis. The research is contributory to risk management by providing various instructions for participants in shipping markets. Our main contribution is that we investigated both the multifractal features and the origin of multifractality and provided confirming evidence of multifractality through numerical results while applying quantitative analysis based on MF-DCCA; furthermore, the research is contributory to risk management since it provides instructions in both economic market and stock market simultaneously. However, constructing the surrogated series in order to obtain consistence seems less convincing which requires further discussion and attempts.

A Multifractal Detrended Fluctuation Analysis of the Ising Financial Markets Model with Small World Topology

International Nuclear Information System (INIS)

Zhang Ang-Hui; Li Xiao-Wen; Su Gui-Feng; Zhang Yi

2015-01-01

We present a multifractal detrended fluctuation analysis (MFDFA) of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the MFDFA shows that there exists obvious multifractal scaling behavior in produced time series. We compare the MFDFA results for original time series with those for shuffled series, and find that its multifractal nature is due to two factors: broadness of probability density function of the series and different correlations in small- and large-scale fluctuations. This may provide new insight to the problem of the origin of multifractality in financial time series. (paper)

Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective

Science.gov (United States)

Dutta, Srimonti; Ghosh, Dipak; Chatterjee, Sucharita

2016-12-01

The manuscript studies autocorrelation and cross correlation of SENSEX fluctuations and Forex Exchange Rate in respect to Indian scenario. Multifractal detrended fluctuation analysis (MFDFA) and multifractal detrended cross correlation analysis (MFDXA) were employed to study the correlation between the two series. It was observed that the two series are strongly cross correlated. The change of degree of cross correlation with time was studied and the results are interpreted qualitatively.

Multifractal vector fields and stochastic Clifford algebra.

Science.gov (United States)

Schertzer, Daniel; Tchiguirinskaia, Ioulia

2015-12-01

In the mid 1980s, the development of multifractal concepts and techniques was an important breakthrough for complex system analysis and simulation, in particular, in turbulence and hydrology. Multifractals indeed aimed to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations or on simplified conceptual models. However, this development has been rather limited to deal with scalar fields, whereas most of the fields of interest are vector-valued or even manifold-valued. We show in this paper that the combination of stable Lévy processes with Clifford algebra is a good candidate to bridge up the present gap between theory and applications. We show that it indeed defines a convenient framework to generate multifractal vector fields, possibly multifractal manifold-valued fields, based on a few fundamental and complementary properties of Lévy processes and Clifford algebra. In particular, the vector structure of these algebra is much more tractable than the manifold structure of symmetry groups while the Lévy stability grants a given statistical universality.

Multifractal vector fields and stochastic Clifford algebra

Energy Technology Data Exchange (ETDEWEB)

Schertzer, Daniel, E-mail: Daniel.Schertzer@enpc.fr; Tchiguirinskaia, Ioulia, E-mail: Ioulia.Tchiguirinskaia@enpc.fr [University Paris-Est, Ecole des Ponts ParisTech, Hydrology Meteorology and Complexity HM& Co, Marne-la-Vallée (France)

2015-12-15

In the mid 1980s, the development of multifractal concepts and techniques was an important breakthrough for complex system analysis and simulation, in particular, in turbulence and hydrology. Multifractals indeed aimed to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations or on simplified conceptual models. However, this development has been rather limited to deal with scalar fields, whereas most of the fields of interest are vector-valued or even manifold-valued. We show in this paper that the combination of stable Lévy processes with Clifford algebra is a good candidate to bridge up the present gap between theory and applications. We show that it indeed defines a convenient framework to generate multifractal vector fields, possibly multifractal manifold-valued fields, based on a few fundamental and complementary properties of Lévy processes and Clifford algebra. In particular, the vector structure of these algebra is much more tractable than the manifold structure of symmetry groups while the Lévy stability grants a given statistical universality.

Multifractals theory and applications

CERN Document Server

Harte, David

2001-01-01

Although multifractals are rooted in probability, much of the related literature comes from the physics and mathematics arena. Multifractals: Theory and Applications pulls together ideas from both these areas using a language that makes them accessible and useful to statistical scientists. It provides a framework, in particular, for the evaluation of statistical properties of estimates of the Renyi fractal dimensions.The first section provides introductory material and different definitions of a multifractal measure. The author then examines some of the various constructions for describing multifractal measures. Building from the theory of large deviations, he focuses on constructions based on lattice coverings, covering by point-centered spheres, and cascades processes. The final section presents estimators of Renyi dimensions of integer order two and greater and discusses their properties. It also explores various applications of dimension estimation and provides a detailed case study of spatial point patte...

Multifractal structures for the Russian stock market

Science.gov (United States)

Ikeda, Taro

2018-02-01

In this paper, we apply the multifractal detrended fluctuation analysis (MFDFA) to the Russian stock price returns. To the best of our knowledge, this paper is the first to reveal the multifractal structures for the Russian stock market by financial crises. The contributions of the paper are twofold. (i) Finding the multifractal structures for the Russian stock market. The generalized Hurst exponents estimated become highly-nonlinear to the order of the fluctuation functions. (ii) Computing the multifractality degree according to Zunino et al. (2008). We find that the multifractality degree of the Russian stock market can be categorized within emerging markets, however, the Russian 1998 crisis and the global financial crisis dampen the degree when we consider the order of the polynomial trends in the MFDFA.

Multifractal scaling analysis of autopoisoning reactions over a rough surface

International Nuclear Information System (INIS)

Chaudhari, Ajay; Yan, Ching-Cher Sanders; Lee, S.-L.

2003-01-01

Decay type diffusion-limited reactions (DLR) over a rough surface generated by a random deposition model were performed. To study the effect of the decay profile on the reaction probability distribution (RPD), multifractal scaling analysis has been carried out. The dynamics of these autopoisoning reactions are controlled by the two parameters in the decay function, namely, the initial sticking probability (P ini ) of every site and the decay rate (m). The smaller the decay rate, the narrower is the range of α values in the α-f(α) multifractal spectrum. The results are compared with the earlier work of DLR over a surface of diffusion-limited aggregation (DLA). We also considered here the autopoisoning reactions over a smooth surface for comparing our results, which show clearly how the roughness affects the chemical reactions. The q-τ(q) multifractal curves for the smooth surface are linear whereas those for the rough surface are nonlinear. The range of α values in the case of a rough surface is wider than that of the smooth surface

Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price

Science.gov (United States)

Zhuang, Xiaoyang; Wei, Yu; Ma, Feng

2015-07-01

In this paper, the multifractality and efficiency degrees of ten important Chinese sectoral indices are evaluated using the methods of MF-DFA and generalized Hurst exponents. The study also scrutinizes the dynamics of the efficiency of Chinese sectoral stock market by the rolling window approach. The overall empirical findings revealed that all the sectoral indices of Chinese stock market exist different degrees of multifractality. The results of different efficiency measures have agreed on that the 300 Materials index is the least efficient index. However, they have a slight diffidence on the most efficient one. The 300 Information Technology, 300 Telecommunication Services and 300 Health Care indices are comparatively efficient. We also investigate the cross-correlations between the ten sectoral indices and WTI crude oil price based on Multifractal Detrended Cross-correlation Analysis. At last, some relevant discussions and implications of the empirical results are presented.

Multi-fractal analysis of highway traffic data

Institute of Scientific and Technical Information of China (English)

Shang Peng-Jian; Shen Jin-Sheng

2007-01-01

The purpose of the present study is to investigate the presence of multi-fractal behaviours in the traffic time series not only by statistical approaches but also by geometrical approaches. The pointwise H(o)lder exponent of a function is calculated by developing an algorithm for the numerical evaluation of H(o)lder exponent of time series. The traffic time series observed on the Beijing Yuquanying highway are analysed. The results from all these methods indicate that the traffic data exhibit the multi-fractal behaviour.

Multi-fractal measures of city-size distributions based on the three-parameter Zipf model

International Nuclear Information System (INIS)

Chen Yanguang; Zhou Yixing

2004-01-01

A multi-fractal framework of urban hierarchies is presented to address the rank-size distribution of cities. The three-parameter Zipf model based on a pair of exponential-type scaling laws is generalized to multi-scale fractal measures. Then according to the equivalent relationship between Zipf's law and Pareto distribution, a set of multi-fractal equations are derived using dual conversion and the Legendre transform. The US city population data coming from the 2000 census are employed to verify the multi-fractal models and the results are satisfying. The multi-fractal measures reveal some strange symmetry regularity of urban systems. While explaining partially the remains of the hierarchical step-like frequency distribution of city sizes suggested by central place theory, the mathematical framework can be interpreted with the entropy-maximizing principle and some related ideas from self-organization

Anti-correlation and multifractal features of Spain electricity spot market

NARCIS (Netherlands)

Norouzzadeh, Payam; Dullaert, W.; Rahmani, Bahareh

2007-01-01

We use multifractal detrended fluctuation analysis (MF-DFA) to numerically investigate correlation, persistence, multifractal properties and scaling behavior of the hourly spot prices for the Spain electricity exchange-Compania O Peradora del Mercado de Electricidad (OMEL). Through multifractal

Variability of multifractal parameters in an urban precipitation monitoring network

Science.gov (United States)

Licznar, Paweł; De Michele, Carlo; Dżugaj, Dagmara; Niesobska, Maria

2014-05-01

Precipitation especially over urban areas is considered a highly non-linear process, with wide variability over a broad range of temporal and spatial scales. Despite obvious limitations of rainfall gauges location at urban sites, rainfall monitoring by gauge networks is a standard solution of urban hydrology. Often urban precipitation gauge networks are formed by modern electronic gauges and connected to control units of centralized urban drainage systems. Precipitation data, recorded online through these gauge networks, are used in so called Real-Time-Control (RTC) systems for the development of optimal strategies of urban drainage outflows management. As a matter of fact, the operation of RTC systems is motivated mainly by the urge of reducing the severity of urban floods and combined sewerage overflows, but at the same time, it creates new valuable precipitation data sources. The variability of precipitation process could be achieved by investigating multifractal behavior displayed by the temporal structure of precipitation data. There are multiply scientific communications concerning multifractal properties of point-rainfall data from different worldwide locations. However, very little is known about the close variability of multifractal parameters among closely located gauges, at the distances of single kilometers. Having this in mind, here we assess the variability of multifractal parameters among gauges of the urban precipitation monitoring network in Warsaw, Poland. We base our analysis on the set of 1-minute rainfall time series recorded in the period 2008-2011 by 25 electronic weighing type gauges deployed around the city by the Municipal Water Supply and Sewerage Company in Warsaw as a part of local RTC system. The presence of scale invariance and multifractal properties in the precipitation process was investigated with spectral analysis, functional box counting method and studying the probability distributions and statistical moments of the rainfall

Correlation and multifractality in climatological time series

International Nuclear Information System (INIS)

Pedron, I T

2010-01-01

Climate can be described by statistical analysis of mean values of atmospheric variables over a period. It is possible to detect correlations in climatological time series and to classify its behavior. In this work the Hurst exponent, which can characterize correlation and persistence in time series, is obtained by using the Detrended Fluctuation Analysis (DFA) method. Data series of temperature, precipitation, humidity, solar radiation, wind speed, maximum squall, atmospheric pressure and randomic series are studied. Furthermore, the multifractality of such series is analyzed applying the Multifractal Detrended Fluctuation Analysis (MF-DFA) method. The results indicate presence of correlation (persistent character) in all climatological series and multifractality as well. A larger set of data, and longer, could provide better results indicating the universality of the exponents.

Daily extreme temperature multifractals in Catalonia (NE Spain)

International Nuclear Information System (INIS)

Burgueño, A.; Lana, X.; Serra, C.; Martínez, M.D.

2014-01-01

The multifractal character of the daily extreme temperatures in Catalonia (NE Spain) is analyzed by means of the multifractal detrended fluctuation analysis (MF-DFA) applied to 65 thermometric records covering years 1950–2004. Although no clear spatial patterns of the multifractal spectrum parameters appear, factor scores deduced from Principal Component analysis indicate some signs of spatial gradients. Additionally, the daily extreme temperature series are classified depending on their complex time behavior, through four multifractal parameters (Hurst exponent, Hölder exponent with maximum spectrum, spectrum asymmetry and spectrum width). As a synthesis of the three last parameters, a basic measure of complexity is proposed through a normalized Complexity Index. Its regional behavior is found to be free of geographical dependences. This index represents a new step towards the description of the daily extreme temperatures complexity.

Daily extreme temperature multifractals in Catalonia (NE Spain)

Energy Technology Data Exchange (ETDEWEB)

Burgueño, A. [Departament d' Astronomia i Meteorologia, Universitat de Barcelona, Barcelona (Spain); Lana, X., E-mail: francisco.javier.lana@upc.edu [Departament de Física i Enginyeria Nuclear, Universitat Politècnica de Catalunya, Barcelona (Spain); Serra, C. [Departament de Física i Enginyeria Nuclear, Universitat Politècnica de Catalunya, Barcelona (Spain); Martínez, M.D. [Departament de Física Aplicada, Universitat Politècnica de Catalunya, Barcelona (Spain)

2014-02-01

The multifractal character of the daily extreme temperatures in Catalonia (NE Spain) is analyzed by means of the multifractal detrended fluctuation analysis (MF-DFA) applied to 65 thermometric records covering years 1950–2004. Although no clear spatial patterns of the multifractal spectrum parameters appear, factor scores deduced from Principal Component analysis indicate some signs of spatial gradients. Additionally, the daily extreme temperature series are classified depending on their complex time behavior, through four multifractal parameters (Hurst exponent, Hölder exponent with maximum spectrum, spectrum asymmetry and spectrum width). As a synthesis of the three last parameters, a basic measure of complexity is proposed through a normalized Complexity Index. Its regional behavior is found to be free of geographical dependences. This index represents a new step towards the description of the daily extreme temperatures complexity.

Multifractal Analysis of Seismically Induced Soft-Sediment Deformation Structures Imaged by X-Ray Computed Tomography

Science.gov (United States)

Nakashima, Yoshito; Komatsubara, Junko

Unconsolidated soft sediments deform and mix complexly by seismically induced fluidization. Such geological soft-sediment deformation structures (SSDSs) recorded in boring cores were imaged by X-ray computed tomography (CT), which enables visualization of the inhomogeneous spatial distribution of iron-bearing mineral grains as strong X-ray absorbers in the deformed strata. Multifractal analysis was applied to the two-dimensional (2D) CT images with various degrees of deformation and mixing. The results show that the distribution of the iron-bearing mineral grains is multifractal for less deformed/mixed strata and almost monofractal for fully mixed (i.e. almost homogenized) strata. Computer simulations of deformation of real and synthetic digital images were performed using the egg-beater flow model. The simulations successfully reproduced the transformation from the multifractal spectra into almost monofractal spectra (i.e. almost convergence on a single point) with an increase in deformation/mixing intensity. The present study demonstrates that multifractal analysis coupled with X-ray CT and the mixing flow model is useful to quantify the complexity of seismically induced SSDSs, standing as a novel method for the evaluation of cores for seismic risk assessment.

Study on multi-fractal fault diagnosis based on EMD fusion in hydraulic engineering

International Nuclear Information System (INIS)

Lu, Shibao; Wang, Jianhua; Xue, Yangang

2016-01-01

Highlights: • The measured shafting vibration data signal of the hydroelectric generating set is acquired through EMD. • The vibration signal waveform is identified and purified with EMD to obtain approximation coefficient of various fault signals. • The multi-fractal spectrum provides the distributed geometrical or probabilistic information of point. • EMD provides the real information for the next subsequent analysis and recognition. - Abstract: The vibration signal analysis of the hydraulic turbine unit aims at extracting the characteristic information of the unit vibration. The effective signal processing and information extraction are the key to state monitoring and fault diagnosis of the hydraulic turbine unit. In this paper, the vibration fault diagnosis model is established, which combines EMD, multi-fractal spectrum and modified BP neural network; the vibration signal waveform is identified and purified with EMD to obtain approximation coefficient of various fault signals; the characteristic vector of the vibration fault is acquired with the multi-fractal spectrum algorithm, which is classified and identified as input vector of BP neural network. The signal characteristics are extracted through the waveform, the diagnosis and identification are carried out in combination of the multi-fractal spectrum to provide a new method for fault diagnosis of the hydraulic turbine unit. After the application test, the results show that the method can improve the intelligence and humanization of diagnosis, enhance the man–machine interaction, and produce satisfactory identification result.

THE APPLICATION OF WAVELET-MULTIFRACTAL ANALYSIS IN PROBLEMS OF METAL STRUCTURE

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VOLCHUK V. N.

2015-09-01

Full Text Available Raising of problem. In order to obtain acceptable results of the evaluation of the metal structure developed methodology should include the use of both classical and modern methods of its evaluation and the properties of the produced goods. Thus, to establish the relationship between mechanical properties and structural elements of metal to use multifractal theory. The proposed method is the most appropriate to quantify the majority of real structures, which are integral approximation figures Euclid introduces some uncertainty, and therefore not always acceptable in practical problems of modern materials science. According to the proposed method, each of heterogeneous objects, which are the structures most metals can be characterized by variety of statistical Renyi dimensions. The range of dimensions multifractals interpreted as some of the physical laws, which have a separate statistical properties that make it possible to their financial performance. Application of statistical dimensions of the structural elements for the assessment of qualitative characteristics of metal contributes to their formalization as a function of the fractal dimension. This in turn makes it possible to identify and anticipate the physical and mechanical properties of the metal without producing special mechanical tests. Purpose  obtain information about the possible application of wavelet-multifractal analysis to assess the microstructure of the metal. Conclusion. Using the methods of wavelet multifractal analysis, a statistical evaluation of the structural elements of steel St3ps. An analysis of the characteristics of uniformity, consistency and regularity of the structural elements has shown that most of the change observed in the samples subjected to accelerated cooling water in the temperature range of the intermediate (bainitic conversion 550 – 4500С, less - in samples cooled in the temperature range 650 pearlite transformation  6000С and the smallest

Rank-Ordered Multifractal Analysis (ROMA of probability distributions in fluid turbulence

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C. C. Wu

2011-04-01

Full Text Available Rank-Ordered Multifractal Analysis (ROMA was introduced by Chang and Wu (2008 to describe the multifractal characteristic of intermittent events. The procedure provides a natural connection between the rank-ordered spectrum and the idea of one-parameter scaling for monofractals. This technique has successfully been applied to MHD turbulence simulations and turbulence data observed in various space plasmas. In this paper, the technique is applied to the probability distributions in the inertial range of the turbulent fluid flow, as given in the vast Johns Hopkins University (JHU turbulence database. In addition, a new way of finding the continuous ROMA spectrum and the scaled probability distribution function (PDF simultaneously is introduced.

Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets

International Nuclear Information System (INIS)

He Lingyun; Chen Shupeng

2011-01-01

Highlights: → We investigated cross-correlations between China's and US agricultural futures markets. → Power-law cross-correlations are found between the geographically far but correlated markets. → Multifractal features are significant in all the markets. → Cross-correlation exponent is less than averaged GHE when q 0. - Abstract: We investigated geographically far but temporally correlated China's and US agricultural futures markets. We found that there exists a power-law cross-correlation between them, and that multifractal features are significant in all the markets. It is very interesting that the geographically far markets show strong cross-correlations and share much of their multifractal structure. Furthermore, we found that for all the agricultural futures markets in our studies, the cross-correlation exponent is less than the averaged generalized Hurst exponents (GHE) when q 0.

Submicron scale tissue multifractal anisotropy in polarized laser light scattering

Science.gov (United States)

Das, Nandan Kumar; Dey, Rajib; Chakraborty, Semanti; Panigrahi, Prasanta K.; Meglinski, Igor; Ghosh, Nirmalya

2018-03-01

The spatial fluctuations of the refractive index within biological tissues exhibit multifractal anisotropy, leaving its signature as a spectral linear diattenuation of scattered polarized light. The multifractal anisotropy has been quantitatively assessed by the processing of relevant Mueller matrix elements in the Fourier domain, utilizing the Born approximation and subsequent multifractal analysis. The differential scaling exponent and width of the singularity spectrum appear to be highly sensitive to the structural multifractal anisotropy at the micron/sub-micron length scales. An immediate practical use of these multifractal anisotropy parameters was explored for non-invasive screening of cervical precancerous alterations ex vivo, with the indication of a strong potential for clinical diagnostic purposes.

Multifractal modelling and 3D lacunarity analysis

International Nuclear Information System (INIS)

Hanen, Akkari; Imen, Bhouri; Asma, Ben Abdallah; Patrick, Dubois; Hedi, Bedoui Mohamed

2009-01-01

This study presents a comparative evaluation of lacunarity of 3D grey level models with different types of inhomogeneity. A new method based on the 'Relative Differential Box Counting' was developed to estimate the lacunarity features of grey level volumes. To validate our method, we generated a set of 3D grey level multifractal models with random, anisotropic and hierarchical properties. Our method gives a lacunarity measurement correlated with the theoretical one and allows a better model classification compared with a classical approach.

Spatial Characterization of Landscapes through Multifractal Analysis of DEM

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P. L. Aguado

2014-01-01

Full Text Available Landscape evolution is driven by abiotic, biotic, and anthropic factors. The interactions among these factors and their influence at different scales create a complex dynamic. Landscapes have been shown to exhibit numerous scaling laws, from Horton’s laws to more sophisticated scaling of heights in topography and river network topology. This scaling and multiscaling analysis has the potential to characterise the landscape in terms of the statistical signature of the measure selected. The study zone is a matrix obtained from a digital elevation model (DEM (map 10 × 10 m, and height 1 m that corresponds to homogeneous region with respect to soil characteristics and climatology known as “Monte El Pardo” although the water level of a reservoir and the topography play a main role on its organization and evolution. We have investigated whether the multifractal analysis of a DEM shows common features that can be used to reveal the underlying patterns and information associated with the landscape of the DEM mapping and studied the influence of the water level of the reservoir on the applied analysis. The results show that the use of the multifractal approach with mean absolute gradient data is a useful tool for analysing the topography represented by the DEM.

Clustering Multiple Sclerosis Subgroups with Multifractal Methods and Self-Organizing Map Algorithm

Science.gov (United States)

Karaca, Yeliz; Cattani, Carlo

Magnetic resonance imaging (MRI) is the most sensitive method to detect chronic nervous system diseases such as multiple sclerosis (MS). In this paper, Brownian motion Hölder regularity functions (polynomial, periodic (sine), exponential) for 2D image, such as multifractal methods were applied to MR brain images, aiming to easily identify distressed regions, in MS patients. With these regions, we have proposed an MS classification based on the multifractal method by using the Self-Organizing Map (SOM) algorithm. Thus, we obtained a cluster analysis by identifying pixels from distressed regions in MR images through multifractal methods and by diagnosing subgroups of MS patients through artificial neural networks.

Fault Diagnosis of Broken Rotor Bars in Squirrel-Cage Induction Motor of Hoister Based on Duffing Oscillator and Multifractal Dimension

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Zhike Zhao

2014-07-01

Full Text Available This paper is to propose a novel fault diagnosis method for broken rotor bars in squirrel-cage induction motor of hoister, which is based on duffing oscillator and multifractal dimension. Firstly, based on the analysis of the structure and performance of modified duffing oscillator, the end of transitional slope from chaotic area to large-scale cycle area is selected as the optimal critical threshold of duffing oscillator by bifurcation diagrams and Lyapunov exponent. Secondly, the phase transformation duffing oscillator from chaos to intermittent chaos is sensitive to the signals, whose frequency difference is quite weak from the reference signal. The spectrums of the largest Lyapunov exponents and bifurcation diagrams of the duffing oscillator are utilized to analyze the variance in different parameters of frequency. Finally, this paper is to analyze the characteristics of both single fractal (box-counting dimension and multifractal and make a comparison between them. Multifractal detrended fluctuation analysis is applied to detect extra frequency component of current signal. Experimental results reveal that the method is effective for early detection of broken rotor bars in squirrel-cage induction motor of hoister.

Multifractal modelling and 3D lacunarity analysis

Energy Technology Data Exchange (ETDEWEB)

Hanen, Akkari, E-mail: bettaieb.hanen@topnet.t [Laboratoire de biophysique, TIM, Faculte de Medecine (Tunisia); Imen, Bhouri, E-mail: bhouri_imen@yahoo.f [Unite de recherche ondelettes et multifractals, Faculte des sciences (Tunisia); Asma, Ben Abdallah, E-mail: asma.babdallah@cristal.rnu.t [Laboratoire de biophysique, TIM, Faculte de Medecine (Tunisia); Patrick, Dubois, E-mail: pdubois@chru-lille.f [INSERM, U 703, Lille (France); Hedi, Bedoui Mohamed, E-mail: medhedi.bedoui@fmm.rnu.t [Laboratoire de biophysique, TIM, Faculte de Medecine (Tunisia)

2009-09-28

This study presents a comparative evaluation of lacunarity of 3D grey level models with different types of inhomogeneity. A new method based on the 'Relative Differential Box Counting' was developed to estimate the lacunarity features of grey level volumes. To validate our method, we generated a set of 3D grey level multifractal models with random, anisotropic and hierarchical properties. Our method gives a lacunarity measurement correlated with the theoretical one and allows a better model classification compared with a classical approach.

Determination of key parameters of vector multifractal vector fields

Science.gov (United States)

Schertzer, D. J. M.; Tchiguirinskaia, I.

2017-12-01

For too long time, multifractal analyses and simulations have been restricted to scalar-valued fields (Schertzer and Tchiguirinskaia, 2017a,b). For instance, the wind velocity multifractality has been mostly analysed in terms of scalar structure functions and with the scalar energy flux. This restriction has had the unfortunate consequences that multifractals were applicable to their full extent in geophysics, whereas it has inspired them. Indeed a key question in geophysics is the complexity of the interactions between various fields or they components. Nevertheless, sophisticated methods have been developed to determine the key parameters of scalar valued fields. In this communication, we first present the vector extensions of the universal multifractal analysis techniques to multifractals whose generator belong to a Levy-Clifford algebra (Schertzer and Tchiguirinskaia, 2015). We point out further extensions noting the increased complexity. For instance, the (scalar) index of multifractality becomes a matrice. Schertzer, D. and Tchiguirinskaia, I. (2015) `Multifractal vector fields and stochastic Clifford algebra', Chaos: An Interdisciplinary Journal of Nonlinear Science, 25(12), p. 123127. doi: 10.1063/1.4937364. Schertzer, D. and Tchiguirinskaia, I. (2017) `An Introduction to Multifractals and Scale Symmetry Groups', in Ghanbarian, B. and Hunt, A. (eds) Fractals: Concepts and Applications in Geosciences. CRC Press, p. (in press). Schertzer, D. and Tchiguirinskaia, I. (2017b) `Pandora Box of Multifractals: Barely Open ?', in Tsonis, A. A. (ed.) 30 Years of Nonlinear Dynamics in Geophysics. Berlin: Springer, p. (in press).

Testing for multifractality of Islamic stock markets

Science.gov (United States)

Saâdaoui, Foued

2018-04-01

Studying the power-law scaling of financial time series is a promising area of econophysics, which has often contributed to the understanding of the intricate features of the global markets. In this article, we examine the multifractality of some financial processes and the underlying formation mechanisms in the context of Islamic equity markets. The well-known Multifractal Detrended Fluctuation Analysis (MF-DFA) is used to investigate the self-similar properties of two Dow Jones Islamic Market Indexes (DJIM). The results prove that both indexes exhibit multifractal properties. By discussing the sources of multifractality, we find that they are related to the occurrence of extreme events, long-range dependency of autocorrelations and fat-tailed distribution of returns. These results have several important implications for analysts and decision makers in modeling the dynamics of Islamic markets, thus recommending efficient asset allocation plans to investors dealing with Islamic equity markets.

Alternative measure of multifractal content and its application in finance

International Nuclear Information System (INIS)

Grech, Dariusz

2016-01-01

An alternative method for analysis of multifractal properties of time series is provided. We propose a new kind of measure of multifractality strength which takes into account the behavior of multifractal profile of the generalized Hurst exponent h(q) for all moment orders q and is not limited only to the edge values of moment orders describing the scaling properties of smallest and largest fluctuations of a given signal in multifractal detrended fluctuation analysis (MFDFA). The meaning of this new measure is clarified and its performance is investigated for synthetic multifractal data and also for examples of real signals originating from stock markets. We provide also the interpretation of the alternative method following the scaling law that links together the geometric mean value of properly normalized standard q-fluctuation function F"2(q; τ) in MFDFA and the window length τ in which detrending of a signal is performed. We discuss in this context the influence of multifractal bias on the new measure, i.e., the influence of effects which give similar observed features as multiscaling properties however, are not generated by temporal multiscaling autocorrelation in data. It is shown that the proposed alternative measure is robust in some extend to nonstationarity in data. As a result one may avoid problems with interpretation of multifractal profile h(q) encountered in many real nonstationary signals investigated in the standard way.

Multifractal-based nuclei segmentation in fish images.

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Reljin, Nikola; Slavkovic-Ilic, Marijeta; Tapia, Coya; Cihoric, Nikola; Stankovic, Srdjan

2017-09-01

The method for nuclei segmentation in fluorescence in-situ hybridization (FISH) images, based on the inverse multifractal analysis (IMFA) is proposed. From the blue channel of the FISH image in RGB format, the matrix of Holder exponents, with one-by-one correspondence with the image pixels, is determined first. The following semi-automatic procedure is proposed: initial nuclei segmentation is performed automatically from the matrix of Holder exponents by applying predefined hard thresholding; then the user evaluates the result and is able to refine the segmentation by changing the threshold, if necessary. After successful nuclei segmentation, the HER2 (human epidermal growth factor receptor 2) scoring can be determined in usual way: by counting red and green dots within segmented nuclei, and finding their ratio. The IMFA segmentation method is tested over 100 clinical cases, evaluated by skilled pathologist. Testing results show that the new method has advantages compared to already reported methods.

Comparative Multifractal Detrended Fluctuation Analysis of Heavy Ion Interactions at a Few GeV to a Few Hundred GeV

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Gopa Bhoumik

2016-01-01

Full Text Available We have studied the multifractality of pion emission process in 16O-AgBr interactions at 2.1 AGeV  and  60 AGeV, 12C-AgBr  and  24Mg-AgBr interactions at 4.5 AGeV, and 32S-AgBr interactions at 200 AGeV using Multifractal Detrended Fluctuation Analysis (MFDFA method which is capable of extracting the actual multifractal property filtering out the average trend of fluctuation. The analysis reveals that the pseudorapidity distribution of the shower particles is multifractal in nature for all the interactions; that is, pion production mechanism has inbuilt multiscale self-similarity property. We have employed MFDFA method for randomly generated events for 32S-AgBr interactions at 200 AGeV. Comparison of expt. results with those obtained from randomly generated data set reveals that the source of multifractality in our data is the presence of long range correlation. Comparing the results obtained from different interactions, it may be concluded that strength of multifractality decreases with projectile mass for the same projectile energy and for a particular projectile it increases with energy. The values of ordinary Hurst exponent suggest that there is long range correlation present in our data for all the interactions.

Multifractal analysis of the Korean agricultural market

Science.gov (United States)

Kim, Hongseok; Oh, Gabjin; Kim, Seunghwan

2011-11-01

We have studied the long-term memory effects of the Korean agricultural market using the detrended fluctuation analysis (DFA) method. In general, the return time series of various financial data, including stock indices, foreign exchange rates, and commodity prices, are uncorrelated in time, while the volatility time series are strongly correlated. However, we found that the return time series of Korean agricultural commodity prices are anti-correlated in time, while the volatility time series are correlated. The n-point correlations of time series were also examined, and it was found that a multifractal structure exists in Korean agricultural market prices.

Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets

Science.gov (United States)

Yang, Liansheng; Zhu, Yingming; Wang, Yudong; Wang, Yiqi

2016-11-01

Based on the daily price data of spot prices of West Texas Intermediate (WTI) crude oil and ten CSI300 sector indices in China, we apply multifractal detrended cross-correlation analysis (MF-DCCA) method to investigate the cross-correlations between crude oil and Chinese sector stock markets. We find that the strength of multifractality between WTI crude oil and energy sector stock market is the highest, followed by the strength of multifractality between WTI crude oil and financial sector market, which reflects a close connection between energy and financial market. Then we do vector autoregression (VAR) analysis to capture the interdependencies among the multiple time series. By comparing the strength of multifractality for original data and residual errors of VAR model, we get a conclusion that vector auto-regression (VAR) model could not be used to describe the dynamics of the cross-correlations between WTI crude oil and the ten sector stock markets.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

Science.gov (United States)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-05-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

Science.gov (United States)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-04-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

The effects of observational correlated noises on multifractal detrended fluctuation analysis

Science.gov (United States)

Gulich, Damián; Zunino, Luciano

2012-08-01

We have numerically investigated the effects that observational correlated noises have on the generalized Hurst exponents, h(q), estimated by using the multifractal generalization of detrended fluctuation analysis (MF-DFA). More precisely, artificially generated stochastic binomial multifractals with increased amount of colored noises were analyzed via MF-DFA. It has been recently shown that for moderate additions of white noise, the generalized Hurst exponents are significantly underestimated for qeffects of additive noise, short- term memory and periodic trends, Physica A 390 (2011) 2480-2490]. In this paper, we have found that h(q) with q≥2 are also affected when correlated noises are considered. This is due to the fact that the spurious correlations influence the scaling behaviors associated to large fluctuations. The results obtained are significant for practical situations, where noises with different correlations are inherently present.

MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS

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Cn#259;pun#351;an Rn#259;zvan

2012-07-01

Full Text Available It is well known that empirical data coming from financial markets, like stock market indices, commodities, interest rates, traded volumes and foreign exchange rates have a multifractal structure. Multifractals were introduced in the field of economics to surpass the shortcomings of classical models like the fractional Brownian motion or GARCH processes. In this paper we investigate the multifractal behavior of Central and Eastern European foreign exchange rates, namely the Czech koruna, Croatian kuna, Hungarian forint, Polish zlot, Romanian leu and Russian rouble with respect to euro from January 13, 2000 to February 29, 2012. The dynamics of exchange rates is of interest for investors and traders, monetary and fiscal authorities, economic agents or policy makers. The exchange rate movements affect the international balance of payments, trade flows, and allocation of the resources in national and international economy. The empirical results from the multifractal detrending fluctuation analysis algorithm show that the six exchange rate series analysed display significant multifractality. Moreover, generating shuffled and surrogate time series, we analyze the sources of multifractality, long-range correlations and heavy-tailed distributions, and we find that this multifractal behavior can be mainly attributed to the latter. Finally, we propose a foreign exchange market inefficiency ranking by considering the multifractality degree as a measure of inefficiency. The regulators, through policy instruments, aim to improve the informational inefficiency of the markets, to reduce the associated risks and to ensure economic stabilization. Evaluation of the degree of information efficiency of foreign exchange markets, for Central and Eastern Europe countries, is important to assess to what extent these countries are prepared for the transition towards fully monetary integration. The weak form efficiency implies that the past exchange rates cannot help to

Multifractal analysis of plasma turbulence in biasing experiments on Castor tokamak

Czech Academy of Sciences Publication Activity Database

Budaev, V.P.; Dufková, Edita; Nanobashvili, S.; Weinzettl, Vladimír; Zajac, Jaromír

2005-01-01

Roč. 55, C (2005), s. 1615-1621 ISSN 0011-4626. [Workshop “Electric Fields, Structures and Relaxation in Edge Plasmas". Tarragona, 5.7.2005-5.7.2005] Institutional research plan: CEZ:AV0Z20430508 Keywords : plasma turbulence * multifractal analysis Subject RIV: BL - Plasma and Gas Discharge Physics Impact factor: 0.360, year: 2005

Multifractal analysis of 2D gray soil images

Science.gov (United States)

González-Torres, Ivan; Losada, Juan Carlos; Heck, Richard; Tarquis, Ana M.

2015-04-01

Soil structure, understood as the spatial arrangement of soil pores, is one of the key factors in soil modelling processes. Geometric properties of individual and interpretation of the morphological parameters of pores can be estimated from thin sections or 3D Computed Tomography images (Tarquis et al., 2003), but there is no satisfactory method to binarized these images and quantify the complexity of their spatial arrangement (Tarquis et al., 2008, Tarquis et al., 2009; Baveye et al., 2010). The objective of this work was to apply a multifractal technique, their singularities (α) and f(α) spectra, to quantify it without applying any threshold (Gónzalez-Torres, 2014). Intact soil samples were collected from four horizons of an Argisol, formed on the Tertiary Barreiras group of formations in Pernambuco state, Brazil (Itapirema Experimental Station). The natural vegetation of the region is tropical, coastal rainforest. From each horizon, showing different porosities and spatial arrangements, three adjacent samples were taken having a set of twelve samples. The intact soil samples were imaged using an EVS (now GE Medical. London, Canada) MS-8 MicroCT scanner with 45 μm pixel-1 resolution (256x256 pixels). Though some samples required paring to fit the 64 mm diameter imaging tubes, field orientation was maintained. References Baveye, P.C., M. Laba, W. Otten, L. Bouckaert, P. Dello, R.R. Goswami, D. Grinev, A. Houston, Yaoping Hu, Jianli Liu, S. Mooney, R. Pajor, S. Sleutel, A. Tarquis, Wei Wang, Qiao Wei, Mehmet Sezgin. Observer-dependent variability of the thresholding step in the quantitative analysis of soil images and X-ray microtomography data. Geoderma, 157, 51-63, 2010. González-Torres, Iván. Theory and application of multifractal analysis methods in images for the study of soil structure. Master thesis, UPM, 2014. Tarquis, A.M., R.J. Heck, J.B. Grau; J. Fabregat, M.E. Sanchez and J.M. Antón. Influence of Thresholding in Mass and Entropy Dimension of 3-D

Multifractals of investor behavior in stock market

Science.gov (United States)

Oh, Gabjin

2017-07-01

In this paper, we analyze the nonlinear properties of investor activity using the multifractal detrended fluctuation analysis (MF-DFA) method. Using the aggregated trading volumes of buying, selling, and normalized net investor trading (NIT) to quantify the characteristics of trader behavior in the KOSPI market, we find that the cumulative distribution functions of all NIT time series, except for individual traders, follow a power-law distribution with an exponent in the range of 2.92 ≤ γ ≤ 3.87. To observe the nonlinear features of investor activity, we also calculate the multifractal spectra for the buyer, seller, and NIT data sets and find that a multifractal structure exists in all of the data, regardless of the investor type studied.

Multifractal structure of multiplicity distributions and negative binomials

International Nuclear Information System (INIS)

Malik, S.; Delhi, Univ.

1997-01-01

The paper presents experimental results of the multifractal structure analysis in proton-emulsion interactions at 800 GeV. The multiplicity moments have a power law dependence on the mean multiplicity in varying bin sizes of pseudorapidity. The values of generalised dimensions are calculated from the slope value. The multifractal characteristics are also examined in the light of negative binomials. The observed multiplicity moments and those derived from the negative-binomial fits agree well with each other. Also the values of D q , both observed and derived from the negative-binomial fits not only decrease with q typifying multifractality but also agree well each other showing consistency with the negative-binomial form

Multifractal Detrended Fluctuation Analysis of alpha and theta EEG rhythms with musical stimuli

International Nuclear Information System (INIS)

Maity, Akash Kumar; Pratihar, Ruchira; Mitra, Anubrato; Dey, Subham; Agrawal, Vishal; Sanyal, Shankha; Banerjee, Archi; Sengupta, Ranjan; Ghosh, Dipak

2015-01-01

Highlights: • EEG was done to record the brain electrical activity of 10 subjects in response to simple acoustical tanpura stimuli. • Empirical Mode Decomposition (EMD) technique used to make the EEG signal free from blink and other muscular artifacts. • Multifractal Detrended Fluctuation Analysis (MFDFA) performed to assess the complexity of extracted alpha and theta brain rhythms. • The findings show spectral width i.e. complexity of alpha and theta rhythms increase in all the seven frontal locations studied, under the effect of musical stimuli. - Abstract: Electroencephalography (EEG) was performed on 10 participants using a simple acoustical stimuli i.e. a tanpura drone. The tanpura drone is free from any semantic content and is used with a hypothesis that it provides a specific resting environment for the listeners. The EEG data was extracted for all the frontal electrodes viz. F3, F4, F7, F8, Fp1, Fp2 and Fz. Empirical Mode Decomposition (EMD) was applied on the acquired raw EEG signal to make it free from blink as well as other muscular artifacts. Wavelet Transform (WT) technique was used to segregate alpha and theta waves from the denoised EEG signal. Non-linear analysis in the form of Multifractal Detrended Fluctuation Analysis (MFDFA) was carried out on the extracted alpha and theta time series data to study the variation of their complexity. It was found that in all the frontal electrodes alpha as well as theta complexity increases as is evident from the increase of multifractal spectral width. This study is entirely new and gives interesting data regarding neural activation of the alpha and theta brain rhythms while listening to simple acoustical stimuli. The importance of this study lies in the context of emotion quantification using multifractal spectral width as a parameter as well as in the field of cognitive music therapy. The results are discussed in detail.

Multifractal analysis of 2001 Mw 7 . 7 Bhuj earthquake sequence in Gujarat, Western India

Science.gov (United States)

Aggarwal, Sandeep Kumar; Pastén, Denisse; Khan, Prosanta Kumar

2017-12-01

The 2001 Mw 7 . 7 Bhuj mainshock seismic sequence in the Kachchh area, occurring during 2001 to 2012, has been analyzed using mono-fractal and multi-fractal dimension spectrum analysis technique. This region was characterized by frequent moderate shocks of Mw ≥ 5 . 0 for more than a decade since the occurrence of 2001 Bhuj earthquake. The present study is therefore important for precursory analysis using this sequence. The selected long-sequence has been investigated first time for completeness magnitude Mc 3.0 using the maximum curvature method. Multi-fractal Dq spectrum (Dq ∼ q) analysis was carried out using effective window-length of 200 earthquakes with a moving window of 20 events overlapped by 180 events. The robustness of the analysis has been tested by considering the magnitude completeness correction term of 0.2 to Mc 3.0 as Mc 3.2 and we have tested the error in the calculus of Dq for each magnitude threshold. On the other hand, the stability of the analysis has been investigated down to the minimum magnitude of Mw ≥ 2 . 6 in the sequence. The analysis shows the multi-fractal dimension spectrum Dq decreases with increasing of clustering of events with time before a moderate magnitude earthquake in the sequence, which alternatively accounts for non-randomness in the spatial distribution of epicenters and its self-organized criticality. Similar behavior is ubiquitous elsewhere around the globe, and warns for proximity of a damaging seismic event in an area. OS: Please confirm math roman or italics in abs.

Log-Normality and Multifractal Analysis of Flame Surface Statistics

Science.gov (United States)

Saha, Abhishek; Chaudhuri, Swetaprovo; Law, Chung K.

2013-11-01

The turbulent flame surface is typically highly wrinkled and folded at a multitude of scales controlled by various flame properties. It is useful if the information contained in this complex geometry can be projected onto a simpler regular geometry for the use of spectral, wavelet or multifractal analyses. Here we investigate local flame surface statistics of turbulent flame expanding under constant pressure. First the statistics of local length ratio is experimentally obtained from high-speed Mie scattering images. For spherically expanding flame, length ratio on the measurement plane, at predefined equiangular sectors is defined as the ratio of the actual flame length to the length of a circular-arc of radius equal to the average radius of the flame. Assuming isotropic distribution of such flame segments we convolute suitable forms of the length-ratio probability distribution functions (pdfs) to arrive at corresponding area-ratio pdfs. Both the pdfs are found to be near log-normally distributed and shows self-similar behavior with increasing radius. Near log-normality and rather intermittent behavior of the flame-length ratio suggests similarity with dissipation rate quantities which stimulates multifractal analysis. Currently at Indian Institute of Science, India.

Weyl and Riemann-Liouville multifractional Ornstein-Uhlenbeck processes

International Nuclear Information System (INIS)

Lim, S C; Teo, L P

2007-01-01

This paper considers two new multifractional stochastic processes, namely the Weyl multifractional Ornstein-Uhlenbeck process and the Riemann-Liouville multifractional Ornstein-Uhlenbeck process. Basic properties of these processes such as locally self-similar property and Hausdorff dimension are studied. The relationship between the multifractional Ornstein-Uhlenbeck processes and the corresponding multifractional Brownian motions is established

Distinguishing cognitive state with multifractal complexity of hippocampal interspike interval sequences

Directory of Open Access Journals (Sweden)

Dustin eFetterhoff

2015-09-01

Full Text Available Fractality, represented as self-similar repeating patterns, is ubiquitous in nature and the brain. Dynamic patterns of hippocampal spike trains are known to exhibit multifractal properties during working memory processing; however, it is unclear whether the multifractal properties inherent to hippocampal spike trains reflect active cognitive processing. To examine this possibility, hippocampal neuronal ensembles were recorded from rats before, during and after a spatial working memory task following administration of tetrahydrocannabinol (THC, a memory-impairing component of cannabis. Multifractal detrended fluctuation analysis was performed on hippocampal interspike interval sequences to determine characteristics of monofractal long-range temporal correlations (LRTCs, quantified by the Hurst exponent, and the degree/magnitude of multifractal complexity, quantified by the width of the singularity spectrum. Our results demonstrate that multifractal firing patterns of hippocampal spike trains are a marker of functional memory processing, as they are more complex during the working memory task and significantly reduced following administration of memory impairing THC doses. Conversely, LRTCs are largest during resting state recordings, therefore reflecting different information compared to multifractality. In order to deepen conceptual understanding of multifractal complexity and LRTCs, these measures were compared to classical methods using hippocampal frequency content and firing variability measures. These results showed that LRTCs, multifractality, and theta rhythm represent independent processes, while delta rhythm correlated with multifractality. Taken together, these results provide a novel perspective on memory function by demonstrating that the multifractal nature of spike trains reflects hippocampal microcircuit activity that can be used to detect and quantify cognitive, physiological and pathological states.

EXOPLANETARY DETECTION BY MULTIFRACTAL SPECTRAL ANALYSIS

Energy Technology Data Exchange (ETDEWEB)

Agarwal, Sahil; Wettlaufer, John S. [Program in Applied Mathematics, Yale University, New Haven, CT (United States); Sordo, Fabio Del [Department of Astronomy, Yale University, New Haven, CT (United States)

2017-01-01

Owing to technological advances, the number of exoplanets discovered has risen dramatically in the last few years. However, when trying to observe Earth analogs, it is often difficult to test the veracity of detection. We have developed a new approach to the analysis of exoplanetary spectral observations based on temporal multifractality, which identifies timescales that characterize planetary orbital motion around the host star and those that arise from stellar features such as spots. Without fitting stellar models to spectral data, we show how the planetary signal can be robustly detected from noisy data using noise amplitude as a source of information. For observation of transiting planets, combining this method with simple geometry allows us to relate the timescales obtained to primary and secondary eclipse of the exoplanets. Making use of data obtained with ground-based and space-based observations we have tested our approach on HD 189733b. Moreover, we have investigated the use of this technique in measuring planetary orbital motion via Doppler shift detection. Finally, we have analyzed synthetic spectra obtained using the SOAP 2.0 tool, which simulates a stellar spectrum and the influence of the presence of a planet or a spot on that spectrum over one orbital period. We have demonstrated that, so long as the signal-to-noise-ratio ≥ 75, our approach reconstructs the planetary orbital period, as well as the rotation period of a spot on the stellar surface.

MULTIFRACTAL STRUCTURES DETECTED BY VOYAGER 1 AT THE HELIOSPHERIC BOUNDARIES

International Nuclear Information System (INIS)

Macek, W. M.; Wawrzaszek, A.; Burlaga, L. F.

2014-01-01

To better understand the dynamics of turbulent systems, we have proposed a phenomenological model based on a generalized Cantor set with two rescaling and one weight parameters. In this Letter, using recent Voyager 1 magnetic field data, we extend our two-scale multifractal analysis further in the heliosheath beyond the heliospheric termination shock, and even now near the heliopause, when entering the interstellar medium for the first time in human history. We have identified the scaling inertial region for magnetized heliospheric plasma between the termination shock and the heliopause. We also show that the degree of multifractality decreases with the heliocentric distance and is still modulated by the phases of the solar cycle in the entire heliosphere including the heliosheath. Moreover, we observe the change of scaling toward a nonintermittent (nonmultifractal) behavior in the nearby interstellar medium, just beyond the heliopause. We argue that this loss of multifractal behavior could be a signature of the expected crossing of the heliopause by Voyager 2 in the near future. The results obtained demonstrate that our phenomenological multifractal model exhibits some properties of intermittent turbulence in the solar system plasmas, and we hope that it could shed light on universal characteristics of turbulence

MULTIFRACTAL STRUCTURES DETECTED BY VOYAGER 1 AT THE HELIOSPHERIC BOUNDARIES

Energy Technology Data Exchange (ETDEWEB)

Macek, W. M. [Faculty of Mathematics and Natural Sciences, Cardinal Stefan Wyszyński University, Wóycickiego 1/3, 01-938 Warsaw (Poland); Wawrzaszek, A. [Space Research Centre, Polish Academy of Sciences, Bartycka 18 A, 00-716 Warszawa (Poland); Burlaga, L. F., E-mail: macek@cbk.waw.pl, E-mail: anna.wawrzaszek@cbk.waw.pl, E-mail: lburlagahsp@verizon.net [NASA Goddard Space Flight Center, Code 673, Greenbelt, MD 20771 (United States)

2014-10-01

To better understand the dynamics of turbulent systems, we have proposed a phenomenological model based on a generalized Cantor set with two rescaling and one weight parameters. In this Letter, using recent Voyager 1 magnetic field data, we extend our two-scale multifractal analysis further in the heliosheath beyond the heliospheric termination shock, and even now near the heliopause, when entering the interstellar medium for the first time in human history. We have identified the scaling inertial region for magnetized heliospheric plasma between the termination shock and the heliopause. We also show that the degree of multifractality decreases with the heliocentric distance and is still modulated by the phases of the solar cycle in the entire heliosphere including the heliosheath. Moreover, we observe the change of scaling toward a nonintermittent (nonmultifractal) behavior in the nearby interstellar medium, just beyond the heliopause. We argue that this loss of multifractal behavior could be a signature of the expected crossing of the heliopause by Voyager 2 in the near future. The results obtained demonstrate that our phenomenological multifractal model exhibits some properties of intermittent turbulence in the solar system plasmas, and we hope that it could shed light on universal characteristics of turbulence.

Extraction of Coal and Gangue Geometric Features with Multifractal Detrending Fluctuation Analysis

Directory of Open Access Journals (Sweden)

Kai Liu

2018-03-01

Full Text Available The separation of coal and gangue is an important process of the coal preparation technology. The conventional way of manual selection and separation of gangue from the raw coal can be replaced by computer vision technology. In the literature, research on image recognition and classification of coal and gangue is mainly based on the grayscale and texture features of the coal and gangue. However, there are few studies on characteristics of coal and gangue from the perspective of their outline differences. Therefore, the multifractal detrended fluctuation analysis (MFDFA method is introduced in this paper to extract the geometric features of coal and gangue. Firstly, the outline curves of coal and gangue in polar coordinates are detected and achieved along the centroid, thereby the multifractal characteristics of the series are analyzed and compared. Subsequently, the modified local singular spectrum widths Δ h of the outline curve series are extracted as the characteristic variables of the coal and gangue for pattern recognition. Finally, the extracted geometric features by MFDFA combined with the grayscale and texture features of the images are compared with other methods, indicating that the recognition rate of coal gangue images can be increased by introducing the geometric features.

Multifractal properties of resistor diode percolation.

Science.gov (United States)

Stenull, Olaf; Janssen, Hans-Karl

2002-03-01

Focusing on multifractal properties we investigate electric transport on random resistor diode networks at the phase transition between the nonpercolating and the directed percolating phase. Building on first principles such as symmetries and relevance we derive a field theoretic Hamiltonian. Based on this Hamiltonian we determine the multifractal moments of the current distribution that are governed by a family of critical exponents [psi(l)]. We calculate the family [psi(l)] to two-loop order in a diagrammatic perturbation calculation augmented by renormalization group methods.

A Rolling Element Bearing Fault Diagnosis Approach Based on Multifractal Theory and Gray Relation Theory.

Science.gov (United States)

Li, Jingchao; Cao, Yunpeng; Ying, Yulong; Li, Shuying

2016-01-01

Bearing failure is one of the dominant causes of failure and breakdowns in rotating machinery, leading to huge economic loss. Aiming at the nonstationary and nonlinear characteristics of bearing vibration signals as well as the complexity of condition-indicating information distribution in the signals, a novel rolling element bearing fault diagnosis method based on multifractal theory and gray relation theory was proposed in the paper. Firstly, a generalized multifractal dimension algorithm was developed to extract the characteristic vectors of fault features from the bearing vibration signals, which can offer more meaningful and distinguishing information reflecting different bearing health status in comparison with conventional single fractal dimension. After feature extraction by multifractal dimensions, an adaptive gray relation algorithm was applied to implement an automated bearing fault pattern recognition. The experimental results show that the proposed method can identify various bearing fault types as well as severities effectively and accurately.

Quantitative assessment of submicron scale anisotropy in tissue multifractality by scattering Mueller matrix in the framework of Born approximation

Science.gov (United States)

Das, Nandan Kumar; Dey, Rajib; Chakraborty, Semanti; Panigrahi, Prasanta K.; Meglinski, Igor; Ghosh, Nirmalya

2018-04-01

A number of tissue-like disordered media exhibit local anisotropy of scattering in the scaling behavior. Scaling behavior contains wealth of fractal or multifractal properties. We demonstrate that the spatial dielectric fluctuations in a sample of biological tissue exhibit multifractal anisotropy. Multifractal anisotropy encoded in the wavelength variation of the light scattering Mueller matrix and manifesting as an intriguing spectral diattenuation effect. We developed an inverse method for the quantitative assessment of the multifractal anisotropy. The method is based on the processing of relevant Mueller matrix elements in Fourier domain by using Born approximation, followed by the multifractal analysis. The approach promises for probing subtle micro-structural changes in biological tissues associated with the cancer and precancer, as well as for non-destructive characterization of a wide range of scattering materials.

Thermodynamic and multifractal formalism and the Bowen-series map

International Nuclear Information System (INIS)

Rudolph, O.

1994-07-01

In the theory of quantum chaos one studies the semiclassical behaviour of quantum mechanical systems whose corresponding classical counterparts exhibit chaos. These systems are sometimes considered as model systems in the theory of quantum chaos since they are well understood from a mathematical point of view. In this work we study the multifractal formalism for the geodesic flow on surfaces with constant negative curvature. The multifractal analysis of measures has been developed in order to characterize the scaling behaviour of measures on attractors of classical chaotic dynamical systems globally. In order to relate the multifractal formalism with quantities usually considered in the study of the geodesic flow on Riemann surfaces with constant negative curvature, it is necessary to establish the assertions of the multifractal formalism in a mathematically rigorous way. This is achieved with the help of the thermodynamic formalism for hyperbolic dynamical systems developed by Ruelle, Bowen and others. (orig.)

Surface roughness and morphology of dental nanocomposites polished by four different procedures evaluated by a multifractal approach

Energy Technology Data Exchange (ETDEWEB)

Ţălu, Ştefan, E-mail: stefan_ta@yahoo.com [Technical University of Cluj-Napoca, Faculty of Mechanical Engineering, Department of AET, Discipline of Descriptive Geometry and Engineering Graphics, 103-105 B-dul Muncii St., Cluj-Napoca 400641, Cluj (Romania); Stach, Sebastian, E-mail: sebastian.stach@us.edu.pl [University of Silesia, Faculty of Computer Science and Materials Science, Institute of Informatics, Department of Biomedical Computer Systems, Będzińska 39, 41-205 Sosnowiec (Poland); Lainović, Tijana, E-mail: tijana.lainovic@gmail.com [University of Novi Sad, Faculty of Medicine, School of Dentistry, Hajduk Veljkova 3, 21000 Novi Sad (Serbia); Vilotić, Marko, E-mail: markovil@uns.ac.rs [University of Novi Sad, Faculty of Technical Sciences, Department for Production Engineering, Trg Dositeja Obradovića 6, 21000 Novi Sad (Serbia); Blažić, Larisa, E-mail: larisa.blazic@gmail.com [University of Novi Sad, Faculty of Medicine, School of Dentistry, Clinic of Dentistry of Vojvodina, Department of Restorative Dentistry and Endodontics, Hajduk Veljkova 3, 21000 Novi Sad (Serbia); Alb, Sandu Florin, E-mail: albflorin@yahoo.com [“Iuliu Haţieganu” University of Medicine and Pharmacy, Faculty of Dentistry, Department of Periodontology, 8 Victor Babeş St., 400012 Cluj-Napoca (Romania); Kakaš, Damir, E-mail: kakasdam@uns.ac.rs [University of Novi Sad, Faculty of Technical Sciences, Department for Production Engineering, Trg Dositeja Obradovića 6, 21000 Novi Sad (Serbia)

2015-03-01

Graphical abstract: - Highlights: • Multifractals are good indicators of polished dental composites 3-D surface structure. • The nanofilled composite had superior 3-D surface properties than the nanohybrid one. • Composite polishing with diamond paste created improved 3-D multifractal structure. • Recommendation: polish the composite with diamond paste if using the one-step tool. • Multifractal analysis could become essential in designing new dental surfaces. - Abstract: The objective of this study was to determine the effect of different dental polishing methods on surface texture parameters of dental nanocomposites. The 3-D surface morphology was investigated by atomic force microscopy (AFM) and multifractal analysis. Two representative dental resin-based nanocomposites were investigated: a nanofilled and a nanohybrid composite. The samples were polished by two dental polishing protocols using multi-step and one-step system. Both protocols were then followed by diamond paste polishing. The 3-D surface roughness of samples was studied by AFM on square areas of topography on the 80 × 80 μm{sup 2} scanning area. The multifractal spectrum theory based on computational algorithms was applied for AFM data and multifractal spectra were calculated. The generalized dimension D{sub q} and the singularity spectrum f(α) provided quantitative values that characterize the local scale properties of dental nanocomposites polished by four different dental polishing protocols at nanometer scale. The results showed that the larger the spectrum width Δα (Δα = α{sub max} − α{sub min}) of the multifractal spectra f(α), the more non-uniform was the surface morphology. Also, the 3-D surface topography was described by statistical parameters, according to ISO 25178-2:2012. The 3-D surface of samples had a multifractal nature. Nanofilled composite had lower values of height parameters than nanohybrid composites, due to its composition. Multi-step polishing protocol

Surface roughness and morphology of dental nanocomposites polished by four different procedures evaluated by a multifractal approach

International Nuclear Information System (INIS)

Ţălu, Ştefan; Stach, Sebastian; Lainović, Tijana; Vilotić, Marko; Blažić, Larisa; Alb, Sandu Florin; Kakaš, Damir

2015-01-01

Graphical abstract: - Highlights: • Multifractals are good indicators of polished dental composites 3-D surface structure. • The nanofilled composite had superior 3-D surface properties than the nanohybrid one. • Composite polishing with diamond paste created improved 3-D multifractal structure. • Recommendation: polish the composite with diamond paste if using the one-step tool. • Multifractal analysis could become essential in designing new dental surfaces. - Abstract: The objective of this study was to determine the effect of different dental polishing methods on surface texture parameters of dental nanocomposites. The 3-D surface morphology was investigated by atomic force microscopy (AFM) and multifractal analysis. Two representative dental resin-based nanocomposites were investigated: a nanofilled and a nanohybrid composite. The samples were polished by two dental polishing protocols using multi-step and one-step system. Both protocols were then followed by diamond paste polishing. The 3-D surface roughness of samples was studied by AFM on square areas of topography on the 80 × 80 μm 2 scanning area. The multifractal spectrum theory based on computational algorithms was applied for AFM data and multifractal spectra were calculated. The generalized dimension D q and the singularity spectrum f(α) provided quantitative values that characterize the local scale properties of dental nanocomposites polished by four different dental polishing protocols at nanometer scale. The results showed that the larger the spectrum width Δα (Δα = α max − α min ) of the multifractal spectra f(α), the more non-uniform was the surface morphology. Also, the 3-D surface topography was described by statistical parameters, according to ISO 25178-2:2012. The 3-D surface of samples had a multifractal nature. Nanofilled composite had lower values of height parameters than nanohybrid composites, due to its composition. Multi-step polishing protocol created a better

A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices

Science.gov (United States)

Tiwari, Aviral Kumar; Albulescu, Claudiu Tiberiu; Yoon, Seong-Min

2017-10-01

This study challenges the efficient market hypothesis, relying on the Dow Jones sector Exchange-Traded Fund (ETF) indices. For this purpose, we use the generalized Hurst exponent and multifractal detrended fluctuation analysis (MF-DFA) methods, using daily data over the timespan from 2000 to 2015. We compare the sector ETF indices in terms of market efficiency between short- and long-run horizons, small and large fluctuations, and before and after the global financial crisis (GFC). Our findings can be summarized as follows. First, there is clear evidence that the sector ETF markets are multifractal in nature. We also find a crossover in the multifractality of sector ETF market dynamics. Second, the utilities and consumer goods sector ETF markets are more efficient compared with the financial and telecommunications sector ETF markets, in terms of price prediction. Third, there are noteworthy discrepancies in terms of market efficiency, between the short- and long-term horizons. Fourth, the ETF market efficiency is considerably diminished after the global financial crisis.

Multifractional theories: an unconventional review

Energy Technology Data Exchange (ETDEWEB)

Calcagni, Gianluca [Instituto de Estructura de la Materia, CSIC,Serrano 121, 28006 Madrid (Spain)

2017-03-27

We answer to 72 frequently asked questions about theories of multifractional spacetimes. Apart from reviewing and reorganizing what we already know about such theories, we discuss the physical meaning and consequences of the very recent flow-equation theorem on dimensional flow in quantum gravity, in particular its enormous impact on the multifractional paradigm. We will also get new theoretical results about the construction of multifractional derivatives and the symmetries in the yet-unexplored theory T{sub γ}, the resolution of ambiguities in the calculation of the spectral dimension, the relation between the theory T{sub q} with q-derivatives and the theory T{sub γ} with fractional derivatives, the interpretation of complex dimensions in quantum gravity, the frame choice at the quantum level, the physical interpretation of the propagator in T{sub γ} as an infinite superposition of quasiparticle modes, the relation between multifractional theories and quantum gravity, and the issue of renormalization, arguing that power-counting arguments do not capture the exotic properties of extreme UV regimes of multifractional geometry, where T{sub γ} may indeed be renormalizable. A careful discussion of experimental bounds and new constraints are also presented.

Multifractal characterisation and classification of bread crumb digital images

OpenAIRE

Baravalle, Rodrigo Guillermo; Delrieux, Claudio Augusto; Gómez, Juan Carlos

2017-01-01

Adequate models of the bread crumb structure can be critical for understanding flow and transport processes in bread manufacturing, creating synthetic bread crumb images for photo-realistic rendering, evaluating similarities, and establishing quality features of different bread crumb types. In this article, multifractal analysis, employing the multifractal spectrum (MFS), has been applied to study the structure of the bread crumb in four varieties of bread (baguette, sliced, bran, and sandwic...

Beyond Fractals and 1/f Noise: Multifractal Analysis of Complex Physiological Time Series

Science.gov (United States)

Ivanov, Plamen Ch.; Amaral, Luis A. N.; Ashkenazy, Yosef; Stanley, H. Eugene; Goldberger, Ary L.; Hausdorff, Jeffrey M.; Yoneyama, Mitsuru; Arai, Kuniharu

2001-03-01

We investigate time series with 1/f-like spectra generated by two physiologic control systems --- the human heartbeat and human gait. We show that physiological fluctuations exhibit unexpected ``hidden'' structures often described by scaling laws. In particular, our studies indicate that when analyzed on different time scales the heartbeat fluctuations exhibit cascades of branching patterns with self-similar (fractal) properties, characterized by long-range power-law anticorrelations. We find that these scaling features change during sleep and wake phases, and with pathological perturbations. Further, by means of a new wavelet-based technique, we find evidence of multifractality in the healthy human heartbeat even under resting conditions, and show that the multifractal character and nonlinear properties of the healthy heart are encoded in the Fourier phases. We uncover a loss of multifractality for a life-threatening condition, congestive heart failure. In contrast to the heartbeat, we find that the interstride interval time series of healthy human gait, a voluntary process under neural regulation, is described by a single fractal dimension (such as classical 1/f noise) indicating monofractal behavior. Thus our approach can help distinguish physiological and physical signals with comparable frequency spectra and two-point correlations, and guide modeling of their control mechanisms.

Financial liberalization and stock market cross-correlation: MF-DCCA analysis based on Shanghai-Hong Kong Stock Connect

Science.gov (United States)

Ruan, Qingsong; Zhang, Shuhua; Lv, Dayong; Lu, Xinsheng

2018-02-01

Based on the implementation of Shanghai-Hong Kong Stock Connect in China, this paper examines the effects of financial liberalization on stock market comovement using both multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DCCA) methods. Results based on MF-DFA confirm the multifractality of Shanghai and Hong Kong stock markets, and the market efficiency of Shanghai stock market increased after the implementation of this connect program. Besides, analysis based on MF-DCCA has verified the existence of persistent cross-correlation between Shanghai and Hong Kong stock markets, and the cross-correlation gets stronger after the launch of this liberalization program. Finally, we find that fat-tail distribution is the main source of multifractality in the cross-correlations before the stock connect program, while long-range correlation contributes to the multifractality after this program.

Measuring efficiency of international crude oil markets: A multifractality approach

Science.gov (United States)

Niere, H. M.

2015-01-01

The three major international crude oil markets are treated as complex systems and their multifractal properties are explored. The study covers daily prices of Brent crude, OPEC reference basket and West Texas Intermediate (WTI) crude from January 2, 2003 to January 2, 2014. A multifractal detrended fluctuation analysis (MFDFA) is employed to extract the generalized Hurst exponents in each of the time series. The generalized Hurst exponent is used to measure the degree of multifractality which in turn is used to quantify the efficiency of the three international crude oil markets. To identify whether the source of multifractality is long-range correlations or broad fat-tail distributions, shuffled data and surrogated data corresponding to each of the time series are generated. Shuffled data are obtained by randomizing the order of the price returns data. This will destroy any long-range correlation of the time series. Surrogated data is produced using the Fourier-Detrended Fluctuation Analysis (F-DFA). This is done by randomizing the phases of the price returns data in Fourier space. This will normalize the distribution of the time series. The study found that for the three crude oil markets, there is a strong dependence of the generalized Hurst exponents with respect to the order of fluctuations. This shows that the daily price time series of the markets under study have signs of multifractality. Using the degree of multifractality as a measure of efficiency, the results show that WTI is the most efficient while OPEC is the least efficient market. This implies that OPEC has the highest likelihood to be manipulated among the three markets. This reflects the fact that Brent and WTI is a very competitive market hence, it has a higher level of complexity compared against OPEC, which has a large monopoly power. Comparing with shuffled data and surrogated data, the findings suggest that for all the three crude oil markets, the multifractality is mainly due to long

Multifractal characteristics of multiparticle production in heavy-ion collisions at SPS energies

Science.gov (United States)

Khan, Shaista; Ahmad, Shakeel

Entropy, dimensions and other multifractal characteristics of multiplicity distributions of relativistic charged hadrons produced in ion-ion collisions at SPS energies are investigated. The analysis of the experimental data is carried out in terms of phase space bin-size dependence of multiplicity distributions following the Takagi’s approach. Yet another method is also followed to study the multifractality which, is not related to the bin-width and (or) the detector resolution, rather involves multiplicity distribution of charged particles in full phase space in terms of information entropy and its generalization, Rényi’s order-q information entropy. The findings reveal the presence of multifractal structure — a remarkable property of the fluctuations. Nearly constant values of multifractal specific heat “c” estimated by the two different methods of analysis followed indicate that the parameter “c” may be used as a universal characteristic of the particle production in high energy collisions. The results obtained from the analysis of the experimental data agree well with the predictions of Monte Carlo model AMPT.

Thermodynamic and multifractal formalism and the Bowen-series map

International Nuclear Information System (INIS)

Rudolph, O.

1995-01-01

In the theory of quantum chaos one studies the semiclassical behaviour of quantum mechanical systems whose corresponding classical counterparts exhibit chaos. The geodesic motion of a free classical particle on closed Riemann surfaces with constant negative curvature is strongly chaotic. Selberg's theory relates the classical and the quantum mechanical systems. These systems are sometimes considered as model systems in the theory of quantum chaos since they are well understood from a mathematical point of view. In this work we study the multifractal formalism for the geodesic flow on surfaces with constant negative curvature. The multifractal analysis of measures has been developed in order to characterize the scaling behaviour of measures on attractors of classical chaotic dynamical systems globally. In order to relate the multifractal formalism with quantities usually considered in the study of the geodesic flow on Riemann surfaces with constant negative curvature, it is necessary to establish the assertions of the multifractal formalism in a mathematically rigorous way. This is achieved with the help of the thermodynamic formalism for hyperbolic dynamical systems developed by Ruelle, Bowen and others. (orig.)

Dual-induced multifractality in online viewing activity

Science.gov (United States)

Qin, Yu-Hao; Zhao, Zhi-Dan; Cai, Shi-Min; Gao, Liang; Stanley, H. Eugene

2018-01-01

Although recent studies have found that the long-term correlations relating to the fat-tailed distribution of inter-event times exist in human activity and that these correlations indicate the presence of fractality, the property of fractality and its origin have not been analyzed. We use both detrended fluctuation analysis and multifractal detrended fluctuation analysis to analyze the time series in online viewing activity separating from Movielens and Netflix. We find long-term correlations at both the individual and communal levels and that the extent of correlation at the individual level is determined by the activity level. These long-term correlations also indicate that there is fractality in the pattern of online viewing. We first find a multifractality that results from the combined effect of the fat-tailed distribution of inter-event times (i.e., the times between successive viewing actions of individuals) and the long-term correlations in online viewing activity and verify this finding using three synthesized series. Therefore, it can be concluded that the multifractality in online viewing activity is caused by both the fat-tailed distribution of inter-event times and the long-term correlations and that this enlarges the generic property of human activity to include not just physical space but also cyberspace.

Multifractal characterization of single wall carbon nanotube thin films surface upon exposure to optical parametric oscillator laser irradiation

International Nuclear Information System (INIS)

Ţălu, Ştefan; Marković, Zoran; Stach, Sebastian; Todorović Marković, B.; Ţălu, Mihai

2014-01-01

This study presents a multifractal approach, obtained with atomic force microscopy analysis, to characterize the structural evolution of single wall carbon nanotube thin films upon exposure to optical parametric oscillator laser irradiation at wavelength of 430 nm. Microstructure and morphological changes of carbon nanotube films deposited on different substrates (mica and TGX grating) were recorded by atomic force microscope. A detailed methodology for surface multifractal characterization, which may be applied for atomic force microscopy data, was presented. Multifractal analysis of surface roughness revealed that carbon nanotube films surface has a multifractal geometry at various magnifications. The generalized dimension D q and the singularity spectrum f(α) provided quantitative values that characterize the local scale properties of carbon nanotube films surface morphology at nanometer scale. Multifractal analysis provides different yet complementary information to that offered by traditional surface statistical parameters.

Influence of urban morphology on total noise pollution: multifractal description.

Science.gov (United States)

Ariza-Villaverde, Ana B; Jiménez-Hornero, Francisco J; Gutiérrez De Ravé, Eduardo

2014-02-15

Exposure to ambient noise levels above 65 dB can cause public health problems. The spatial distribution of this kind of pollution is linked to various elements which make up the urban form, such as construction density, the existence of open spaces and the shape and physical position of buildings. Since urban morphology displays multifractal behaviour, the present research studies for the first time the relationship between total noise pollution and urban features, such as street width and building height by means of a joint multifractal spectrum in two neighbourhoods of the city of Cordoba (Andalusia, Spain). According to the results, the joint multifractal spectrum reveals a positive correlation between the total noise pollution and the street width to building height ratio, this being more evident when urban morphology is regular. The information provided by the multifractal analysis completes the description obtained by using urban indexes and landscape metrics and might be useful for urban planning once the linkage between both frameworks has been done. Copyright © 2013 Elsevier B.V. All rights reserved.

Apparent scale correlations in a random multifractal process

DEFF Research Database (Denmark)

Cleve, Jochen; Schmiegel, Jürgen; Greiner, Martin

2008-01-01

We discuss various properties of a homogeneous random multifractal process, which are related to the issue of scale correlations. By design, the process has no built-in scale correlations. However, when it comes to observables like breakdown coefficients, which are based on a coarse......-graining of the multifractal field, scale correlations do appear. In the log-normal limit of the model process, the conditional distributions and moments of breakdown coefficients reproduce the observations made in fully developed small-scale turbulence. These findings help to understand several puzzling empirical details...

Diffusion and scattering in multifractal clouds

Energy Technology Data Exchange (ETDEWEB)

Lovejoy, S. [McGill Univ., Montreal, Quebec (Canada); Schertzer, D. [Universite Pierre et Marie Curie, Paris (France); Waston, B. [St. Lawrence Univ., Canton, NY (United States)] [and others

1996-04-01

This paper describes investigations of radiative properties of multifractal clouds using two different approaches. In the first, diffusion is considered by examining the scaling properties of one dimensional random walks on media with multifractal diffusivities. The second approach considers the scattering statistics associated with radiative transport.

Multifractal Conceptualisation of Hydro-Meteorological Extremes

Science.gov (United States)

Tchiguirinskaia, I.; Schertzer, D.; Lovejoy, S.

2009-04-01

Hydrology and more generally sciences involved in water resources management, technological or operational developments face a fundamental difficulty: the extreme variability of hydro-meteorological fields. It clearly appears today that this variability is a function of the observation scale and yield hydro-meteorological hazards. Throughout the world, the development of multifractal theory offers new techniques for handling such non-classical variability over wide ranges of time and space scales. The resulting stochastic simulations with a very limited number of parameters well reproduce the long range dependencies and the clustering of rainfall extremes often yielding fat tailed (i.e., an algebraic type) probability distributions. The goal of this work was to investigate the ability of using very short or incomplete data records for reliable statistical predictions of the extremes. In particular we discuss how to evaluate the uncertainty in the empirical or semi-analytical multifractal outcomes. We consider three main aspects of the evaluation, such as the scaling adequacy, the multifractal parameter estimation error and the quantile estimation error. We first use the multiplicative cascade model to generate long series of multifractal data. The simulated samples had to cover the range of the universal multifractal parameters widely available in the scientific literature for the rainfall and river discharges. Using these long multifractal series and their sub-samples, we defined a metric for parameter estimation error. Then using the sets of estimated parameters, we obtained the quantile values for a range of excedance probabilities from 5% to 0.01%. Plotting the error bars on a quantile plot enable an approximation of confidence intervals that would be particularly important for the predictions of multifractal extremes. We finally illustrate the efficiency of such concept on its application to a large database (more than 16000 selected stations over USA and

Extracting sensitive spectrum bands of rapeseed using multiscale multifractal detrended fluctuation analysis

Science.gov (United States)

Jiang, Shan; Wang, Fang; Shen, Luming; Liao, Guiping; Wang, Lin

2017-03-01

Spectrum technology has been widely used in crop non-destructive testing diagnosis for crop information acquisition. Since spectrum covers a wide range of bands, it is of critical importance to extract the sensitive bands. In this paper, we propose a methodology to extract the sensitive spectrum bands of rapeseed using multiscale multifractal detrended fluctuation analysis. Our obtained sensitive bands are relatively robust in the range of 534 nm-574 nm. Further, by using the multifractal parameter (Hurst exponent) of the extracted sensitive bands, we propose a prediction model to forecast the Soil and plant analyzer development values ((SPAD), often used as a parameter to indicate the chlorophyll content) and an identification model to distinguish the different planting patterns. Three vegetation indices (VIs) based on previous work are used for comparison. Three evaluation indicators, namely, the root mean square error, the correlation coefficient, and the relative error employed in the SPAD values prediction model all demonstrate that our Hurst exponent has the best performance. Four rapeseed compound planting factors, namely, seeding method, planting density, fertilizer type, and weed control method are considered in the identification model. The Youden indices calculated by the random decision forest method and the K-nearest neighbor method show that our Hurst exponent is superior to other three Vis, and their combination for the factor of seeding method. In addition, there is no significant difference among the five features for other three planting factors. This interesting finding suggests that the transplanting and the direct seeding would make a big difference in the growth of rapeseed.

Multifractals embedded in short time series: An unbiased estimation of probability moment

Science.gov (United States)

Qiu, Lu; Yang, Tianguang; Yin, Yanhua; Gu, Changgui; Yang, Huijie

2016-12-01

An exact estimation of probability moments is the base for several essential concepts, such as the multifractals, the Tsallis entropy, and the transfer entropy. By means of approximation theory we propose a new method called factorial-moment-based estimation of probability moments. Theoretical prediction and computational results show that it can provide us an unbiased estimation of the probability moments of continuous order. Calculations on probability redistribution model verify that it can extract exactly multifractal behaviors from several hundred recordings. Its powerfulness in monitoring evolution of scaling behaviors is exemplified by two empirical cases, i.e., the gait time series for fast, normal, and slow trials of a healthy volunteer, and the closing price series for Shanghai stock market. By using short time series with several hundred lengths, a comparison with the well-established tools displays significant advantages of its performance over the other methods. The factorial-moment-based estimation can evaluate correctly the scaling behaviors in a scale range about three generations wider than the multifractal detrended fluctuation analysis and the basic estimation. The estimation of partition function given by the wavelet transform modulus maxima has unacceptable fluctuations. Besides the scaling invariance focused in the present paper, the proposed factorial moment of continuous order can find its various uses, such as finding nonextensive behaviors of a complex system and reconstructing the causality relationship network between elements of a complex system.

Multifractal analysis of electronic transitions in a family of quasiperiodic potentials

International Nuclear Information System (INIS)

Thakur, P.K.; Brouers, F.; Ananthakrishna, G.

1989-12-01

We analyze the nature of extended, localized and critical states in an extension of the Aubry model where mobility edges have been reported. We calculate the multifractal spectra of exact eigenstates of this model for varying chain lengths and confirm the existence of mobility edges. Moreover we are able to show that the localized states can exhibit a behaviour rather different from the usual exponentially decaying states in a random potential. Lyapounov exponents or participation ratios are unable to produce such information. Our results also indicate that a stable multifractal distribution is a general feature of crossovers of states of different nature. This conjecture should be confirmed in other models. (author). 17 refs, 8 figs

Multifractal spectra in shear flows

Science.gov (United States)

Keefe, L. R.; Deane, Anil E.

1989-01-01

Numerical simulations of three-dimensional homogeneous shear flow and fully developed channel flow, are used to calculate the associated multifractal spectra of the energy dissipation field. Only weak parameterization of the results with the nondimensional shear is found, and this only if the flow has reached its asymptotic development state. Multifractal spectra of these flows coincide with those from experiments only at the range alpha less than 1.

Quantitative assessment of Heart Rate Dynamics during meditation: An ECG based study with Multi-fractality and visibility graph

Directory of Open Access Journals (Sweden)

Anirban eBhaduri

2016-02-01

Full Text Available Abstract: Abstract: The cardiac dynamics during meditation is explored quantitatively with two chaos-based non-linear techniques viz. multi-fractal detrended fluctuation analysis and visibility network analysis techniques. The data used are the instantaneous heart rate (in beats/minute of subjects performing Kundalini Yoga and Chi meditation from PhysioNet. The results show consistent differences between the quantitative parameters obtained by both the analysis techniques. This indicates an interesting phenomenon of change in the complexity of the cardiac dynamics during meditation supported with quantitative parameters.The results also produce a preliminary evidence that these techniques can be used as a measure of physiological impact on subjects performing meditation.

Quantitative Assessment of Heart Rate Dynamics during Meditation: An ECG Based Study with Multi-Fractality and Visibility Graph.

Science.gov (United States)

Bhaduri, Anirban; Ghosh, Dipak

2016-01-01

The cardiac dynamics during meditation is explored quantitatively with two chaos-based non-linear techniques viz. multi-fractal detrended fluctuation analysis and visibility network analysis techniques. The data used are the instantaneous heart rate (in beats/minute) of subjects performing Kundalini Yoga and Chi meditation from PhysioNet. The results show consistent differences between the quantitative parameters obtained by both the analysis techniques. This indicates an interesting phenomenon of change in the complexity of the cardiac dynamics during meditation supported with quantitative parameters. The results also produce a preliminary evidence that these techniques can be used as a measure of physiological impact on subjects performing meditation.

Fractal and multifractal analyses of bipartite networks

Science.gov (United States)

Liu, Jin-Long; Wang, Jian; Yu, Zu-Guo; Xie, Xian-Hua

2017-03-01

Bipartite networks have attracted considerable interest in various fields. Fractality and multifractality of unipartite (classical) networks have been studied in recent years, but there is no work to study these properties of bipartite networks. In this paper, we try to unfold the self-similarity structure of bipartite networks by performing the fractal and multifractal analyses for a variety of real-world bipartite network data sets and models. First, we find the fractality in some bipartite networks, including the CiteULike, Netflix, MovieLens (ml-20m), Delicious data sets and (u, v)-flower model. Meanwhile, we observe the shifted power-law or exponential behavior in other several networks. We then focus on the multifractal properties of bipartite networks. Our results indicate that the multifractality exists in those bipartite networks possessing fractality. To capture the inherent attribute of bipartite network with two types different nodes, we give the different weights for the nodes of different classes, and show the existence of multifractality in these node-weighted bipartite networks. In addition, for the data sets with ratings, we modify the two existing algorithms for fractal and multifractal analyses of edge-weighted unipartite networks to study the self-similarity of the corresponding edge-weighted bipartite networks. The results show that our modified algorithms are feasible and can effectively uncover the self-similarity structure of these edge-weighted bipartite networks and their corresponding node-weighted versions.

Multifractal and higher-dimensional zeta functions

International Nuclear Information System (INIS)

Véhel, Jacques Lévy; Mendivil, Franklin

2011-01-01

In this paper, we generalize the zeta function for a fractal string (as in Lapidus and Frankenhuijsen 2006 Fractal Geometry, Complex Dimensions and Zeta Functions: Geometry and Spectra of Fractal Strings (New York: Springer)) in several directions. We first modify the zeta function to be associated with a sequence of covers instead of the usual definition involving gap lengths. This modified zeta function allows us to define both a multifractal zeta function and a zeta function for higher-dimensional fractal sets. In the multifractal case, the critical exponents of the zeta function ζ(q, s) yield the usual multifractal spectrum of the measure. The presence of complex poles for ζ(q, s) indicates oscillations in the continuous partition function of the measure, and thus gives more refined information about the multifractal spectrum of a measure. In the case of a self-similar set in R n , the modified zeta function yields asymptotic information about both the 'box' counting function of the set and the n-dimensional volume of the ε-dilation of the set

Multifractal detrended fluctuation analysis of analog random multiplicative processes

Energy Technology Data Exchange (ETDEWEB)

Silva, L.B.M.; Vermelho, M.V.D. [Instituto de Fisica, Universidade Federal de Alagoas, Maceio - AL, 57072-970 (Brazil); Lyra, M.L. [Instituto de Fisica, Universidade Federal de Alagoas, Maceio - AL, 57072-970 (Brazil)], E-mail: marcelo@if.ufal.br; Viswanathan, G.M. [Instituto de Fisica, Universidade Federal de Alagoas, Maceio - AL, 57072-970 (Brazil)

2009-09-15

We investigate non-Gaussian statistical properties of stationary stochastic signals generated by an analog circuit that simulates a random multiplicative process with weak additive noise. The random noises are originated by thermal shot noise and avalanche processes, while the multiplicative process is generated by a fully analog circuit. The resulting signal describes stochastic time series of current interest in several areas such as turbulence, finance, biology and environment, which exhibit power-law distributions. Specifically, we study the correlation properties of the signal by employing a detrended fluctuation analysis and explore its multifractal nature. The singularity spectrum is obtained and analyzed as a function of the control circuit parameter that tunes the asymptotic power-law form of the probability distribution function.

Multifractal structure of multiparticle production in the branching models

International Nuclear Information System (INIS)

Chiu, C.B.; Hwa, R.C.

1990-01-01

A procedure is described for the multifractal analysis of data on multiparticle production obtained at high energy either in experiment or in Monte Carlo simulation. It is shown how the spectrum f(α) of the rapidity-density index α can be determined from the multiplicity fluctuation of the rapidity distribution, as the resolution is changed. The branching model is used to illustrate the procedure. It is found that the φ 3 model has a narrower f(α) than the gluon model, suggesting that multifractality is a useful arena for confrontation between theory and experiment. 13 refs., 2 figs

Estimation of the global regularity of a multifractional Brownian motion

DEFF Research Database (Denmark)

Lebovits, Joachim; Podolskij, Mark

This paper presents a new estimator of the global regularity index of a multifractional Brownian motion. Our estimation method is based upon a ratio statistic, which compares the realized global quadratic variation of a multifractional Brownian motion at two different frequencies. We show that a ...... that a logarithmic transformation of this statistic converges in probability to the minimum of the Hurst functional parameter, which is, under weak assumptions, identical to the global regularity index of the path....

Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series

Science.gov (United States)

Pal, Mayukha; Madhusudana Rao, P.; Manimaran, P.

2014-12-01

We apply the recently developed multifractal detrended cross-correlation analysis method to investigate the cross-correlation behavior and fractal nature between two non-stationary time series. We analyze the daily return price of gold, West Texas Intermediate and Brent crude oil, foreign exchange rate data, over a period of 18 years. The cross correlation has been measured from the Hurst scaling exponents and the singularity spectrum quantitatively. From the results, the existence of multifractal cross-correlation between all of these time series is found. We also found that the cross correlation between gold and oil prices possess uncorrelated behavior and the remaining bivariate time series possess persistent behavior. It was observed for five bivariate series that the cross-correlation exponents are less than the calculated average generalized Hurst exponents (GHE) for q0 and for one bivariate series the cross-correlation exponent is greater than GHE for all q values.

Multifractal regime transition in a modified minority game model

International Nuclear Information System (INIS)

Crepaldi, Antonio F.; Rodrigues Neto, Camilo; Ferreira, Fernando F.; Francisco, Gerson

2009-01-01

The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes.

Multifractal rainfall extremes: Theoretical analysis and practical estimation

International Nuclear Information System (INIS)

Langousis, Andreas; Veneziano, Daniele; Furcolo, Pierluigi; Lepore, Chiara

2009-01-01

We study the extremes generated by a multifractal model of temporal rainfall and propose a practical method to estimate the Intensity-Duration-Frequency (IDF) curves. The model assumes that rainfall is a sequence of independent and identically distributed multiplicative cascades of the beta-lognormal type, with common duration D. When properly fitted to data, this simple model was found to produce accurate IDF results [Langousis A, Veneziano D. Intensity-duration-frequency curves from scaling representations of rainfall. Water Resour Res 2007;43. (doi:10.1029/2006WR005245)]. Previous studies also showed that the IDF values from multifractal representations of rainfall scale with duration d and return period T under either d → 0 or T → ∞, with different scaling exponents in the two cases. We determine the regions of the (d, T)-plane in which each asymptotic scaling behavior applies in good approximation, find expressions for the IDF values in the scaling and non-scaling regimes, and quantify the bias when estimating the asymptotic power-law tail of rainfall intensity from finite-duration records, as was often done in the past. Numerically calculated exact IDF curves are compared to several analytic approximations. The approximations are found to be accurate and are used to propose a practical IDF estimation procedure.

Multifractal analysis of CoFe2O4/2DBS/H2O ferrofluid from TEM and SANS measurements

International Nuclear Information System (INIS)

Stan, C.; Cristescu, C.P.; Balasoiu, M.; Ivankov, O.I.

2015-01-01

Preliminary investigation on the morphological properties and the multifractal characteristics of CoFe 2 O 4 nanoparticles, coated with a double layer of dodecylbenzenesulphonic acid and dispersed in double distillated water, is presented. TEM images of the sample are analyzed and the computed multifractal spectrum reveals universal multifractality. A comparison with the fractal approach applied to SANS data is presented, and consistency of results is demonstrated.

Spatial and radiometric characterization of multi-spectrum satellite images through multi-fractal analysis

Science.gov (United States)

Alonso, Carmelo; Tarquis, Ana M.; Zúñiga, Ignacio; Benito, Rosa M.

2017-03-01

Several studies have shown that vegetation indexes can be used to estimate root zone soil moisture. Earth surface images, obtained by high-resolution satellites, presently give a lot of information on these indexes, based on the data of several wavelengths. Because of the potential capacity for systematic observations at various scales, remote sensing technology extends the possible data archives from the present time to several decades back. Because of this advantage, enormous efforts have been made by researchers and application specialists to delineate vegetation indexes from local scale to global scale by applying remote sensing imagery. In this work, four band images have been considered, which are involved in these vegetation indexes, and were taken by satellites Ikonos-2 and Landsat-7 of the same geographic location, to study the effect of both spatial (pixel size) and radiometric (number of bits coding the image) resolution on these wavelength bands as well as two vegetation indexes: the Normalized Difference Vegetation Index (NDVI) and the Enhanced Vegetation Index (EVI). In order to do so, a multi-fractal analysis of these multi-spectral images was applied in each of these bands and the two indexes derived. The results showed that spatial resolution has a similar scaling effect in the four bands, but radiometric resolution has a larger influence in blue and green bands than in red and near-infrared bands. The NDVI showed a higher sensitivity to the radiometric resolution than EVI. Both were equally affected by the spatial resolution. From both factors, the spatial resolution has a major impact in the multi-fractal spectrum for all the bands and the vegetation indexes. This information should be taken in to account when vegetation indexes based on different satellite sensors are obtained.

Quantum computation of multifractal exponents through the quantum wavelet transform

International Nuclear Information System (INIS)

Garcia-Mata, Ignacio; Giraud, Olivier; Georgeot, Bertrand

2009-01-01

We study the use of the quantum wavelet transform to extract efficiently information about the multifractal exponents for multifractal quantum states. We show that, combined with quantum simulation algorithms, it enables to build quantum algorithms for multifractal exponents with a polynomial gain compared to classical simulations. Numerical results indicate that a rough estimate of fractality could be obtained exponentially fast. Our findings are relevant, e.g., for quantum simulations of multifractal quantum maps and of the Anderson model at the metal-insulator transition.

Analyzing the LiF thin films deposited at different substrate temperatures using multifractal technique

Energy Technology Data Exchange (ETDEWEB)

Yadav, R.P. [Department of Physics, University of Allahabad, Allahabad, UP 211002 (India); Dwivedi, S., E-mail: suneetdwivedi@gmail.com [K Banerjee Centre of Atmospheric and Ocean Studies, University of Allahabad, Allahabad, UP 211002 (India); Mittal, A.K. [Department of Physics, University of Allahabad, Allahabad, UP 211002 (India); K Banerjee Centre of Atmospheric and Ocean Studies, University of Allahabad, Allahabad, UP 211002 (India); Kumar, Manvendra [Nanotechnology Application Centre, University of Allahabad, Allahabad, UP 211002 (India); Pandey, A.C. [K Banerjee Centre of Atmospheric and Ocean Studies, University of Allahabad, Allahabad, UP 211002 (India); Nanotechnology Application Centre, University of Allahabad, Allahabad, UP 211002 (India)

2014-07-01

The Atomic Force Microscopy technique is used to characterize the surface morphology of LiF thin films deposited at substrate temperatures 77 K, 300 K and 500 K, respectively. It is found that the surface roughness of thin film increases with substrate temperature. The multifractal nature of the LiF thin film at each substrate temperature is investigated using the backward two-dimensional multifractal detrended moving average analysis. The strength of multifractility and the non-uniformity of the height probabilities of the thin films increase as the substrate temperature increases. Both the width of the multifractal spectrum and the difference of fractal dimensions of the thin films increase sharply as the temperature reaches 500 K, indicating that the multifractility of the thin films becomes more pronounced at the higher substrate temperatures with greater cluster size. - Highlights: • Analyzing LiF thin films using multifractal detrended moving average technique • Surface roughness of LiF thin film increases with substrate temperature. • LiF thin films at each substrate temperature exhibit multifractality. • Multifractility becomes more pronounced at the higher substrate temperatures.

Multifractal analysis of multiparticle emission data in the framework of visibility graph and sandbox algorithm

Science.gov (United States)

Mali, P.; Manna, S. K.; Mukhopadhyay, A.; Haldar, P. K.; Singh, G.

2018-03-01

Multiparticle emission data in nucleus-nucleus collisions are studied in a graph theoretical approach. The sandbox algorithm used to analyze complex networks is employed to characterize the multifractal properties of the visibility graphs associated with the pseudorapidity distribution of charged particles produced in high-energy heavy-ion collisions. Experimental data on 28Si+Ag/Br interaction at laboratory energy Elab = 14 . 5 A GeV, and 16O+Ag/Br and 32S+Ag/Br interactions both at Elab = 200 A GeV, are used in this analysis. We observe a scale free nature of the degree distributions of the visibility and horizontal visibility graphs associated with the event-wise pseudorapidity distributions. Equivalent event samples simulated by ultra-relativistic quantum molecular dynamics, produce degree distributions that are almost identical to the respective experiment. However, the multifractal variables obtained by using sandbox algorithm for the experiment to some extent differ from the respective simulated results.

Multifractal Detrended Fluctuation Analysis of Self-Potential Field Prior to the M 6.5, October 24, 1993 Earthquake in MÉXICO

Science.gov (United States)

Cervantes, F.; González-Trejo, J. I.; Real-Ramírez, C. A.; Hoyos-Reyes, L. F.; Area de Sistemas Computacionales

2013-05-01

In the current literature on seismo electromagnetic, it has been reported many earthquakes which present electromagnetic anomalies as probable precursors of their occurrences. Although this methodology remains yet under discussion, is relevant to study many particular cases. In this work, we report a multifractal detrended fluctuation analysis (MFDFA) of electroseismic signals recorded in the Acapulco station during 1993. In October 24, 1993, occurred and earthquake (EQ) with M 6.5, with epicenter at (16.54 N, 98.98 W), 100Km away from the mentioned station. The multifractal spectrum identifies the deviations in fractal structure within time periods with large and small fluctuations. We discuss the dynamical meaning of this analysis and its possible relation with the mentioned EQ.

Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets

Science.gov (United States)

Cao, Guangxi; Zhang, Minjia; Li, Qingchen

2017-04-01

This study focuses on multifractal detrended cross-correlation analysis of the different volatility intervals of Mainland China, US, and Hong Kong stock markets. A volatility-constrained multifractal detrended cross-correlation analysis (VC-MF-DCCA) method is proposed to study the volatility conductivity of Mainland China, US, and Hong Kong stock markets. Empirical results indicate that fluctuation may be related to important activities in real markets. The Hang Seng Index (HSI) stock market is more influential than the Shanghai Composite Index (SCI) stock market. Furthermore, the SCI stock market is more influential than the Dow Jones Industrial Average stock market. The conductivity between the HSI and SCI stock markets is the strongest. HSI was the most influential market in the large fluctuation interval of 1991 to 2014. The autoregressive fractionally integrated moving average method is used to verify the validity of VC-MF-DCCA. Results show that VC-MF-DCCA is effective.

Chaos game representation of functional protein sequences, and simulation and multifractal analysis of induced measures

International Nuclear Information System (INIS)

Zu-Guo, Yu; Qian-Jun, Xiao; Long, Shi; Jun-Wu, Yu; Anh, Vo

2010-01-01

Investigating the biological function of proteins is a key aspect of protein studies. Bioinformatic methods become important for studying the biological function of proteins. In this paper, we first give the chaos game representation (CGR) of randomly-linked functional protein sequences, then propose the use of the recurrent iterated function systems (RIFS) in fractal theory to simulate the measure based on their chaos game representations. This method helps to extract some features of functional protein sequences, and furthermore the biological functions of these proteins. Then multifractal analysis of the measures based on the CGRs of randomly-linked functional protein sequences are performed. We find that the CGRs have clear fractal patterns. The numerical results show that the RIFS can simulate the measure based on the CGR very well. The relative standard error and the estimated probability matrix in the RIFS do not depend on the order to link the functional protein sequences. The estimated probability matrices in the RIFS with different biological functions are evidently different. Hence the estimated probability matrices in the RIFS can be used to characterise the difference among linked functional protein sequences with different biological functions. From the values of the D q curves, one sees that these functional protein sequences are not completely random. The D q of all linked functional proteins studied are multifractal-like and sufficiently smooth for the C q (analogous to specific heat) curves to be meaningful. Furthermore, the D q curves of the measure μ based on their CGRs for different orders to link the functional protein sequences are almost identical if q ≥ 0. Finally, the C q curves of all linked functional proteins resemble a classical phase transition at a critical point. (cross-disciplinary physics and related areas of science and technology)

Characterizing scaling properties of complex signals with missed data segments using the multifractal analysis

Science.gov (United States)

Pavlov, A. N.; Pavlova, O. N.; Abdurashitov, A. S.; Sindeeva, O. A.; Semyachkina-Glushkovskaya, O. V.; Kurths, J.

2018-01-01

The scaling properties of complex processes may be highly influenced by the presence of various artifacts in experimental recordings. Their removal produces changes in the singularity spectra and the Hölder exponents as compared with the original artifacts-free data, and these changes are significantly different for positively correlated and anti-correlated signals. While signals with power-law correlations are nearly insensitive to the loss of significant parts of data, the removal of fragments of anti-correlated signals is more crucial for further data analysis. In this work, we study the ability of characterizing scaling features of chaotic and stochastic processes with distinct correlation properties using a wavelet-based multifractal analysis, and discuss differences between the effect of missed data for synchronous and asynchronous oscillatory regimes. We show that even an extreme data loss allows characterizing physiological processes such as the cerebral blood flow dynamics.

High values of disorder-generated multifractals and logarithmically correlated processes

International Nuclear Information System (INIS)

Fyodorov, Yan V.; Giraud, Olivier

2015-01-01

In the introductory section of the article we give a brief account of recent insights into statistics of high and extreme values of disorder-generated multifractals following a recent work by the first author with P. Le Doussal and A. Rosso (FLR) employing a close relation between multifractality and logarithmically correlated random fields. We then substantiate some aspects of the FLR approach analytically for multifractal eigenvectors in the Ruijsenaars–Schneider ensemble (RSE) of random matrices introduced by E. Bogomolny and the second author by providing an ab initio calculation that reveals hidden logarithmic correlations at the background of the disorder-generated multifractality. In the rest we investigate numerically a few representative models of that class, including the study of the highest component of multifractal eigenvectors in the Ruijsenaars–Schneider ensemble

Statistical and Multifractal Evaluation of Soil Compaction in a Vineyard

Science.gov (United States)

Marinho, M.; Raposo, J. R.; Mirás Avalos, J. M.; Paz González, A.

2012-04-01

One of the detrimental effects caused by agricultural machines is soil compaction, which can be defined by an increase in soil bulk density. Soil compaction often has a negative impact on plant growth, since it reduces the macroporosity and soil permeability and increases resistance to penetration. Our research explored the effect of the agricultural machinery on soil when trafficking through a vineyard at a small spatial scale, based on the evaluation of the soil compaction status. The objectives of this study were: i) to quantify soil bulk density along transects following wine row, wheel track and outside track, and, ii) to characterize the variability of the bulk density along these transects using multifractal analysis. The field work was conducted at the experimental farm of EVEGA (Viticulture and Enology Centre of Galicia) located in Ponte San Clodio, Leiro, Orense, Spain. Three parallel transects were marked on positions with contrasting machine traffic effects, i.e. vine row, wheel-track and outside-track. Undisturbed samples were collected in 16 points of each transect, spaced 0.50 m apart, for bulk density determination using the cylinder method. Samples were taken in autumn 2011, after grape harvest. Since soil between vine rows was tilled and homogenized beginning spring 2011, cumulative effects of traffic during the vine growth period could be evaluated. The distribution patterns of soil bulk density were characterized by multifractal analysis carried out by the method of moments. Multifractality was assessed by several indexes derived from the mass exponent, τq, the generalized dimension, Dq, and the singularity spectrum, f(α), curves. Mean soil bulk density values determined for vine row, outside-track and wheel-track transects were 1.212 kg dm-3, 1.259 kg dm-3and 1.582 kg dm-3, respectively. The respective coefficients of variation (CV) for these three transects were 7.76%, 4.82% and 2.03%. Therefore mean bulk density under wheel-track was 30

Designing thermal diode and heat pump based on DNA nanowire: Multifractal approach

Energy Technology Data Exchange (ETDEWEB)

Behnia, S., E-mail: s.behnia@iaurmia.ac.ir; Panahinia, R.

2017-07-12

The management of heat flow in DNA nano wire was considered. Thermal diode effect in DNA and the domain of its appearance dependent to system parameters have been detected. The appearance of directed thermal flow in thermodynamic sizes proposes the possibility of designing the macroscopic thermal rectifier. By applying driven force, pumping effect has been also observed. The resonance frequency of DNA and threshold amplitudes of driving force for attaining permanent pumping effect have been detected. Forasmuch as detecting negative differential thermal resistance (NDTR) phenomenon, DNA can act as a thermal transistor. By using an analytical parallel investigation based on Rényi spectrum analysis, threshold values to transition to NDTR and pumping regimes have been detected. - Highlights: • The control and management of heat current in DNA have been investigated. • Directed thermal flow and NDTR in DNA have been identified. • By increasing the system size, the reversed thermal rectification appeared. So, it is proposed the possibility of designing the macroscopic thermal rectifier. • Pumping effect accompanied with detection of resonance frequency of DNA has been observed. • To verify the results, we did a parallel analysis based on multifractal concept to detect threshold values for transition to pumping state and NDTR regime.

Removing divergences in the negative moments of the multi-fractal parition function with the wavelet transformation

NARCIS (Netherlands)

Z.R. Struzik

1998-01-01

textabstractWe present a promising technique which is capable of accessing the divergence free component of the partition function for the negative moments of the multi-fractal analysis of data using the wavelet transformation. It is based on implicitly bounding the local logarithmic slope of the

Econophysics vs Cardiophysics: the Dual Face of Multifractality

NARCIS (Netherlands)

Z.R. Struzik

2003-01-01

textabstractMultifractality in physiological time series and notably in human adult heart rate has been primarily attributed to the Fourier phase ordering of the signal [1]. In contrast, the primary cause for the width of the multifractal spectrum in financial time series has recently been connected

SELECTION OF SCALE OF PICTURE OF STRUCTURE FOR ITS MULTIFRACTAL ANALYSIS

Directory of Open Access Journals (Sweden)

VOLCHUK V. N.

2015-11-01

Full Text Available Problem statement. Each scale level detectesthe new features of the structure of the material describing of it quality. For example, features of the grain structure are revealed in different kind of steel on microstruc ture level, and its parameters greatly influences on the strength properties of the metal. Thus, to select the scale of representation of a fractal object, for instance the elements of structure of roll iron or steel is necessary to determine the interval (1, where observed its self-similarity, and on this interval should be selected the scale, the use of which will allow him to choose adequate fractal dimension. For optimal scale structure of repose is taken one in which at least two adjacent points of the series (2, the fractal dimension is minimal differences between them. This is explained by the fact that this is best observed property of self-similarity structure. An example of the selection of the scale representation of the structure of cast iron rolls execution of SPHN (a and execution SSHN (b is shown on interval of increases in the range of x 100 to x1000 with a predetermined pitch Δl = 100. The implementation of this phase of research allowed to determine experimentally the optimal scale of representation of structure of iron roll with increasing x 200 for multifractal analysis of its elements: inclusion of the plate and nodular graphit, carbides. Purpose To determine the optimal scale structure representation for iron roll multifractal analysis of its elements: inclusion of the plate and nodular carbides. Conclusion. It was found that the fractal dimension of the structural elements of the test ranged from experimental error 5÷7%, which testifies to the universality of this assessment, and therefore reliability and economic benefits, in terms of the equipping of laboratories expensive metallurgical microscopes with higher resolution.

Multifractality and herding behavior in the Japanese stock market

International Nuclear Information System (INIS)

Cajueiro, Daniel O.; Tabak, Benjamin M.

2009-01-01

In this paper we present evidence of multifractality and herding behavior for a large set of Japanese stocks traded in the Tokyo Stock Exchange. We find evidence that herding behavior occurs in periods of extreme market movements. Therefore, based on the intuition behind the tests to detect herding phenomenon developed, for instance, in Christie and Huang [Christie W, Huang R. Following the pied pier: do individual returns herd around the market? Financ Analysts J 1995;51:31-7] and Chang et al. [Chang EC, Cheng JW, Khorana A. Examination of herd behavior in equity markets: an international perspective. J Bank Finance 2000;24:1651-99], we suggest that herding behavior may be one of the causes of multifractality.

Dynamical Mechanism of Scaling Behaviors in Multifractal Structure

Science.gov (United States)

Kim, Kyungsik; Jung, Jae Won; Kim, Soo Yong

2010-03-01

The pattern of stone distribution in the game of Go (Baduk, Weiqi, or Igo) can be treated in the mathematical and physical languages of multifractals. The concepts of fractals and multifractals have relevance to many fields of science and even arts. A significant and fascinating feature of this approach is that it provides a proper interpretation for the pattern of the two-colored (black and white) stones in terms of the numerical values of the generalized dimension and the scaling exponent. For our case, these statistical quantities can be estimated numerically from the black, white, and mixed stones, assuming the excluded edge effect that the cell form of the Go game has the self-similar structure. The result from the multifractal structure allows us to find a definite and reliable fractal dimension, and it precisely verifies that the fractal dimension becomes larger, as the cell of grids increases. We also find the strength of multifractal structures from the difference in the scaling exponents in the black, white, and mixed stones.

Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system

Science.gov (United States)

Lu, Yunfan; Wang, Jun; Niu, Hongli

2015-10-01

Based on the epidemic dynamical system, we construct a new agent-based financial time series model. In order to check and testify its rationality, we compare the statistical properties of the time series model with the real stock market indices, Shanghai Stock Exchange Composite Index and Shenzhen Stock Exchange Component Index. For analyzing the statistical properties, we combine the multi-parameter analysis with the tail distribution analysis, the modified rescaled range analysis, and the multifractal detrended fluctuation analysis. For a better perspective, the three-dimensional diagrams are used to present the analysis results. The empirical research in this paper indicates that the long-range dependence property and the multifractal phenomenon exist in the real returns and the proposed model. Therefore, the new agent-based financial model can recurrence some important features of real stock markets.

The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect

Science.gov (United States)

Drożdż, Stanisław; Kwapień, Jarosław; Oświȩcimka, Paweł; Rak, Rafał

2010-10-01

We present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This study is based on six exchange rates forming two triangles: EUR-GBP-USD and GBP-CHF-JPY. It is shown that the exchange rate return fluctuations for all of the pairs considered are well described by the non-extensive statistics in terms of q-Gaussians. There exist some small quantitative variations in the non-extensivity q-parameter values for different exchange rates (which depend also on the time scales studied), and this can be related to the importance of a given exchange rate in the world's currency trade. Temporal correlations organize the series of returns such that they develop the multifractal characteristics for all of the exchange rates, with a varying degree of symmetry of the singularity spectrum f(α), however. The most symmetric spectrum is identified for the GBP/USD. We also form time series of triangular residual returns and find that the distributions of their fluctuations develop disproportionately heavier tails as compared to small fluctuations, which excludes description in terms of q-Gaussians. The multifractal characteristics of these residual returns reveal such anomalous properties as negative singularity exponents and even negative singularity spectra. Such anomalous multifractal measures have so far been considered in the literature in connection with diffusion-limited aggregation and with turbulence. Studying the cross-correlations among different exchange rates, we found that market inefficiency on short time scales leads to the occurrence of the Epps effect on much longer time scales, but comparable to the ones for the stock market. Although the currency market is much more liquid than the stock markets and has a much greater transaction frequency, the building up of correlations takes up to several hours—a duration that does not differ much from what is observed in the stock markets. This may suggest

Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion

Science.gov (United States)

Setty, V. A.; Sharma, A. S.

2015-02-01

The Hurst exponent (H) is widely used to quantify long range dependence in time series data and is estimated using several well known techniques. Recognizing its ability to remove trends the Detrended Fluctuation Analysis (DFA) is used extensively to estimate a Hurst exponent in non-stationary data. Multifractional Brownian motion (mBm) broadly encompasses a set of models of non-stationary data exhibiting time varying Hurst exponents, H(t) as against a constant H. Recently, there has been a growing interest in time dependence of H(t) and sliding window techniques have been used to estimate a local time average of the exponent. This brought to fore the ability of DFA to estimate scaling exponents in systems with time varying H(t) , such as mBm. This paper characterizes the performance of DFA on mBm data with linearly varying H(t) and further test the robustness of estimated time average with respect to data and technique related parameters. Our results serve as a bench-mark for using DFA as a sliding window estimator to obtain H(t) from time series data.

Assessment of 48 Stock markets using adaptive multifractal approach

Science.gov (United States)

Ferreira, Paulo; Dionísio, Andreia; Movahed, S. M. S.

2017-11-01

In this paper, Stock market comovements are examined using cointegration, Granger causality tests and nonlinear approaches in context of mutual information and correlations. Since underlying data sets are affected by non-stationarities and trends, we also apply Adaptive Multifractal Detrended Fluctuation Analysis (AMF-DFA) and Adaptive Multifractal Detrended Cross-Correlation Analysis (AMF-DXA). We find only 170 pair of Stock markets cointegrated, and according to the Granger causality and mutual information, we realize that the strongest relations lies between emerging markets, and between emerging and frontier markets. According to scaling exponent given by AMF-DFA, h(q = 2) > 1, we find that all underlying data sets belong to non-stationary process. According to Efficient Market Hypothesis (EMH), only 8 markets are classified in uncorrelated processes at 2 σ confidence interval. 6 Stock markets belong to anti-correlated class and dominant part of markets has memory in corresponding daily index prices during January 1995 to February 2014. New-Zealand with H = 0 . 457 ± 0 . 004 and Jordan with H = 0 . 602 ± 0 . 006 are far from EMH. The nature of cross-correlation exponents based on AMF-DXA is almost multifractal for all pair of Stock markets. The empirical relation, Hxy ≤ [Hxx +Hyy ] / 2, is confirmed. Mentioned relation for q > 0 is also satisfied while for q behavior of markets for small fluctuations is affected by contribution of major pair. For larger fluctuations, the cross-correlation contains information from both local (internal) and global (external) conditions. Width of singularity spectrum for auto-correlation and cross-correlation are Δαxx ∈ [ 0 . 304 , 0 . 905 ] and Δαxy ∈ [ 0 . 246 , 1 . 178 ] , respectively. The wide range of singularity spectrum for cross-correlation confirms that the bilateral relation between Stock markets is more complex. The value of σDCCA indicates that all pairs of stock market studied in this time interval

The Multifractal Structure of Small-Scale Artificial Ionospheric Turbulence

Directory of Open Access Journals (Sweden)

Vybornov F. I.

2013-03-01

Full Text Available We present the results of investigation of a multifractal structure of the artificial ionospheric turbulence when the midlatitude ionosphere is affected by high-power radio waves. The experimental studies were performed on the basis of the SURA heating facility with the help of radio sounding of the disturbed region of ionospheric plasma by signals from the Earth’s orbital satellities. In the case of vertical radio sounding of the disturbed ionosphere region, the measured multipower and generalized multifractal spectra of turbulence coincide well with similar multifractal characteristics of the ionosperic turbulence under the natural conditions. In the case of oblique sounding of the disturbance region at small angles between the line of sight to the satellite and the direction of the Earth’s magnetic field, a nonuniform structure of the small-scale turbulence with a relatively narrow multipower spectrum and small variations in the generalized multifractal spectrum of the electron density was detected.

Lorentz violations in multifractal spacetimes

Energy Technology Data Exchange (ETDEWEB)

Calcagni, Gianluca [Instituto de Estructura de la Materia, CSIC, Madrid (Spain)

2017-05-15

Using the recent observation of gravitational waves (GW) produced by a black-hole merger, we place a lower bound on the energy above which a multifractal spacetime would display an anomalous geometry and, in particular, violations of Lorentz invariance. In the so-called multifractional theory with q-derivatives, we show that the deformation of dispersion relations is much stronger than in generic quantum-gravity approaches (including loop quantum gravity) and, contrary to the latter, present observations on GWs can place very strong bounds on the characteristic scales at which spacetime deviates from standard Minkowski. The energy at which multifractal effects should become apparent is E{sub *} > 10{sup 14} GeV (thus improving previous bounds by 12 orders of magnitude) when the exponents in the measure are fixed to their central value 1 / 2. We also estimate, for the first time, the effect of logarithmic oscillations in the measure (corresponding to a discrete spacetime structure) and find that they do not change much the bounds obtained in their absence, unless the amplitude of the oscillations is fine tuned. This feature, unavailable in known quantum-gravity scenarios, may help the theory to avoid being ruled out by gamma-ray burst (GRB) observations, for which E{sub *} > 10{sup 17} GeV or greater. (orig.)

To be and not to be: scale correlations in random multifractal processes

DEFF Research Database (Denmark)

Cleve, Jochen; Schmiegel, Jürgen; Greiner, Martin

We discuss various properties of a random multifractal process, which are related to the issue of scale correlations. By design, the process is homogeneous, non-conservative and has no built-in scale correlations. However, when it comes to observables like breakdown coefficients, which are based...... on a coarse-graining of the multifractal field, scale correlations do appear. In the log-normal limit of the model process, the conditional distributions and moments of breakdown coefficients reproduce the observations made in fully developed small-scale turbulence. These findings help to understand several...

Influence of Age and Aerobic Fitness on the Multifractal Characteristics of Electrocardiographic RR Time-Series

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Michael James Lewis

2013-05-01

Full Text Available Multifractal properties of electrocardiographic inter-beat (RR time-series offer insight into its long-term correlation structure, independently of RR variability. Here we quantify multifractal characteristics of RR data during 24-hour diurnal-nocturnal activity in healthy participants. We tested the hypotheses that (1 age, gender and aerobic fitness influence RR multifractal properties, and that (2 these are influenced by circadian variation.Seventy adults (39 males aged 19-58 years and of various fitness levels were monitored using 24-hour ECG. Participants were dichotomised by median age and fitness for sub-group analysis. Gender and fitness were independent of age (p=0.1, p>0.5. Younger/older group ages were substantially different (p<0.0005 and were independent of gender and fitness. Multifractality was quantified using the probability spectrum of Hölder exponents (h, from which modal h (h* and the full-width and half-widths at half-maximum measures (FWHM, HWHM+ and HWHM- were derived. FWHM decreased (p=0.004 and h* increased (p=0.011 in older people, indicating diminished long-range RR correlations and weaker anti-persistent behavior. Anti-persistent correlation (h* was strongest in the youngest/fittest individuals and weakest in the oldest/least fit individuals (p=0.015. Long-range correlation (HWHM+/FWHM was strongest in the fittest males and weakest in the least fit females (p=0.007-0.033.Multifractal RR characteristics in our healthy participants showed strong age-dependence with diminished long-range anti-persistent correlation in older people. Circadian variation of these characteristics was influenced by fitness and gender: fitter males and females of all ages had the greatest degree of multifractality or long-range order. Multifractal characterisation appears to be a useful method for exploring the physiological basis of long-term correlation structure in RR time-series as well as the benefits thereon of physical fitness training.

Multifractal features of spot rates in the Liquid Petroleum Gas shipping market

NARCIS (Netherlands)

Engelen, Steve; Norouzzadeh, Payam; Dullaert, Wout; Rahmani, Bahareh

We investigate for the first time the spot rate dynamics of Very Large Gas Carriers (VLGCs) by means of multifractal detrended fluctuation analysis (MF-DFA) and rescaled range (R/S) analysis. Both non-parametric methods allow for a rigorous statistical analysis of the freight process by detecting

Multifractal analysis of radar rainfall fields over the area of Rome

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G. Calenda

2005-01-01

Full Text Available A scale-invariance analysis of space and time rainfall events monitored by meteorological radar over the area of Rome (Italy is proposed. The study of the scale-invariance properties of intense precipitation storms, particularly important in flood forecast and risk mitigation, allows to transfer rainfall information from the large scale predictive meteorological models to the small scale hydrological rainfall-runoff models. Precipitation events are monitored using data collected by the polarimetric Doppler radar Polar 55C (ISAC-CNR, located 15 km Southeast from downtown. The meteorological radar provides the estimates of rainfall intensity over an area of about 10 000 km2 at a resolution of 2×2 km2 in space and 5 min in time. Many precipitation events have been observed from autumn 2001 up to now. A scale-invariance analysis is performed on some of these events with the aim at exploring the multifractal properties and at understanding their dependence on the meteorological large-scale conditions.

Multifractal analysis for the historic set in topological dynamical systems

International Nuclear Information System (INIS)

Zhou, Xiaoyao; Chen, Ercai

2013-01-01

In this paper the historic set is divided into different level sets and we use topological pressure to describe the size of these level sets. We give an application of these results to dimension theory. Our primary focus is using topological pressure to describe the relative multifractal spectrum of ergodic averages and to give a positive answer to the conjecture posed by Olsen (2003 J. Math. Pures Appl. 82 1591–649). (paper)

Nonlinear temperature effects on multifractal complexity of metabolic rate of mice

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Fabio A. Labra

2016-10-01

Full Text Available Complex physiological dynamics have been argued to be a signature of healthy physiological function. Here we test whether the complexity of metabolic rate fluctuations in small endotherms decreases with lower environmental temperatures. To do so, we examine the multifractal temporal scaling properties of the rate of change in oxygen consumption r(VO2, in the laboratory mouse Mus musculus, assessing their long range correlation properties across seven different environmental temperatures, ranging from 0 °C to 30 °C. To do so, we applied multifractal detrended fluctuation analysis (MF-DFA, finding that r(VO2 fluctuations show two scaling regimes. For small time scales below the crossover time (approximately 102 s, either monofractal or weak multifractal dynamics are observed depending on whether Ta  15 °C respectively. For larger time scales, r(VO2 fluctuations are characterized by an asymptotic scaling exponent that indicates multifractal anti-persistent or uncorrelated dynamics. For both scaling regimes, a generalization of the multiplicative cascade model provides very good fits for the Renyi exponents τ(q, showing that the infinite number of exponents h(q can be described by only two independent parameters, a and b. We also show that the long-range correlation structure of r(VO2 time series differs from randomly shuffled series, and may not be explained as an artifact of stochastic sampling of a linear frequency spectrum. These results show that metabolic rate dynamics in a well studied micro-endotherm are consistent with a highly non-linear feedback control system.

Complexity and multifractality of neuronal noise in mouse and human hippocampal epileptiform dynamics

Science.gov (United States)

Serletis, Demitre; Bardakjian, Berj L.; Valiante, Taufik A.; Carlen, Peter L.

2012-10-01

Fractal methods offer an invaluable means of investigating turbulent nonlinearity in non-stationary biomedical recordings from the brain. Here, we investigate properties of complexity (i.e. the correlation dimension, maximum Lyapunov exponent, 1/fγ noise and approximate entropy) and multifractality in background neuronal noise-like activity underlying epileptiform transitions recorded at the intracellular and local network scales from two in vitro models: the whole-intact mouse hippocampus and lesional human hippocampal slices. Our results show evidence for reduced dynamical complexity and multifractal signal features following transition to the ictal epileptiform state. These findings suggest that pathological breakdown in multifractal complexity coincides with loss of signal variability or heterogeneity, consistent with an unhealthy ictal state that is far from the equilibrium of turbulent yet healthy fractal dynamics in the brain. Thus, it appears that background noise-like activity successfully captures complex and multifractal signal features that may, at least in part, be used to classify and identify brain state transitions in the healthy and epileptic brain, offering potential promise for therapeutic neuromodulatory strategies for afflicted patients suffering from epilepsy and other related neurological disorders. This paper is based on chapter 5 of Serletis (2010 PhD Dissertation Department of Physiology, Institute of Biomaterials and Biomedical Engineering, University of Toronto).

Analysis of heat release dynamics in an internal combustion engine using multifractals and wavelets

International Nuclear Information System (INIS)

Sen, A.K.; Litak, G.; Finney, C.E.A.; Daw, C.S.; Wagner, R.M.

2010-01-01

In this paper we analyze data from previously reported experimental measurements of cycle-to-cycle combustion variations in a lean-fueled, multi-cylinder spark-ignition (SI) engine. We characterize the changes in the observed combustion dynamics with as-fed fuel-air ratio using conventional histograms and statistical moments, and we further characterize the shifts in combustion complexity in terms of multifractals and wavelet decomposition. Changes in the conventional statistics and multifractal structure indicate trends with fuel-air ratio that parallel earlier reported observations. Wavelet decompositions reveal persistent, non-stochastic oscillation modes at higher fuel-air ratios that were not obvious in previous analyses. Recognition of these long-time-scale, non-stochastic oscillations is expected to be useful for improving modelling and control of engine combustion variations and multi-cylinder balancing.

MULTIFRACTAL SOLAR EUV INTENSITY FLUCTUATIONS AND THEIR IMPLICATIONS FOR CORONAL HEATING MODELS

Energy Technology Data Exchange (ETDEWEB)

Cadavid, A. C.; Lawrence, J. K.; Christian, D. J. [Department of Physics and Astronomy, California State University Northridge, 18111 Nordhoff Street, Northridge, CA 91330 (United States); Rivera, Y. J. [Department of Climate and Space Sciences, University of Michigan, Ann Arbor, Michigan 48109-2143 (United States); Jennings, P. J. [5174 S. Slauson Avenue, Culver City, CA 90230 (United States); Rappazzo, A. F., E-mail: ana.cadavid@csun.edu [Department of Earth, Planetary and Space Sciences, University of California Los Angeles, Los Angeles, CA 90095 (United States)

2016-11-10

We investigate the scaling properties of the long-range temporal evolution and intermittency of Atmospheric Imaging Assembly/ Solar Dynamics Observatory intensity observations in four solar environments: an active region core, a weak emission region, and two core loops. We use two approaches: the probability distribution function (PDF) of time series increments and multifractal detrended fluctuation analysis (MF-DFA). Noise taints the results, so we focus on the 171 Å waveband, which has the highest signal-to-noise ratio. The lags between pairs of wavebands distinguish between coronal versus transition region (TR) emission. In all physical regions studied, scaling in the range of 15–45 minutes is multifractal, and the time series are anti-persistent on average. The degree of anti-correlation in the TR time series is greater than that for coronal emission. The multifractality stems from long-term correlations in the data rather than the wide distribution of intensities. Observations in the 335 Å waveband can be described in terms of a multifractal with added noise. The multiscaling of the extreme-ultraviolet data agrees qualitatively with the radiance from a phenomenological model of impulsive bursts plus noise, and also from ohmic dissipation in a reduced magnetohydrodynamic model for coronal loop heating. The parameter space must be further explored to seek quantitative agreement. Thus, the observational “signatures” obtained by the combined tests of the PDF of increments and the MF-DFA offer strong constraints that can systematically discriminate among models for coronal heating.

Symmetries and stochastic symmetry breaking in multifractal geophysics: analysis and simulation with the help of the Lévy-Clifford algebra of cascade generators..

Science.gov (United States)

Schertzer, D. J. M.; Tchiguirinskaia, I.

2016-12-01

Multifractal fields, whose definition is rather independent of their domain dimension, have opened a new approach of geophysics enabling to explore its spatial extension that is of prime importance as underlined by the expression "spatial chaos". However multifractals have been until recently restricted to be scalar valued, i.e. to one-dimensional codomains. This has prevented to deal with the key question of complex component interactions and their non trivial symmetries. We first emphasize that the Lie algebra of stochastic generators of cascade processes enables us to generalize multifractals to arbitrarily large codomains, e.g. flows of vector fields on large dimensional manifolds. In particular, we have recently investigated the neat example of stable Levy generators on Clifford algebra that have a number of seductive properties, e.g. universal statistical and robust algebra properties, both defining the basic symmetries of the corresponding fields (Schertzer and Tchiguirinskaia, 2015). These properties provide a convenient multifractal framework to study both the symmetries of the fields and how they stochastically break the symmetries of the underlying equations due to boundary conditions, large scale rotations and forcings. These developments should help us to answer to challenging questions such as the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013), to fully address the question of the limitations of quasi- geostrophic turbulence (Schertzer et al., 2012) and to explore the peculiar phenomenology of turbulent dynamics of the atmosphere or oceans that is neither two- or three-dimensional. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.8183. Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327336. Schertzer, D. & Tchiguirinskaia, I., 2015. Multifractal vector fields and stochastic Clifford algebra

Multifractal analysis of vertical total electron content (VTEC at equatorial region and low latitude, during low solar activity

Directory of Open Access Journals (Sweden)

M. J. A. Bolzan

2013-01-01

Full Text Available This paper analyses the multifractal aspects of the GPS data (measured during a period of low solar activity obtained from two Brazilian stations: Belém (01.3° S, 48.3° W and São José dos Campos (SJC (23.2° S, 45.9° W. The results show that the respective geographic sites show important scaling differences as well as similarities when their multifractal signatures for vertical total electron content (VTEC are compared. The f(α spectra have a narrow shape for great scales, which indicates the predominance of deterministic phenomena, such as solar rotation (27 days over intermittent phenomena. Furthermore, the f(α spectra for both sites have a strong multifractality degree at small scales. This strong multifractality degree observed at small scales (1 to 12 h at both sites is because the ionosphere over Brazil is a non-equilibrium system. The differences found were that Belém presented a stronger multifractality at small scales (1 h to 12 h compared with SJC, particularly in 2006. The reason for this behaviour may be associated with the location of Belém, near the geomagnetic equator, where at this location the actions of X-rays, ultraviolet, and another wavelength from the Sun are more direct, strong, and constant throughout the whole year. Although the SJC site is near ionospheric equatorial anomaly (IEA peaks, this interpretation could explain the higher values found for the intermittent parameter μ for Belém compared with SJC. Belém also showed the presence of one or two flattening regions for f(α spectra at the same scales mentioned before. These differences and similarities also were interpreted in terms of the IEA content, where this phenomenon is an important source of intermittence due the presence of the VTEC peaks at ±20° geomagnetic latitudes.

Regularities of Multifractal Measures

Indian Academy of Sciences (India)

First, we prove the decomposition theorem for the regularities of multifractal Hausdorff measure and packing measure in R R d . This decomposition theorem enables us to split a set into regular and irregular parts, so that we can analyze each separately, and recombine them without affecting density properties. Next, we ...

Multifractal Approach to Time Clustering of Earthquakes. Application to Mt. Vesuvio Seismicity

Science.gov (United States)

Codano, C.; Alonzo, M. L.; Vilardo, G.

The clustering structure of the Vesuvian earthquakes occurring is investigated by means of statistical tools: the inter-event time distribution, the running mean and the multifractal analysis. The first cannot clearly distinguish between a Poissonian process and a clustered one due to the difficulties of clearly distinguishing between an exponential distribution and a power law one. The running mean test reveals the clustering of the earthquakes, but looses information about the structure of the distribution at global scales. The multifractal approach can enlighten the clustering at small scales, while the global behaviour remains Poissonian. Subsequently the clustering of the events is interpreted in terms of diffusive processes of the stress in the earth crust.

Multi-fractal analysis and lacunarity spectrum of the dark matter haloes in the SDSS-DR7

International Nuclear Information System (INIS)

Chacón-Cardona, C.A.; Casas-Miranda, R.A.; Muñoz-Cuartas, J.C.

2016-01-01

Highlights: • We analysed the dark matter in Seventh Data Release of the Sloan Digital Sky Survey. • From the initial sample with 412,468 galaxies, 339,505 dark matter haloes were used. • We found the multifractal and the lacunarity spectrum as radial distance function. • The dark matter set did not achieve at the physical dimension of the space. - Abstract: The dark matter halo distribution of the nearby universe is used to study the fractal behaviour in the proximate universe. The data, which is based on four volume-limited galaxy samples was obtained by Muñoz-Cuartas and Mueller (2012) from the Seventh Data Release of the Sloan Digital Sky Survey (SDSS-DR7). In order to know the fractal behaviour of the observed universe, from the initial sample which contains 412,468 galaxies and 339,505 dark matter haloes were used as input for the fractal calculations. Using this data we use the sliding-window technique for the dark matter distribution and compute the multi-fractal dimension and the lacunarity spectrum and use it to study its dependence on radial distance in every sample. The transition to homogeneity is not observed in the dark matter halo distribution obtained from the SDSS-DR7 volume-limited galaxy samples; in its place the dark matter halo distribution exhibits a persistent multi-fractal behaviour where the measured dimension does not arrive at the value of the physical dimension of the space, for all structure parameter values of the analysed set, at least up to radial distances of the ordered from 165 Mpc/h from the available centres of each sample. Our results and their implications are discussed in the context of the formation of large-scale structures in the universe.

Multifractal properties of diffusion-limited aggregates and random multiplicative processes

International Nuclear Information System (INIS)

Canessa, E.

1991-04-01

We consider the multifractal properties of irreversible diffusion-limited aggregation (DLA) from the point of view of the self-similarity of fluctuations in random multiplicative processes. In particular we analyse the breakdown of multifractal behaviour and phase transition associated with the negative moments of the growth probabilities in DLA. (author). 20 refs, 5 figs

Coupled uncertainty provided by a multifractal random walker

International Nuclear Information System (INIS)

Koohi Lai, Z.; Vasheghani Farahani, S.; Movahed, S.M.S.; Jafari, G.R.

2015-01-01

The aim here is to study the concept of pairing multifractality between time series possessing non-Gaussian distributions. The increasing number of rare events creates “criticality”. We show how the pairing between two series is affected by rare events, which we call “coupled criticality”. A method is proposed for studying the coupled criticality born out of the interaction between two series, using the bivariate multifractal random walk (BiMRW). This method allows studying dependence of the coupled criticality on the criticality of each individual system. This approach is applied to data sets of gold and oil markets, and inflation and unemployment. - Highlights: • The coupled criticality between two systems is modeled by the bivariate multifractal random walk. • This coupled criticality is generally directed. • This coupled criticality is inversely proportional to the criticality of either of the systems. • The coupled criticality can emerge when at least one of the systems posses a Gaussian distribution

Different Multifractal Scaling of the 0 cm Average Ground Surface Temperature of Four Representative Weather Stations over China

Directory of Open Access Journals (Sweden)

Lei Jiang

2013-01-01

Full Text Available The temporal scaling properties of the daily 0 cm average ground surface temperature (AGST records obtained from four selected sites over China are investigated using multifractal detrended fluctuation analysis (MF-DFA method. Results show that the AGST records at all four locations exhibit strong persistence features and different scaling behaviors. The differences of the generalized Hurst exponents are very different for the AGST series of each site reflecting the different scaling behaviors of the fluctuation. Furthermore, the strengths of multifractal spectrum are different for different weather stations and indicate that the multifractal behaviors vary from station to station over China.

Multifractality as a Measure of Complexity in Solar Flare Activity

Science.gov (United States)

Sen, Asok K.

2007-03-01

In this paper we use the notion of multifractality to describe the complexity in H α flare activity during the solar cycles 21, 22, and 23. Both northern and southern hemisphere flare indices are analyzed. Multifractal behavior of the flare activity is characterized by calculating the singularity spectrum of the daily flare index time series in terms of the Hölder exponent. The broadness of the singularity spectrum gives a measure of the degree of multifractality or complexity in the flare index data. The broader the spectrum, the richer and more complex is the structure with a higher degree of multifractality. Using this broadness measure, complexity in the flare index data is compared between the northern and southern hemispheres in each of the three cycles, and among the three cycles in each of the two hemispheres. Other parameters of the singularity spectrum can also provide information about the fractal properties of the flare index data. For instance, an asymmetry to the left or right in the singularity spectrum indicates a dominance of high or low fractal exponents, respectively, reflecting a relative abundance of large or small fluctuations in the total energy emitted by the flares. Our results reveal that in the even (22nd) cycle the singularity spectra are very similar for the northern and southern hemispheres, whereas in the odd cycles (21st and 23rd) they differ significantly. In particular, we find that in cycle 21, the northern hemisphere flare index data have higher complexity than its southern counterpart, with an opposite pattern prevailing in cycle 23. Furthermore, small-scale fluctuations in the flare index time series are predominant in the northern hemisphere in the 21st cycle and are predominant in the southern hemisphere in the 23rd cycle. Based on these findings one might suggest that, from cycle to cycle, there exists a smooth switching between the northern and southern hemispheres in the multifractality of the flaring process. This new

Characterizing water fingering phenomena in soils using magnetic resonance imaging and multifractal theory

Directory of Open Access Journals (Sweden)

A. Posadas

2009-02-01

Full Text Available The study of water movement in soils is of fundamental importance in hydrologic science. It is generally accepted that in most soils, water and solutes flow through unsaturated zones via preferential paths or fingers. This paper combines magnetic resonance imaging (MRI with both fractal and multifractal theory to characterize preferential flow in three dimensions. A cubic double-layer column filled with fine and coarse textured sand was placed into a 500 gauss MRI system. Water infiltration through the column (0.15×0.15×0.15 m³ was recorded in steady state conditions. Twelve sections with a voxel volume of 0.1×0.1×10 mm³ each were obtained and characterized using fractal and multifractal theory. The MRI system provided a detailed description of the preferential flow under steady state conditions and was also useful in understanding the dynamics of the formation of the fingers. The f(α multifractal spectrum was very sensitive to the variation encountered at each horizontally-oriented slice of the column and provided a suitable characterization of the dynamics of the process identifying four spatial domains. In conclusion, MRI and fractal and multifractal analysis were able to characterize and describe the preferential flow process in soils. Used together, the two methods provide a good alternative to study flow transport phenomena in soils and in porous media.

Statistical classifiers on multifractal parameters for optical diagnosis of cervical cancer

Science.gov (United States)

Mukhopadhyay, Sabyasachi; Pratiher, Sawon; Kumar, Rajeev; Krishnamoorthy, Vigneshram; Pradhan, Asima; Ghosh, Nirmalya; Panigrahi, Prasanta K.

2017-06-01

An augmented set of multifractal parameters with physical interpretations have been proposed to quantify the varying distribution and shape of the multifractal spectrum. The statistical classifier with accuracy of 84.17% validates the adequacy of multi-feature MFDFA characterization of elastic scattering spectroscopy for optical diagnosis of cancer.

Multifractal characteristics of NDVI maps in space and time in the Community of Madrid (Spain)

Science.gov (United States)

Sotoca, Juan J. Martin; Saa-Requejo, Antonio; Grau, Juan B.; Tarquis, Ana M.

2015-04-01

communities. Oikos. 2012;121(11):1810-1820 10.1111/j.1600-0706.2011.20423.x Scheuring, I., Riedi, R.H., 1994. Application of multifractals to the analysis of vegetation pattern. J. Veg. Sci. 5, 489-496. Solé RV, Bascompte J.: Self-organization in complex ecosystems. Princeton University Press,2006. Acknowledgements First author acknowledges the Research Grant obtained from CEIGRAM in 2014

Universal multifractality in multiparticle production

International Nuclear Information System (INIS)

Florkowski, W.; Hwa, R.C.

1991-01-01

The G moments for the multifractal analysis of multiparticle production are investigated in a model-independent way. By successive bin splitting and assuming the existence of a multiplicity splitting function that depends on multiplicity, but applicable at all steps of the splittings, we study the ergodicity of horizontal and vertical averaging, and derive a universality relation for the G moments. It relates the G moments for different initial multiplicities to a common scaling function Γ q (ξ). The experimental verification of this scaling property would, on the one hand, signify self-similarity in the data, and, on the other, provide a convenient function for comparison not only among different experiments, but also between theory and experiment

Multifractals in Western Major STOCK Markets Historical Volatilities in Times of Financial Crisis

Science.gov (United States)

Lahmiri, Salim

In this paper, the generalized Hurst exponent is used to investigate multifractal properties of historical volatility (CHV) in stock market price and return series before, during and after 2008 financial crisis. Empirical results from NASDAQ, S&P500, TSE, CAC40, DAX, and FTSE stock market data show that there is strong evidence of multifractal patterns in HV of both price and return series. In addition, financial crisis deeply affected the behavior and degree of multifractality in volatility of Western financial markets at price and return levels.

Multifractality and quantum diffusion from self-consistent theory of localization

Energy Technology Data Exchange (ETDEWEB)

Suslov, I. M., E-mail: suslov@kapitza.ras.ru [Kapitza Institute for Physical Problems (Russian Federation)

2015-11-15

Multifractal properties of wave functions in a disordered system can be derived from self-consistent theory of localization by Vollhardt and Wölfle. A diagrammatic interpretation of results allows to obtain all scaling relations used in numerical experiments. The arguments are given that the one-loop Wegner result for a space dimension d = 2 + ϵ is exact, so the multifractal spectrum is strictly parabolical. The σ-models are shown to be deficient at the four-loop level and the possible reasons of that are discussed. The extremely slow convergence to the thermodynamic limit is demonstrated. The open question on the relation between multifractality and a spatial dispersion of the diffusion coefficient D(ω, q) is resolved in the compromise manner due to ambiguity of the D(ω, q) definition. Comparison is made with the extensive numerical material.

Multifractal analysis of the long-range correlations in the cardiac dynamics of Drosophila melanogaster

International Nuclear Information System (INIS)

Vitanov, Nikolay K.; Yankulova, Elka D.

2006-01-01

By means of the multifractal detrended fluctuation analysis (MFDFA) we investigate long-range correlations in the interbeat time series of heart activity of Drosophila melanogaster-the classical object of research in genetics. Our main investigation tool are the fractal spectra f(α) and h(q) by means of which we trace the correlation properties of Drosophila heartbeat dynamics for three consequent generations of species. We observe that opposite to the case of humans the time series of the heartbeat activity of healthy Drosophila do not have scaling properties. Time series from species with genetic defects can be long-range correlated. Different kinds of genetic heart defects lead to different shape of the fractal spectra. The fractal heartbeat dynamics of Drosophila is transferred from generation to generation

Fractal and multifractal characteristics of swift heavy ion induced self-affine nanostructured BaF{sub 2} thin film surfaces

Energy Technology Data Exchange (ETDEWEB)

Yadav, R. P.; Mittal, A. K. [Department of Physics, University of Allahabad, Allahabad 211002 (India); Kumar, Manvendra, E-mail: kmanav@gmail.com; Pandey, A. C. [Nanotechnology Application Centre, University of Allahabad, Allahabad 211002 (India)

2015-08-15

Fractal and multifractal characteristics of self-affine surfaces of BaF{sub 2} thin films, deposited on crystalline Si 〈1 1 1〉 substrate at room temperature, were studied. Self-affine surfaces were prepared by irradiation of 120 MeV Ag{sup 9+} ions which modified the surface morphology at nanometer scale. The surface morphology of virgin thin film and those irradiated with different ion fluences are characterized by atomic force microscopy technique. The surface roughness (interface width) shows monotonic decrease with ion fluences, while the other parameters, such as lateral correlation length, roughness exponent, and fractal dimension, did not show either monotonic decrease or increase in nature. The self-affine nature of the films is further confirmed by autocorrelation function. The power spectral density of thin films surfaces exhibits inverse power law variation with spatial frequency, suggesting the existence of fractal component in surface morphology. The multifractal detrended fluctuation analysis based on the partition function approach is also performed on virgin and irradiated thin films. It is found that the partition function exhibits the power law behavior with the segment size. Moreover, it is also seen that the scaling exponents vary nonlinearly with the moment, thereby exhibiting the multifractal nature.

Multifractality in Cardiac Dynamics

Science.gov (United States)

Ivanov, Plamen Ch.; Rosenblum, Misha; Stanley, H. Eugene; Havlin, Shlomo; Goldberger, Ary

1997-03-01

Wavelet decomposition is used to analyze the fractal scaling properties of heart beat time series. The singularity spectrum D(h) of the variations in the beat-to-beat intervals is obtained from the wavelet transform modulus maxima which contain information on the hierarchical distribution of the singularities in the signal. Multifractal behavior is observed for healthy cardiac dynamics while pathologies are associated with loss of support in the singularity spectrum.

Measuring complexity with multifractals in texts. Translation effects

International Nuclear Information System (INIS)

Ausloos, M.

2012-01-01

Highlights: ► Two texts in English and one in Esperanto are transformed into 6 time series. ► D(q) and f(alpha) of such (and shuffled) time series are obtained. ► A model for text construction is presented based on a parametrized Cantor set. ► The model parameters can also be used when examining machine translated texts. ► Suggested extensions to higher dimensions: in 2D image analysis and on hypertexts. - Abstract: Should quality be almost a synonymous of complexity? To measure quality appears to be audacious, even very subjective. It is hereby proposed to use a multifractal approach in order to quantify quality, thus through complexity measures. A one-dimensional system is examined. It is known that (all) written texts can be one-dimensional nonlinear maps. Thus, several written texts by the same author are considered, together with their translation, into an unusual language, Esperanto, and asa baseline their corresponding shuffled versions. Different one-dimensional time series can be used: e.g. (i) one based on word lengths, (ii) the other based on word frequencies; both are used for studying, comparing and discussing the map structure. It is shown that a variety in style can be measured through the D(q) and f(α) curves characterizing multifractal objects. This allows to observe on the one hand whether natural and artificial languages significantly influence the writing and the translation, and whether one author’s texts differ technically from each other. In fact, the f(α) curves of the original texts are similar to each other, but the translated text shows marked differences. However in each case, the f(α) curves are far from being parabolic, – in contrast to the shuffled texts. Moreover, the Esperanto text has more extreme values. Criteria are thereby suggested for estimating a text quality, as if it is a time series only. A model is introduced in order to substantiate the findings: it consists in considering a text as a random Cantor set

Multifractality and value-at-risk forecasting of exchange rates

Science.gov (United States)

Batten, Jonathan A.; Kinateder, Harald; Wagner, Niklas

2014-05-01

This paper addresses market risk prediction for high frequency foreign exchange rates under nonlinear risk scaling behaviour. We use a modified version of the multifractal model of asset returns (MMAR) where trading time is represented by the series of volume ticks. Our dataset consists of 138,418 5-min round-the-clock observations of EUR/USD spot quotes and trading ticks during the period January 5, 2006 to December 31, 2007. Considering fat-tails, long-range dependence as well as scale inconsistency with the MMAR, we derive out-of-sample value-at-risk (VaR) forecasts and compare our approach to historical simulation as well as a benchmark GARCH(1,1) location-scale VaR model. Our findings underline that the multifractal properties in EUR/USD returns in fact have notable risk management implications. The MMAR approach is a parsimonious model which produces admissible VaR forecasts at the 12-h forecast horizon. For the daily horizon, the MMAR outperforms both alternatives based on conditional as well as unconditional coverage statistics.

Multifractal investigation of continuous seismic signal recorded at El Hierro volcano (Canary Islands) during the 2011-2012 pre- and eruptive phases

Science.gov (United States)

Telesca, Luciano; Lovallo, Michele; Martì Molist, Joan; López Moreno, Carmen; Abella Meléndez, Rafael

2015-02-01

The Multifractal Detrended Fluctuation Analysis (MF-DFA) is an effective method that allows detecting multifractality in non-stationary signals. We applied the MF-DFA to the continuous seismic signal recorded at El Hierro volcano (Canary Islands), which was affected by a submarine monogenetic eruption in October 2011. We investigated the multifractal properties of the continuous seismic signal before the onset of the eruption and after. We analysed three frames of the signal, one measured before the onset of eruption that occurred on October 10, 2011; and two after, but corresponding to two distinct eruptive episodes, the second one started on November 22, 2011 and lasting until late February 2012. The results obtained show a striking difference in the width of the multifractal spectrum, which is generally used to quantify the multifractal degree of a signal: the multifractal spectra of the signal frames recorded during the eruptive episodes are almost identical and much narrower than that of the signal frame measured before the onset of the eruption. Such difference indicates that the seismic signal recorded during the unrest reflects mostly the fracturing of the host rock under the overpressure exerted by the intruding magma, while that corresponding to the eruptive phases was mostly influenced by the flow of magma through the plumbing system, even some fracturing remains, not being possible to distinguish among the two eruptive episodes in terms of rock fracture mechanics.

Fractals and multifractals in physics

International Nuclear Information System (INIS)

Arcangelis, L. de.

1987-01-01

We present a general introduction to the world of fractals. The attention is mainly devoted to stress how fractals do indeed appear in the real world and to find quantitative methods for characterizing their properties. The idea of multifractality is also introduced and it is presented in more details within the framework of the percolation problem

Multifractal resilience and viability

Science.gov (United States)

Tchiguirinskaia, I.; Schertzer, D. J. M.

2017-12-01

The term resilience has become extremely fashionable and there had been many attempts to provide operational definition and in fact metrics going beyond a set of more or less ad-hoc indicators. The viability theory (Aubin and Saint-Pierre, 2011) have been used to give a rather precise mathematical definition of resilience (Deffuant and Gilbert, 2011). However, it does not grasp the multiscale nature of resilience that is rather fundamental as particularly stressed by Folke et al (2010). In this communication, we first recall a preliminary attempt (Tchiguirinskaia et al., 2014) to define multifractal resilience with the help of the maximal probable singularity. Then we extend this multifractal approach to the capture basin of the viability, therefore the resilient basin. Aubin, J P, A. Bayen, and P Saint-Pierre (2011). Viability Theory. New Directions. Springer, Berlin,. Deffuant, G. and Gilbert, N. (eds) (2011) Viability and Resilience of Complex Systems. Springer Berlin.Folke, C., S R Carpenter, B Walker, M Sheffer, T Chapin, and J Rockstroem (2010). Resilience thinking: integrating re- silience, adaptability and transformability. Ecology and So- ciety, 14(4):20, Tchiguirinskaia,I., D. Schertzer, , A. Giangola-Murzyn and T. C. Hoang (2014). Multiscale resilience metrics to assess flood. Proceedings of ICCSA 2014, Normandie University, Le Havre, France -.

Aging in autonomic control by multifractal studies of cardiac interbeat intervals in the VLF band

International Nuclear Information System (INIS)

Makowiec, Danuta; Kryszewski, Stanisław; Rynkiewicz, Andrzej; Wdowczyk-Szulc, Joanna; Żarczyńska-Buchowiecka, Marta; Gałąska, Rafał

2011-01-01

The heart rate responds dynamically to various intrinsic and environmental stimuli. The autonomic nervous system is said to play a major role in this response. Multifractal analysis offers a novel method to assess the response of cardiac interbeat intervals. Twenty-four hour ECG recordings of RR interbeat intervals (of 48 elderly volunteers (age 65–94), 40 middle-aged persons (age 45–53) and 36 young adults (age 18–26)) were investigated to study the effect of aging on autonomic regulation during normal activity in healthy adults. Heart RR-interval variability in the very low frequency (VLF) band (32–420 RR intervals) was evaluated by multifractal tools. The nocturnal and diurnal signals of 6 h duration were studied separately. For each signal, the analysis was performed twice: for a given signal and for the integrated signal. A multifractal spectrum was quantified by the h max value at which a multifractal spectrum attained its maximum, width of a spectrum, Hurst exponent, extreme events h left and distance between the maxima of a signal and its integrated counterpart. The following seven characteristics are suggested as quantifying the age-related decrease in the autonomic function ('int' refers to the integrated signal): (a) h sleep max − h max wake > 0.05 for a signal; (b) h int max > 1.15 for wake; (c) h int max − h max > 0.85 for sleep; (d) Hurst wake − Hurst sleep < 0.01; (e) width wake > 0.07; (f) width int < 0.30 for sleep; (g) h int left > 0.75. Eighty-one percent of elderly people had at least four of these properties, and ninety-two percent of young people had three or less. This shows that the multifractal approach offers a concise and reliable index of healthy aging for each individual. Additionally, the applied method yielded insights into dynamical changes in the autonomic regulation due to the circadian cycle and aging. Our observations support the hypothesis that imbalance in the autonomic control due to healthy aging could

The weather and climate: emergent laws and multifractal cascades

Science.gov (United States)

Lovejoy, Shaun; Schertzer, Daniel

2013-04-01

Science in general and physics and geophysics in particular are hierarchies of interlocking theories and models with low level, fundamental laws such as quantum mechanics and statistical mechanics providing the underpinnings for the emergence of the qualitatively new, higher level laws of thermodynamics and continuum mechanics that provide the current bases for modelling the weather and climate. Yest it was the belief of generations of turbulence pioneers (notably Richardson, Kolmogorov, Obhukhov, Corrsin, Bolgiano) that at sufficiently high levels of nonlinearity (quantified by the Reynold's number, of the order 10**12 in the atmosphere) that new even higher level laws would emerge describing "fully developed turbulence". However for atmospheric applications, the pioneers' eponymous laws suffered from two basic restrictions - isotropy and homogeneity - that prevented them from being valid over wide ranges of scale. Over the last thirty years both of these restrictions have been overcome - the former with the generalization from isotropic to strongly anisotropic notions of scale (to account notably for stratification), and from homogeneity to strong heterogeneity (intermittency) via multifractal cascades. In this presentation we give an overview of recent developments and analyses covering huge ranges of space-time scales (including weather, macroweather and climate time scales). We show how the combination of strong anisotropy and strong intermittency commonly leads to the "phenomenological fallacy" in which morphology is confounded with mechanism. With the help of stochastic models, we show how processes with vastly different large and small scale morphologies can arise from a unique multifractal dynamical mechanisms [Lovejoy and Schertzer, 2013]. References: Lovejoy, S., and D. Schertzer (2013), The Weather and Climate: Emergent Laws and Multifractal Cascades, 480 pp., Cambridge University Press, Cambridge.

Entropy and Multifractality in Relativistic Ion-Ion Collisions

Directory of Open Access Journals (Sweden)

Shaista Khan

2018-01-01

Full Text Available Entropy production in multiparticle systems is investigated by analyzing the experimental data on ion-ion collisions at AGS and SPS energies and comparing the findings with those reported earlier for hadron-hadron, hadron-nucleus, and nucleus-nucleus collisions. It is observed that the entropy produced in limited and full phase space, when normalized to maximum rapidity, exhibits a kind of scaling which is nicely supported by Monte Carlo model HIJING. Using Rényi’s order q information entropy, multifractal characteristics of particle production are examined in terms of generalized dimensions, Dq. Nearly the same values of multifractal specific heat, c, observed in hadronic and ion-ion collisions over a wide range of incident energies suggest that the quantity c might be used as a universal characteristic of multiparticle production in hadron-hadron, hadron-nucleus, and nucleus-nucleus collisions. The analysis is extended to the study of spectrum of scaling indices. The findings reveal that Rényi’s order q information entropy could be another way to investigate the fluctuations in multiplicity distributions in terms of spectral function f(α, which has been argued to be a convenient function for comparison sake not only among different experiments but also between the data and theoretical models.

Multifractals Properties on the Near Infrared Spectroscopy of Human Brain Hemodynamic

Directory of Open Access Journals (Sweden)

Truong Quang Dang Khoa

2012-01-01

Full Text Available Nonlinear physics presents us with a perplexing variety of complicated fractal objects and strange sets. Naturally one wishes to characterize the objects and describe the events occurring on them. Moreover, most time series found in “real-life” applications appear quite noisy. Therefore, at almost every point in time, they cannot be approximated either by the Taylor series or by the Fourier series of just a few terms. Many experimental time series have fractal features and display singular behavior, the so-called singularities. The multifractal spectrum quantifies the degree of fractals in the processes generating the time series. A novel definition is proposed called full-width Hölder exponents that indicate maximum expansion of multifractal spectrum. The obtained results have demonstrated the multifractal structure of near-infrared spectroscopy time series and the evidence for brain imagery activities.

Multifractal fluctuations in joint angles during infant spontaneous kicking reveal multiplicativity-driven coordination

International Nuclear Information System (INIS)

Stephen, Damian G.; Hsu, Wen-Hao; Young, Diana; Saltzman, Elliot L.; Holt, Kenneth G.; Newman, Dava J.; Weinberg, Marc; Wood, Robert J.; Nagpal, Radhika; Goldfield, Eugene C.

2012-01-01

Previous research has considered infant spontaneous kicking as a form of exploration. According to this view, spontaneous kicking provides information about motor degrees of freedom and may shape multijoint coordinations for more complex movement patterns such as gait. Recent work has demonstrated that multifractal, multiplicative fluctuations in exploratory movements index energy flows underlying perceptual-motor information. If infant spontaneous kicking is exploratory and occasions an upstream flow of information from the motor periphery, we expected not only that multiplicativity of fluctuations at the hip should promote multiplicativity of fluctuations at more distal joints (i.e., reflecting downstream effects of neural control) but also that multiplicativity at more distal joints should promote multiplicativity at the hip. Multifractal analysis demonstrated that infant spontaneous kicking in four typically developing infants for evidence of multiplicative fluctuations in multiple joint angles along the leg (i.e., hip, knee, and ankle) exhibited multiplicativity. Vector autoregressive modeling demonstrated that only one leg exhibited downstream effects but that both legs exhibited upstream effects. These results confirm the exploratory aspect of infant spontaneous kicking and suggest chaotic dynamics in motor coordination. They also resonate with existing models of chaos-controlled robotics and noise-based interventions for rehabilitating motor coordination in atypically developing patients.

Multifractal Detrended Fluctuation Analysis of Regional Precipitation Sequences Based on the CEEMDAN-WPT

Science.gov (United States)

Liu, Dong; Cheng, Chen; Fu, Qiang; Liu, Chunlei; Li, Mo; Faiz, Muhammad Abrar; Li, Tianxiao; Khan, Muhammad Imran; Cui, Song

2018-03-01

In this paper, the complete ensemble empirical mode decomposition with the adaptive noise (CEEMDAN) algorithm is introduced into the complexity research of precipitation systems to improve the traditional complexity measure method specific to the mode mixing of the Empirical Mode Decomposition (EMD) and incomplete decomposition of the ensemble empirical mode decomposition (EEMD). We combined the CEEMDAN with the wavelet packet transform (WPT) and multifractal detrended fluctuation analysis (MF-DFA) to create the CEEMDAN-WPT-MFDFA, and used it to measure the complexity of the monthly precipitation sequence of 12 sub-regions in Harbin, Heilongjiang Province, China. The results show that there are significant differences in the monthly precipitation complexity of each sub-region in Harbin. The complexity of the northwest area of Harbin is the lowest and its predictability is the best. The complexity and predictability of the middle and Midwest areas of Harbin are about average. The complexity of the southeast area of Harbin is higher than that of the northwest, middle, and Midwest areas of Harbin and its predictability is worse. The complexity of Shuangcheng is the highest and its predictability is the worst of all the studied sub-regions. We used terrain and human activity as factors to analyze the causes of the complexity of the local precipitation. The results showed that the correlations between the precipitation complexity and terrain are obvious, and the correlations between the precipitation complexity and human influence factors vary. The distribution of the precipitation complexity in this area may be generated by the superposition effect of human activities and natural factors such as terrain, general atmospheric circulation, land and sea location, and ocean currents. To evaluate the stability of the algorithm, the CEEMDAN-WPT-MFDFA was compared with the equal probability coarse graining LZC algorithm, fuzzy entropy, and wavelet entropy. The results show

Financial market volatility and contagion effect: A copula-multifractal volatility approach

Science.gov (United States)

Chen, Wang; Wei, Yu; Lang, Qiaoqi; Lin, Yu; Liu, Maojuan

2014-03-01

In this paper, we propose a new approach based on the multifractal volatility method (MFV) to study the contagion effect between the U.S. and Chinese stock markets. From recent studies, which reveal that multifractal characteristics exist in both developed and emerging financial markets, according to the econophysics literature we could draw conclusions as follows: Firstly, we estimate volatility using the multifractal volatility method, and find out that the MFV method performs best among other volatility models, such as GARCH-type and realized volatility models. Secondly, we analyze the tail dependence structure between the U.S. and Chinese stock market. The estimated static copula results for the entire period show that the SJC copula performs best, indicating asymmetric characteristics of the tail dependence structure. The estimated dynamic copula results show that the time-varying t copula achieves the best performance, which means the symmetry dynamic t copula is also a good choice, for it is easy to estimate and is able to depict both the upper and lower tail dependence structure. Finally, with the results of the previous two steps, we analyze the contagion effect between the U.S. and Chinese stock markets during the subprime mortgage crisis. The empirical results show that the subprime mortgage crisis started in the U.S. and that its stock market has had an obvious contagion effect on the Chinese stock market. Our empirical results should/might be useful for investors allocating their portfolios.

Singularity spectra of fractional Brownian motions as a multi-fractal

International Nuclear Information System (INIS)

Kim, T.S.; Kim, S.

2004-01-01

Fractional Brownian motion acts as a random process with statistical self-similarity in time and self-affinity in shape. From these properties, the complicated patterns can be suitably represented by it with a minimal parameter and less memory. By considering its statistical property through the power spectrum density we can see that this process is not stationary, even though its differential motion is stationary. So in this paper, by taking the wavelet transform instead of Fourier transformation we investigate its multi-fractal spectrum as a multi-fractal model

Intermittency and multifractional Brownian character of geomagnetic time series

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G. Consolini

2013-07-01

Full Text Available The Earth's magnetosphere exhibits a complex behavior in response to the solar wind conditions. This behavior, which is described in terms of mutifractional Brownian motions, could be the consequence of the occurrence of dynamical phase transitions. On the other hand, it has been shown that the dynamics of the geomagnetic signals is also characterized by intermittency at the smallest temporal scales. Here, we focus on the existence of a possible relationship in the geomagnetic time series between the multifractional Brownian motion character and the occurrence of intermittency. In detail, we investigate the multifractional nature of two long time series of the horizontal intensity of the Earth's magnetic field as measured at L'Aquila Geomagnetic Observatory during two years (2001 and 2008, which correspond to different conditions of solar activity. We propose a possible double origin of the intermittent character of the small-scale magnetic field fluctuations, which is related to both the multifractional nature of the geomagnetic field and the intermittent character of the disturbance level. Our results suggest a more complex nature of the geomagnetic response to solar wind changes than previously thought.

Fractional governing equations of transient groundwater flow in confined aquifers with multi-fractional dimensions in fractional time

OpenAIRE

M. L. Kavvas; T. Tu; A. Ercan; J. Polsinelli

2017-01-01

Using fractional calculus, a dimensionally consistent governing equation of transient, saturated groundwater flow in fractional time in a multi-fractional confined aquifer is developed. First, a dimensionally consistent continuity equation for transient saturated groundwater flow in fractional time and in a multi-fractional, multidimensional confined aquifer is developed. For the equation of water flux within a multi-fractional multidimensional confined aquifer, a dimensionally...

Multifractality in edge localized modes in Japan Atomic Energy Research Institute Tokamak-60 Upgrade

International Nuclear Information System (INIS)

Bak, P.E.; Asakura, N.; Miura, Y.; Nakano, T.; Yoshino, R.

2001-01-01

The temporal losses of confinement during edge localized modes in the Japan Atomic Energy Research Institute Tokamak-60 Upgrade (JT-60U) show multifractal scaling and the spectra are generally smooth, but in some cases there are signs of discontinuous derivatives. Dynamics of the Sugama-Horton model, interpreted as edge localized modes, also display multifractal scaling. The spectra display singularities in the derivative, which can be interpreted as a phase transition. It is argued that the multifractal spectra of edge localized modes can be used to discriminate between different experimental discharges and validate edge localized mode models

Empirical method to measure stochasticity and multifractality in nonlinear time series

Science.gov (United States)

Lin, Chih-Hao; Chang, Chia-Seng; Li, Sai-Ping

2013-12-01

An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the stochasticity of different time series can be compared. The local volatility of the time series under study can be constructed using this algorithm, and the multifractal structure of the time series can be analyzed by using this local volatility. As an example, we employ this method to analyze financial time series from different stock markets. The result shows that while developed markets evolve very much like an Ito process, the emergent markets are far from efficient. Differences about the multifractal structures and leverage effects between developed and emergent markets are discussed. The algorithm used here can be applied in a similar fashion to study time series of other complex systems.

EGS Richardson AGU Chapman NVAG3 Conference: Nonlinear Variability in Geophysics: scaling and multifractal processes

Directory of Open Access Journals (Sweden)

D. Schertzer

1994-01-01

Full Text Available 1. The conference The third conference on "Nonlinear VAriability in Geophysics: scaling and multifractal processes" (NVAG 3 was held in Cargese, Corsica, Sept. 10-17, 1993. NVAG3 was joint American Geophysical Union Chapman and European Geophysical Society Richardson Memorial conference, the first specialist conference jointly sponsored by the two organizations. It followed NVAG1 (Montreal, Aug. 1986, NVAG2 (Paris, June 1988; Schertzer and Lovejoy, 1991, five consecutive annual sessions at EGS general assemblies and two consecutive spring AGU meeting sessions. As with the other conferences and workshops mentioned above, the aim was to develop confrontation between theories and experiments on scaling/multifractal behaviour of geophysical fields. Subjects covered included climate, clouds, earthquakes, atmospheric and ocean dynamics, tectonics, precipitation, hydrology, the solar cycle and volcanoes. Areas of focus included new methods of data analysis (especially those used for the reliable estimation of multifractal and scaling exponents, as well as their application to rapidly growing data bases from in situ networks and remote sensing. The corresponding modelling, prediction and estimation techniques were also emphasized as were the current debates about stochastic and deterministic dynamics, fractal geometry and multifractals, self-organized criticality and multifractal fields, each of which was the subject of a specific general discussion. The conference started with a one day short course of multifractals featuring four lectures on a Fundamentals of multifractals: dimension, codimensions, codimension formalism, b Multifractal estimation techniques: (PDMS, DTM, c Numerical simulations, Generalized Scale Invariance analysis, d Advanced multifractals, singular statistics, phase transitions, self-organized criticality and Lie cascades (given by D. Schertzer and S. Lovejoy, detailed course notes were sent to participants shortly after the

EGS Richardson AGU Chapman NVAG3 Conference: Nonlinear Variability in Geophysics: scaling and multifractal processes

Science.gov (United States)

Schertzer, D.; Lovejoy, S.

1. The conference The third conference on "Nonlinear VAriability in Geophysics: scaling and multifractal processes" (NVAG 3) was held in Cargese, Corsica, Sept. 10-17, 1993. NVAG3 was joint American Geophysical Union Chapman and European Geophysical Society Richardson Memorial conference, the first specialist conference jointly sponsored by the two organizations. It followed NVAG1 (Montreal, Aug. 1986), NVAG2 (Paris, June 1988; Schertzer and Lovejoy, 1991), five consecutive annual sessions at EGS general assemblies and two consecutive spring AGU meeting sessions. As with the other conferences and workshops mentioned above, the aim was to develop confrontation between theories and experiments on scaling/multifractal behaviour of geophysical fields. Subjects covered included climate, clouds, earthquakes, atmospheric and ocean dynamics, tectonics, precipitation, hydrology, the solar cycle and volcanoes. Areas of focus included new methods of data analysis (especially those used for the reliable estimation of multifractal and scaling exponents), as well as their application to rapidly growing data bases from in situ networks and remote sensing. The corresponding modelling, prediction and estimation techniques were also emphasized as were the current debates about stochastic and deterministic dynamics, fractal geometry and multifractals, self-organized criticality and multifractal fields, each of which was the subject of a specific general discussion. The conference started with a one day short course of multifractals featuring four lectures on a) Fundamentals of multifractals: dimension, codimensions, codimension formalism, b) Multifractal estimation techniques: (PDMS, DTM), c) Numerical simulations, Generalized Scale Invariance analysis, d) Advanced multifractals, singular statistics, phase transitions, self-organized criticality and Lie cascades (given by D. Schertzer and S. Lovejoy, detailed course notes were sent to participants shortly after the conference). This

Multiplicative multifractal modeling and discrimination of human neuronal activity

International Nuclear Information System (INIS)

Zheng Yi; Gao Jianbo; Sanchez, Justin C.; Principe, Jose C.; Okun, Michael S.

2005-01-01

Understanding neuronal firing patterns is one of the most important problems in theoretical neuroscience. It is also very important for clinical neurosurgery. In this Letter, we introduce a computational procedure to examine whether neuronal firing recordings could be characterized by cascade multiplicative multifractals. By analyzing raw recording data as well as generated spike train data from 3 patients collected in two brain areas, the globus pallidus externa (GPe) and the globus pallidus interna (GPi), we show that the neural firings are consistent with a multifractal process over certain time scale range (t 1 ,t 2 ), where t 1 is argued to be not smaller than the mean inter-spike-interval of neuronal firings, while t 2 may be related to the time that neuronal signals propagate in the major neural branching structures pertinent to GPi and GPe. The generalized dimension spectrum D q effectively differentiates the two brain areas, both intra- and inter-patients. For distinguishing between GPe and GPi, it is further shown that the cascade model is more effective than the methods recently examined by Schiff et al. as well as the Fano factor analysis. Therefore, the methodology may be useful in developing computer aided tools to help clinicians perform precision neurosurgery in the operating room

Multifractal analysis of implied volatility in index options

Science.gov (United States)

Oh, GabJin

2014-06-01

In this paper, we analyze the statistical and the non-linear properties of the log-variations in implied volatility for the CAC40, DAX and S& P500 daily index options. The price of an index option is generally represented by its implied volatility surface, including its smile and skew properties. We utilize a Lévy process model as the underlying asset to deepen our understanding of the intrinsic property of the implied volatility in the index options and estimate the implied volatility surface. We find that the options pricing models with the exponential Lévy model can reproduce the smile or sneer features of the implied volatility that are observed in real options markets. We study the variation in the implied volatility for at-the-money index call and put options, and we find that the distribution function follows a power-law distribution with an exponent of 3.5 ≤ γ ≤ 4.5. Especially, the variation in the implied volatility exhibits multifractal spectral characteristics, and the global financial crisis has influenced the complexity of the option markets.

CHAOS EXPANSION FOR MULTIFRACTIONAL L ´EVY PROCESSES%多分数L´evy过程的混沌展开

Institute of Scientific and Technical Information of China (English)

吕学斌; 马树建

2016-01-01

In this paper, we study the chaos expansion for multifractional L´evy processes. By using the white noise analysis, we give the chaos expansion of multifractional L´evy Processes. Moreover, we derive their L´evy-Hermite transforms and Malliavin derivatives.%本文研究了多分数L´evy过程的混沌展开。利用白噪声分析方法，给出了多分数L´evy过程的混沌展开。进一步地，给出其L´evy-Hermite变换和Malliavin导数。

Relationship research between meteorological disasters and stock markets based on a multifractal detrending moving average algorithm

Science.gov (United States)

Li, Qingchen; Cao, Guangxi; Xu, Wei

2018-01-01

Based on a multifractal detrending moving average algorithm (MFDMA), this study uses the fractionally autoregressive integrated moving average process (ARFIMA) to demonstrate the effectiveness of MFDMA in the detection of auto-correlation at different sample lengths and to simulate some artificial time series with the same length as the actual sample interval. We analyze the effect of predictable and unpredictable meteorological disasters on the US and Chinese stock markets and the degree of long memory in different sectors. Furthermore, we conduct a preliminary investigation to determine whether the fluctuations of financial markets caused by meteorological disasters are derived from the normal evolution of the financial system itself or not. We also propose several reasonable recommendations.

From standard alpha-stable Lévy motions to horizontal visibility networks: dependence of multifractal and Laplacian spectrum

Science.gov (United States)

Zou, Hai-Long; Yu, Zu-Guo; Anh, Vo; Ma, Yuan-Lin

2018-05-01

In recent years, researchers have proposed several methods to transform time series (such as those of fractional Brownian motion) into complex networks. In this paper, we construct horizontal visibility networks (HVNs) based on the -stable Lévy motion. We aim to study the relations of multifractal and Laplacian spectrum of transformed networks on the parameters and of the -stable Lévy motion. First, we employ the sandbox algorithm to compute the mass exponents and multifractal spectrum to investigate the multifractality of these HVNs. Then we perform least squares fits to find possible relations of the average fractal dimension , the average information dimension and the average correlation dimension against using several methods of model selection. We also investigate possible dependence relations of eigenvalues and energy on , calculated from the Laplacian and normalized Laplacian operators of the constructed HVNs. All of these constructions and estimates will help us to evaluate the validity and usefulness of the mappings between time series and networks, especially between time series of -stable Lévy motions and HVNs.

Multifractal characterization of cerebrovascular dynamics in newborn rats

International Nuclear Information System (INIS)

Pavlov, A.N.; Semyachkina-Glushkovskaya, O.V.; Lychagov, V.V.; Abdurashitov, A.S.; Pavlova, O.N.; Sindeeva, O.A.; Sindeev, S.S.

2015-01-01

In this paper we study the cerebrovascular dynamics in newborn rats using the wavelet-based multifractal formalism in order to reveal effective markers of early pathological changes in the macro- and microcirculation at the hidden stage of the development of intracranial hemorrhage (ICH). We demonstrate that the singularity spectrum estimated with the wavelet-transform modulus maxima (WTMM) technique allows clear characterization of a reduced complexity of blood flow dynamics and changes of the correlation properties at the transformation of normal physiological processes into pathological dynamics that are essentially different at the level of large and small blood vessels

Analysis of the sensitivity to rainfall spatio-temporal variability of an operational urban rainfall-runoff model in a multifractal framework

Science.gov (United States)

Gires, A.; Tchiguirinskaia, I.; Schertzer, D. J.; Lovejoy, S.

2011-12-01

In large urban areas, storm water management is a challenge with enlarging impervious areas. Many cities have implemented real time control (RTC) of their urban drainage system to either reduce overflow or limit urban contamination. A basic component of RTC is hydraulic/hydrologic model. In this paper we use the multifractal framework to suggest an innovative way to test the sensitivity of such a model to the spatio-temporal variability of its rainfall input. Indeed the rainfall variability is often neglected in urban context, being considered as a non-relevant issue at the scales involve. Our results show that on the contrary the rainfall variability should be taken into account. Universal multifractals (UM) rely on the concept of multiplicative cascade and are a standard tool to analyze and simulate with a reduced number of parameters geophysical processes that are extremely variable over a wide range of scales. This study is conducted on a 3 400 ha urban area located in Seine-Saint-Denis, in the North of Paris (France). We use the operational semi-distributed model that was calibrated by the local authority (Direction Eau et Assainnissement du 93) that is in charge of urban drainage. The rainfall data comes from the C-Band radar of Trappes operated by Météo-France. The rainfall event of February 9th, 2009 was used. A stochastic ensemble approach was implemented to quantify the uncertainty on discharge associated to the rainfall variability occurring at scales smaller than 1 km x 1 km x 5 min that is usually available with C-band radar networks. An analysis of the quantiles of the simulated peak flow showed that the uncertainty exceeds 20 % for upstream links. To evaluate a potential gain from a direct use of the rainfall data available at the resolution of X-band radar, we performed similar analysis of the rainfall fields of the degraded resolution of 9 km x 9 km x 20 min. The results show a clear decrease in uncertainty when the original resolution of C

Dynamics of chaotic maps for modelling the multifractal spectrum of human brain Diffusion Tensor Images

International Nuclear Information System (INIS)

Provata, A.; Katsaloulis, P.; Verganelakis, D.A.

2012-01-01

Highlights: ► Calculation of human brain multifractal spectra. ► Calculations are based on Diffusion Tensor MRI Images. ► Spectra are modelled by coupled Ikeda map dynamics. ► Coupled lattice Ikeda maps model well only positive multifractal spectra. ► Appropriately modified coupled lattice Ikeda maps give correct spectra. - Abstract: The multifractal spectra of 3d Diffusion Tensor Images (DTI) obtained by magnetic resonance imaging of the human brain are studied. They are shown to deviate substantially from artificial brain images with the same white matter intensity. All spectra, obtained from 12 healthy subjects, show common characteristics indicating non-trivial moments of the intensity. To model the spectra the dynamics of the chaotic Ikeda map are used. The DTI multifractal spectra for positive q are best approximated by 3d coupled Ikeda maps in the fully developed chaotic regime. The coupling constants are as small as α = 0.01. These results reflect not only the white tissue non-trivial architectural complexity in the human brain, but also demonstrate the presence and importance of coupling between neuron axons. The architectural complexity is also mirrored by the deviations in the negative q-spectra, where the rare events dominate. To obtain a good agreement in the DTI negative q-spectrum of the brain with the Ikeda dynamics, it is enough to slightly modify the most rare events of the coupled Ikeda distributions. The representation of Diffusion Tensor Images with coupled Ikeda maps is not unique: similar conclusions are drawn when other chaotic maps (Tent, Logistic or Henon maps) are employed in the modelling of the neuron axons network.

Fractional governing equations of transient groundwater flow in confined aquifers with multi-fractional dimensions in fractional time

Directory of Open Access Journals (Sweden)

M. L. Kavvas

2017-10-01

Full Text Available Using fractional calculus, a dimensionally consistent governing equation of transient, saturated groundwater flow in fractional time in a multi-fractional confined aquifer is developed. First, a dimensionally consistent continuity equation for transient saturated groundwater flow in fractional time and in a multi-fractional, multidimensional confined aquifer is developed. For the equation of water flux within a multi-fractional multidimensional confined aquifer, a dimensionally consistent equation is also developed. The governing equation of transient saturated groundwater flow in a multi-fractional, multidimensional confined aquifer in fractional time is then obtained by combining the fractional continuity and water flux equations. To illustrate the capability of the proposed governing equation of groundwater flow in a confined aquifer, a numerical application of the fractional governing equation to a confined aquifer groundwater flow problem was also performed.

Use of wavelet-packet transforms to develop an engineering model for multifractal characterization of mutation dynamics in pathological and nonpathological gene sequences

Science.gov (United States)

Walker, David Lee

1999-12-01

This study uses dynamical analysis to examine in a quantitative fashion the information coding mechanism in DNA sequences. This exceeds the simple dichotomy of either modeling the mechanism by comparing DNA sequence walks as Fractal Brownian Motion (fbm) processes. The 2-D mappings of the DNA sequences for this research are from Iterated Function System (IFS) (Also known as the ``Chaos Game Representation'' (CGR)) mappings of the DNA sequences. This technique converts a 1-D sequence into a 2-D representation that preserves subsequence structure and provides a visual representation. The second step of this analysis involves the application of Wavelet Packet Transforms, a recently developed technique from the field of signal processing. A multi-fractal model is built by using wavelet transforms to estimate the Hurst exponent, H. The Hurst exponent is a non-parametric measurement of the dynamism of a system. This procedure is used to evaluate gene- coding events in the DNA sequence of cystic fibrosis mutations. The H exponent is calculated for various mutation sites in this gene. The results of this study indicate the presence of anti-persistent, random walks and persistent ``sub-periods'' in the sequence. This indicates the hypothesis of a multi-fractal model of DNA information encoding warrants further consideration. This work examines the model's behavior in both pathological (mutations) and non-pathological (healthy) base pair sequences of the cystic fibrosis gene. These mutations both natural and synthetic were introduced by computer manipulation of the original base pair text files. The results show that disease severity and system ``information dynamics'' correlate. These results have implications for genetic engineering as well as in mathematical biology. They suggest that there is scope for more multi-fractal models to be developed.

Multifractal Model of Soil Water Erosion

Science.gov (United States)

Oleshko, Klaudia

2017-04-01

Breaking of solid surface symmetry during the interaction between the rainfall of high erosivity index and internally unstable volcanic soil/vegetation systems, results in roughness increasing as well as fertile horizon loosing. In these areas, the sustainability of management practices depends on the ability to select and implement the precise indicators of soil erodibility and vegetation capacity to protect the system against the extreme damaging precipitation events. Notwithstanding, the complex, non-linear and scaling nature of the phenomena involved in the interaction among the soil, vegetation and precipitation is still not taken into account by the numerous commonly used empirical, mathematical and computer simulation models: for instance, by the universal soil loss equation (USLE). The soil erodibility factor (K-factor) is still measuring by a set of empirical, dimensionless parameters and indexes, without taking into account the scaling (frequently multifractal) origin of a broad range of heterogeneous, anisotropic and dynamical phenomena involved in hydric erosion. Their mapping is not representative of this complex system spatial variability. In our research, we propose to use the toolbox of fractals and multifractals techniques in vista of its ability to measure the scale invariance and type/degree of soil, vegetation and precipitation symmetry breaking. The hydraulic units are chosen as the precise measure of soil/vegetation stability. These units are measured and modeled for soils with contrasting architecture, based on their porosity/permeability (Poroperm) as well as retention capacity relations. The simple Catalog of the most common Poroperm relations is proposed and the main power law relations among the elements of studied system are established and compared for some representative agricultural and natural Biogeosystems of Mexico. All resulted are related with the Mandelbrot' Baby Theorem in order to construct the universal Phase Diagram which

Comparison of the multifractal characteristics of heavy metals in soils within two areas of contrasting economic activities in China

Science.gov (United States)

Li, Xiaohui; Li, Xiangling; Yuan, Feng; Jowitt, Simon M.; Zhou, Taofa; Yang, Kui; Zhou, Jie; Hu, Xunyu; Li, Yang

2016-09-01

Industrial and agricultural activities can generate heavy metal pollution that can cause a number of negative environmental and health impacts. This means that evaluating heavy metal pollution and identifying the sources of these pollutants, especially in urban or developed areas, is an important first step in mitigating the effects of these contaminating but necessary economic activities. Here, we present the results of a heavy metal (Cu, Pb, Zn, Cd, As, and Hg) soil geochemical survey in Hefei city. We used a multifractal spectral technique to identify and compare the multifractality of heavy metal concentrations of soils within the industrial Daxing and agricultural Yicheng areas. This paper uses three multifractal parameters (Δα, Δf(α), and τ''(1)) to indicate the overall amount of multifractality within the soil geochemical data. The results show all of the elements barring Hg have larger Δα, Δf(α), and τ''(1) values in the Daxing area compared to the Yicheng area. The degree of multifractality suggests that the differing economic activities in Daxing and Yicheng generate very different heavy metal pollution loads. In addition, the industrial Daxing area contains significant Pb and Cd soil contamination, whereas Hg is the main heavy metal present in soils within the Yicheng area, indicating that differing clean-up procedures and approaches to remediating these polluted areas are needed. The results also indicate that multifractal modelling and the associated generation of multifractal parameters can be a useful approach in the evaluation of heavy metal pollution in soils.

A multifractal approach to characterize cumulative rainfall and tillage effects on soil surface micro-topography and to predict depression storage

Directory of Open Access Journals (Sweden)

E. Vidal Vázquez

2010-10-01

Full Text Available Most of the indices currently employed for assessing soil surface micro-topography, such as random roughness (RR, are merely descriptors of its vertical component. Recently, multifractal analysis provided a new insight for describing the spatial configuration of soil surface roughness. The main objective of this study was to test the ability of multifractal parameters to assess in field conditions the decay of initial surface roughness induced by natural rainfall under different soil tillage systems. In addition, we evaluated the potential of the joint use of multifractal indices plus RR to improve predictions of water storage in depressions of the soil surface (MDS. Field experiments were performed on an Oxisol at Campinas, São Paulo State (Brazil. Six tillage treatments, namely, disc harrow, disc plough, chisel plough, disc harrow + disc level, disc plough + disc level and chisel plough + disc level were tested. In each treatment soil surface micro-topography was measured four times, with increasing amounts of natural rainfall, using a pin meter. The sampling scheme was a square grid with 25 × 25 mm point spacing and the plot size was 1350 × 1350 mm (≈1.8 m², so that each data set consisted of 3025 individual elevation points. Duplicated measurements were taken per treatment and date, yielding a total of 48 experimental data sets. MDS was estimated from grid elevation data with a depression-filling algorithm. Multifractal analysis was performed for experimental data sets as well as for oriented and random surface conditions obtained from the former by removing slope and slope plus tillage marks, respectively. All the investigated microplots exhibited multifractal behaviour, irrespective of surface condition, but the degree of multifractality showed wide differences between them. Multifractal parameters provided valuable information for characterizing the spatial features of soil micro-topography as they were able to

Multifractal modeling of the production of concentrated sugar syrup crystal

International Nuclear Information System (INIS)

Bi Sheng; Gao Jianbo

2016-01-01

High quality, concentrated sugar syrup crystal is produced in a critical step in cane sugar production: the clarification process. It is characterized by two variables: the color of the produced sugar and its clarity degree. We show that the temporal variations of these variables follow power-law distributions and can be well modeled by multiplicative cascade multifractal processes. These interesting properties suggest that the degradation in color and clarity degree has a system-wide cause. In particular, the cascade multifractal model suggests that the degradation in color and clarity degree can be equivalently accounted for by the initial “impurities” in the sugarcane. Hence, more effective cleaning of the sugarcane before the clarification stage may lead to substantial improvement in the effect of clarification. (paper)

Hartree-Fock study of the Anderson metal-insulator transition in the presence of Coulomb interaction: Two types of mobility edges and their multifractal scaling exponents

Science.gov (United States)

Lee, Hyun-Jung; Kim, Ki-Seok

2018-04-01

We investigate the role of Coulomb interaction in the multifractality of Anderson metal-insulator transition, where the Coulomb interaction is treated within the Hartree-Fock approximation, but disorder effects are taken into account exactly. An innovative technical aspect in our simulation is to utilize the Ewald-sum technique, which allows us to introduce the long-range nature of the Coulomb interaction into Hartree-Fock self-consistent equations of order parameters more accurately. This numerical simulation reproduces the Altshuler-Aronov correction in a metallic state and the Efros-Shklovskii pseudogap in an insulating phase, where the density of states ρ (ω ) is evaluated in three dimensions. Approaching the quantum critical point of a metal-insulator transition from either the metallic or insulting phase, we find that the density of states is given by ρ (ω ) ˜|ω| 1 /2 , which determines one critical exponent of the McMillan-Shklovskii scaling theory. Our main result is to evaluate the eigenfunction multifractal scaling exponent αq, given by the Legendre transformation of the fractal dimension τq, which characterizes the scaling behavior of the inverse participation ratio with respect to the system size L . Our multifractal analysis leads us to identify two kinds of mobility edges, one of which occurs near the Fermi energy and the other of which appears at a high energy, where the density of states at the Fermi energy shows the Coulomb-gap feature. We observe that the multifractal exponent at the high-energy mobility edge remains to be almost identical to that of the Anderson localization transition in the absence of Coulomb interactions. On the other hand, we find that the multifractal exponent near the Fermi energy is more enhanced than that at the high-energy mobility edge, suspected to result from interaction effects. However, both the multifractal exponents do not change even if the strength of the Coulomb interaction varies. We also show that the

Multifractal properties of ball milling dynamics

Energy Technology Data Exchange (ETDEWEB)

Budroni, M. A., E-mail: mabudroni@uniss.it; Pilosu, V.; Rustici, M. [Dipartimento di Chimica e Farmacia, Università degli Studi di Sassari, Via Vienna 2, Sassari 07100 (Italy); Delogu, F. [Dipartimento di Ingegneria Meccanica, Chimica, e dei Materiali, Università degli Studi di Cagliari, via Marengo 2, Cagliari 09123 (Italy)

2014-06-15

This work focuses on the dynamics of a ball inside the reactor of a ball mill. We show that the distribution of collisions at the reactor walls exhibits multifractal properties in a wide region of the parameter space defining the geometrical characteristics of the reactor and the collision elasticity. This feature points to the presence of restricted self-organized zones of the reactor walls where the ball preferentially collides and the mechanical energy is mainly dissipated.

Detrended cross-correlation analysis on RMB exchange rate and Hang Seng China Enterprises Index

Science.gov (United States)

Ruan, Qingsong; Yang, Bingchan; Ma, Guofeng

2017-02-01

In this paper, we investigate the cross-correlations between the Hang Seng China Enterprises Index and RMB exchange markets on the basis of a cross-correlation statistic test and multifractal detrended cross-correlation analysis (MF-DCCA). MF-DCCA has, at best, serious limitations for most of the signals describing complex natural processes and often indicates multifractal cross-correlations when there are none. In order to prevent these false multifractal cross-correlations, we apply MFCCA to verify the cross-correlations. Qualitatively, we find that the return series of the Hang Seng China Enterprises Index and RMB exchange markets were, overall, significantly cross-correlated based on the statistical analysis. Quantitatively, we find that the cross-correlations between the stock index and RMB exchange markets were strongly multifractal, and the multifractal degree of the onshore RMB exchange markets was somewhat larger than the offshore RMB exchange markets. Moreover, we use the absolute return series to investigate and confirm the fact of multifractality. The results from the rolling windows show that the short-term cross-correlations between volatility series remain high.

Understanding the source of multifractality in financial markets

Czech Academy of Sciences Publication Activity Database

Baruník, Jozef; Aste, T.; Di Matteo, T.; Liu, R.

2012-01-01

Roč. 391, č. 17 (2012), s. 4234-4251 ISSN 0378-4371 R&D Projects: GA ČR GA402/09/0965 Institutional research plan: CEZ:AV0Z10750506 Keywords : Multifractality * Financial markets * Hurst exponent Subject RIV: AH - Economics Impact factor: 1.676, year: 2012 http://www.sciencedirect.com/science/article/pii/S0378437112002890

The cross-correlation analysis of multi property of stock markets based on MM-DFA

Science.gov (United States)

Yang, Yujun; Li, Jianping; Yang, Yimei

2017-09-01

In this paper, we propose a new method called DH-MXA based on distribution histograms of Hurst surface and multiscale multifractal detrended fluctuation analysis. The method allows us to investigate the cross-correlation characteristics among multiple properties of different stock time series. It may provide a new way of measuring the nonlinearity of several signals. It also can provide a more stable and faithful description of cross-correlation of multiple properties of stocks. The DH-MXA helps us to present much richer information than multifractal detrented cross-correlation analysis and allows us to assess many universal and subtle cross-correlation characteristics of stock markets. We show DH-MXA by selecting four artificial data sets and five properties of four stock time series from different countries. The results show that our proposed method can be adapted to investigate the cross-correlation of stock markets. In general, the American stock markets are more mature and less volatile than the Chinese stock markets.

Multifractal analyis of soil invertebrates along a transect under different land uses

Science.gov (United States)

Machado Siqueira, Glécio; Alves Silva, Raimunda; Vidal-Vázquez, Eva; Paz-González, Antonio

2017-04-01

Soil fauna play a central role in many essential ecosystem processes. Land use and management can have a dramatic effect upon soil invertebrate community. Indices based on soil invertebrates abundance and diversity are fundamental for soil quality assessment. Many soil properties and attributes have been shown to exhibit spatial variabilityThe aim of this study was to analyze the scaling heterogeneity of the soil invertebrate community sampled using pitfall traps across a transect. The field study was conducted at Mata Roma municipality, Maranhão State, Brazil. Transects were marked under seven different agricultural/forestry land uses (millet, soybean, maize, eucalyptus, pasture, secondary savannah and native savannah). Native vegetation was considered as a reference, whereas the agricultural fields showed a range of soil use intensities. Along these transects 130 pitfall per land use were installed. First, differences in community assemblages and composition under different land use systems were evaluated using classical indices. Then, the spatial distribution of soil fauna trapped by pitfall techniques, characterized through generalized dimension, Dq, and singularity spectra, f(α) - α, showed a well-defined multifractal structure. Differences in scaling heterogeneity and other multifractal characteristics were examined in relation to land use intensification.

Roadmap for Scaling and Multifractals in Geosciences: still a long way to go ?

Science.gov (United States)

Schertzer, Daniel; Lovejoy, Shaun

2010-05-01

The interest in scale symmetries (scaling) in Geosciences has never lessened since the first pioneering EGS session on chaos and fractals 22 years ago. The corresponding NP activities have been steadily increasing, covering a wider and wider diversity of geophysical phenomena and range of space-time scales. Whereas interest was initially largely focused on atmospheric turbulence, rain and clouds at small scales, it has quickly broadened to much larger scales and to much wider scale ranges, to include ocean sciences, solid earth and space physics. Indeed, the scale problem being ubiquitous in Geosciences, it is indispensable to share the efforts and the resulting knowledge as much as possible. There have been numerous achievements which have followed from the exploration of larger and larger datasets with finer and finer resolutions, from both modelling and theoretical discussions, particularly on formalisms for intermittency, anisotropy and scale symmetry, multiple scaling (multifractals) vs. simple scaling,. We are now way beyond the early pioneering but tentative attempts using crude estimates of unique scaling exponents to bring some credence to the fact that scale symmetries are key to most nonlinear geoscience problems. Nowadays, we need to better demonstrate that scaling brings effective solutions to geosciences and therefore to society. A large part of the answer corresponds to our capacity to create much more universal and flexible tools to multifractally analyse in straightforward and reliable manners complex and complicated systems such as the climate. Preliminary steps in this direction are already quite encouraging: they show that such approaches explain both the difficulty of classical techniques to find trends in climate scenarios (particularly for extremes) and resolve them with the help of scaling estimators. The question of the reliability and accuracy of these methods is not trivial. After discussing these important, but rather short term issues

Multifractal aspects of the scaling laws in fully developed compressible turbulence

International Nuclear Information System (INIS)

Shivamoggi, B.K.

1995-01-01

In this paper, multifractal aspects of the scalings laws in fully developed compressible turbulence are considered. Compressibility effects on known results of incompressible turbulence are pointed out. copyright 1995 Academic Press, Inc

Multifractal spectra in homogeneous shear flow

Science.gov (United States)

Deane, A. E.; Keefe, L. R.

1988-01-01

Employing numerical simulations of 3-D homogeneous shear flow, the associated multifractal spectra of the energy dissipation, scalar dissipation and vorticity fields were calculated. The results for (128) cubed simulations of this flow, and those obtained in recent experiments that analyzed 1- and 2-D intersections of atmospheric and laboratory flows, are in some agreement. A two-scale Cantor set model of the energy cascade process which describes the experimental results from 1-D intersections quite well, describes the 3-D results only marginally.

Cascade-Driven Series with Narrower Multifractal Spectra Than Their Surrogates: Standard Deviation of Multipliers Changes Interactions across Scales

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Jun Taek Lee

2017-01-01

Full Text Available Multifractal (or singularity spectra widths w allow diagnosing cascade structure through comparing original series’ widths wOrig to surrogate series’ widths wSurr. However, interpretations of 0Multifractal detrended fluctuation analysis (MF-DFA and Chhabra and Jensen’s method provided two estimates of wOrig for 200 simulated series at each value 0.1≤σ≤1.1 incrementing by 0.05. Increasing σ draws wOrig away from wSurr

Repair, redistribution and repopulation in V79 spheroids during multifraction irradiation

International Nuclear Information System (INIS)

Brown, R.C.; Durand, R.E.

1994-01-01

We used cells growing as multicell spheroids to determine whether the initial radiation response would be predictive for multifraction exposures, or whether other factors including repopulation rate should be considered. Potential problems of hypoxia and reoxygenation were avoided by using small spheroids which had not yet developed radiobiologically hypoxic regions. Repair and redistribution dominated the responses in the first two or three exposures, with repopulation playing a minor role. As the fractionation schedule was extended, however, repopulation between fractions largely determined the number of viable cells per spheroid. We conclude that the radiation response of cells from untreated spheroids provides a general indication of net sensitivity, but that repair and redistribution produces considerable variation in radiosensitivity throughout a fractionation protocol. Ultimately, repopulation effects may dominate the multifraction response. (Author)

Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model

Science.gov (United States)

Wang, Jie; Wang, Jun; Stanley, H. Eugene

2018-02-01

To investigate the characteristics of extreme events in financial markets and the corresponding return intervals among these events, we use a Potts dynamic system to construct a random financial time series model of the attitudes of market traders. We use multiscale multifractal detrended cross-correlation analysis (MM-DCCA) and Lempel-Ziv complexity (LZC) perform numerical research of the return intervals for two significant China's stock market indices and for the proposed model. The new MM-DCCA method is based on the Hurst surface and provides more interpretable cross-correlations of the dynamic mechanism between different return interval series. We scale the LZC method with different exponents to illustrate the complexity of return intervals in different scales. Empirical studies indicate that the proposed return intervals from the Potts system and the real stock market indices hold similar statistical properties.

Multifractal analysis of the outputs of a fully distributed model for two case studies in urban hydrology

Science.gov (United States)

Gires, Auguste; Giangola-Murzyn, Agathe; Tchiguirinskaia, Ioulia; Schertzer, Daniel; Lovejoy, Shaun

2013-04-01

Hydrological fields are known to exhibit extreme variability over wide range of spatio-temporal scales. In this paper, these features are investigated in the specific context of urban hydrology with the help of two case studies. The first one consists in a 144 ha flat urban area located in the Seine-Saint-Denis County (North-East of Paris, France), known for suffering occasional pluvial flooding. The second one is a 250 ha urban area with a significant portion of forest located on a steep hillside of the Bièvre River (Yvelines County, South-West of Paris, France). The catchments behaviour is modelled with the help of Multi-Hydro, a fully distributed physically based model (2D/1D) currently under development at Ecole des Ponts ParisTech. It consists of an interacting core between open source software packages, each of them representing a portion of the water cycle in urban environment. The rainfall data comes from the C-band radar of Trappes operated by Météo-France and located at respectively 45 Km and 13 Km of the studied catchments. The resolution is 1 km in space and 5 min in time. Three rainfall events that occurred in 2010 and 2011 that generated significant surface runoff and some local flooding are analysed. First the uncertainty associated with small scale unmeasured rainfall variability (i.e. below the C-band radar resolution) is investigated. This is done through the analysis of the disparities among an ensemble of hydrological simulations performed with the help of downscaled rainfall fields. The downscaling implemented here simply consists in stochastically continuing the underlying Universal Multifractal cascade process observed on the available range of scales. This uncertainty is significant for both simulated conduit discharge and water depth, and therefore cannot be neglected, indicating the need to develop the use of X-band radars (which provide an hectometric resolution) in urban environment. Second it appears that the outputs (maps of water

Strong anticipation: Multifractal cascade dynamics modulate scaling in synchronization behaviors

International Nuclear Information System (INIS)

Stephen, Damian G.; Dixon, James A.

2011-01-01

Research highlights: → We investigated anticipatory behaviors in response to chaotic metronomes. → We assessed multifractal structure in tap intervals and onset intervals. → Strength of multifractality in tap intervals appears to match that in onset intervals. - Abstract: Previous research on anticipatory behaviors has found that the fractal scaling of human behavior may attune to the fractal scaling of an unpredictable signal [Stephen DG, Stepp N, Dixon JA, Turvey MT. Strong anticipation: Sensitivity to long-range correlations in synchronization behavior. Physica A 2008;387:5271-8]. We propose to explain this attunement as a case of multifractal cascade dynamics [Schertzer D, Lovejoy S. Generalised scale invariance in turbulent phenomena. Physico-Chem Hydrodyn J 1985;6:623-5] in which perceptual-motor fluctuations are coordinated across multiple time scales. This account will serve to sharpen the contrast between strong and weak anticipation: whereas the former entails a sensitivity to the intermittent temporal structure of an unpredictable signal, the latter simply predicts sensitivity to an aggregate description of an unpredictable signal irrespective of actual sequence. We pursue this distinction through a reanalysis of Stephen et al.'s data by examining the relationship between the widths of singularity spectra for intertap interval time series and for each corresponding interonset interval time series. We find that the attunement of fractal scaling reported by Stephen et al. was not the trivial result of sensitivity to temporal structure in aggregate but reflected a subtle sensitivity to the coordination across multiple time scales of fluctuation in the unpredictable signal.

Multifractal Modeling of Turbulent Mixing

Science.gov (United States)

Samiee, Mehdi; Zayernouri, Mohsen; Meerschaert, Mark M.

2017-11-01

Stochastic processes in random media are emerging as interesting tools for modeling anomalous transport phenomena. Applications include intermittent passive scalar transport with background noise in turbulent flows, which are observed in atmospheric boundary layers, turbulent mixing in reactive flows, and long-range dependent flow fields in disordered/fractal environments. In this work, we propose a nonlocal scalar transport equation involving the fractional Laplacian, where the corresponding fractional index is linked to the multifractal structure of the nonlinear passive scalar power spectrum. This work was supported by the AFOSR Young Investigator Program (YIP) award (FA9550-17-1-0150) and partially by MURI/ARO (W911NF-15-1-0562).

Multifractality, imperfect scaling and hydrological properties of rainfall time series simulated by continuous universal multifractal and discrete random cascade models

Directory of Open Access Journals (Sweden)

F. Serinaldi

2010-12-01

Full Text Available Discrete multiplicative random cascade (MRC models were extensively studied and applied to disaggregate rainfall data, thanks to their formal simplicity and the small number of involved parameters. Focusing on temporal disaggregation, the rationale of these models is based on multiplying the value assumed by a physical attribute (e.g., rainfall intensity at a given time scale L, by a suitable number b of random weights, to obtain b attribute values corresponding to statistically plausible observations at a smaller L/b time resolution. In the original formulation of the MRC models, the random weights were assumed to be independent and identically distributed. However, for several studies this hypothesis did not appear to be realistic for the observed rainfall series as the distribution of the weights was shown to depend on the space-time scale and rainfall intensity. Since these findings contrast with the scale invariance assumption behind the MRC models and impact on the applicability of these models, it is worth studying their nature. This study explores the possible presence of dependence of the parameters of two discrete MRC models on rainfall intensity and time scale, by analyzing point rainfall series with 5-min time resolution. Taking into account a discrete microcanonical (MC model based on beta distribution and a discrete canonical beta-logstable (BLS, the analysis points out that the relations between the parameters and rainfall intensity across the time scales are detectable and can be modeled by a set of simple functions accounting for the parameter-rainfall intensity relationship, and another set describing the link between the parameters and the time scale. Therefore, MC and BLS models were modified to explicitly account for these relationships and compared with the continuous in scale universal multifractal (CUM model, which is used as a physically based benchmark model. Monte Carlo simulations point out

From Mathematical Monsters to Generalized Scale Invariance in Geophysics: Highlights of the Multifractal Saga

Science.gov (United States)

Schertzer, D. J.; Tchiguirinskaia, I.; Lovejoy, S.

2013-12-01

Fractals and multifractals are very illustrative of the profound synergies between mathematics and geophysics. The book ';Fractal Geometry of Nature' (Mandelbrot, 1982) brilliantly demonstrated the genericity in geophysics of geometric forms like Cantor set, Peano curve and Koch snowflake, which were once considered as mathematical monsters. However, to tame the geophysical monsters (e.g. extreme weather, floods, earthquakes), it was required to go beyond geometry and a unique fractal dimension. The concept of multifractal was coined in the course of rather theoretical debates on intermittency in hydrodynamic turbulence, sometimes with direct links to atmospheric dynamics. The latter required a generalized notion of scale in order to deal both with scale symmetries and strong anisotropies (e.g. time vs. space, vertical vs. horizontal). It was thus possible to show that the consequences of intermittency are of first order, not just 'corrections' with respect to the classical non-intermittent modeling. This was in fact a radical paradigm shift for geophysics: the extreme variability of geophysical fields over wide ranges of scale, which had long been so often acknowledged and deplored, suddenly became handy. Recent illustrations are the possibility to track down in large date sets the Higgs boson of intermittence, i.e. a first order multifractal phase transition leading to self-organized criticality, and to simulate intermittent vector fields with the help of Lie cascades, based for instance on random Clifford algebra. It is rather significant that this revolution is no longer limited to fundamental and theoretical problems of geophysics, but now touches many applications including environmental management, in particular for urban management and resilience. These applications are particularly stimulating when taken in their full complexity.

Cosmic microwave background and inflation in multi-fractional spacetimes

Energy Technology Data Exchange (ETDEWEB)

Calcagni, Gianluca [Instituto de Estructura de la Materia,CSIC, Serrano 121, 28006 Madrid (Spain); Kuroyanagi, Sachiko [Department of Physics, Nagoya University,Chikusa, Nagoya 464-8602 (Japan); Institute for Advanced Research, Nagoya University,Chikusa, Nagoya 464-8602 (Japan); Tsujikawa, Shinji [Department of Physics, Faculty of Science, Tokyo University of Science,1-3, Kagurazaka, Shinjuku-ku, Tokyo 162-8601 (Japan)

2016-08-18

We use FIRAS and Planck 2015 data to place observational bounds on inflationary scenarios in multi-fractional spacetimes with q-derivatives. While a power-law expansion in the geometric time coordinate is subject to the usual constraints from the tensor-to-scalar ratio, model-independent best fits of the black-body and scalar spectra yield upper limits on the free parameters of the multi-fractal measure of the theory. When the measure describing the fractal spacetime geometry is non-oscillating, information on the CMB black-body spectrum places constraints on the theory independent from but weaker than those obtained from the Standard Model, astrophysical gravitational waves and gamma-ray bursts (GRBs). When log oscillations are included and the measure describes a discrete fractal spacetime at microscopic scales, we obtain the first observational constraints on the amplitudes of such oscillations and find, in general, strong constraints on the multi-scale geometry and on the dimension of space. These results complete the scan and reduction of the parameter space of the theory. Black-body bounds are obtained also for the theory with weighted derivatives.

Cosmic microwave background and inflation in multi-fractional spacetimes

International Nuclear Information System (INIS)

Calcagni, Gianluca; Kuroyanagi, Sachiko; Tsujikawa, Shinji

2016-01-01

We use FIRAS and Planck 2015 data to place observational bounds on inflationary scenarios in multi-fractional spacetimes with q-derivatives. While a power-law expansion in the geometric time coordinate is subject to the usual constraints from the tensor-to-scalar ratio, model-independent best fits of the black-body and scalar spectra yield upper limits on the free parameters of the multi-fractal measure of the theory. When the measure describing the fractal spacetime geometry is non-oscillating, information on the CMB black-body spectrum places constraints on the theory independent from but weaker than those obtained from the Standard Model, astrophysical gravitational waves and gamma-ray bursts (GRBs). When log oscillations are included and the measure describes a discrete fractal spacetime at microscopic scales, we obtain the first observational constraints on the amplitudes of such oscillations and find, in general, strong constraints on the multi-scale geometry and on the dimension of space. These results complete the scan and reduction of the parameter space of the theory. Black-body bounds are obtained also for the theory with weighted derivatives.

Improved moment scaling estimation for multifractal signals

Directory of Open Access Journals (Sweden)

D. Veneziano

2009-11-01

Full Text Available A fundamental problem in the analysis of multifractal processes is to estimate the scaling exponent K(q of moments of different order q from data. Conventional estimators use the empirical moments μ^_r^q=⟨ | ε_r(τ|^q⟩ of wavelet coefficients ε_r(τ, where τ is location and r is resolution. For stationary measures one usually considers "wavelets of order 0" (averages, whereas for functions with multifractal increments one must use wavelets of order at least 1. One obtains K^(q as the slope of log( μ^_r^q against log(r over a range of r. Negative moments are sensitive to measurement noise and quantization. For them, one typically uses only the local maxima of | ε_r(τ| (modulus maxima methods. For the positive moments, we modify the standard estimator K^(q to significantly reduce its variance at the expense of a modest increase in the bias. This is done by separately estimating K(q from sub-records and averaging the results. For the negative moments, we show that the standard modulus maxima estimator is biased and, in the case of additive noise or quantization, is not applicable with wavelets of order 1 or higher. For these cases we propose alternative estimators. We also consider the fitting of parametric models of K(q and show how, by splitting the record into sub-records as indicated above, the accuracy of standard methods can be significantly improved.

Characterization of turbulence stability through the identification of multifractional Brownian motions

Science.gov (United States)

Lee, K. C.

2013-02-01

Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.

Characterization of turbulence stability through the identification of multifractional Brownian motions

Directory of Open Access Journals (Sweden)

K. C. Lee

2013-02-01

Full Text Available Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.

Multifractal characteristics of optical turbulence measured through a single beam holographic process.

Science.gov (United States)

Pérez, Darío G; Barillé, Regis; Morille, Yohann; Zielińska, Sonia; Ortyl, Ewelina

2014-08-11

We have previously shown that azopolymer thin films exposed to coherent light that has travelled through a turbulent medium produces a surface relief grating containing information about the intensity of the turbulence; for instance, a relation between the refractive index structure constant C(n)2 as a function of the surface parameters was obtained. In this work, we show that these films capture much more information about the turbulence dynamics. Multifractal detrended fluctuation and fractal dimension analysis from images of the surface roughness produced by the light on the azopolymer reveals scaling properties related to those of the optical turbulence.

A multifractal formalism for countable alphabet subshifts

International Nuclear Information System (INIS)

Meson, Alejandro; Vericat, Fernando

2009-01-01

We study here the multifractal spectrum of local entropies for subshifts with an infinite alphabet. The description of this spectrum is obtained from the Legendre transform of a free energy map and Gibbs states associated with adequate potentials. The lack of compactness in the symbolic space necessitates modifications to the description for the compact case, i.e. for finite alphabet. In particular, the class of potentials must be restricted to a narrower one than that considered for the compact case

Upper Estimates on the Higher-dimensional Multifractal Spectrum of Local Entropy%局部熵高维重分形谱的上界估计

Institute of Scientific and Technical Information of China (English)

严珍珍; 陈二才

2008-01-01

We discuss the problem of higher-dimensional multifractal spectrum of lo-cal entropy for arbitrary invariant measures. By utilizing characteristics of a dynam-ical system, namely, higher-dimensional entropy capacities and higher-dimensional correlation entropies, we obtain three upper estimates on the higher-dimensional mul-tifractal spectrum of local entropies. We also study the domain of higher-dimensional multifractal spetrum of entropies.

A study on Improvisation in a Musical performance using Multifractal Detrended Cross Correlation Analysis

Science.gov (United States)

Sanyal, Shankha; Banerjee, Archi; Patranabis, Anirban; Banerjee, Kaushik; Sengupta, Ranjan; Ghosh, Dipak

2016-11-01

MFDFA (the most rigorous technique to assess multifractality) was performed on four Hindustani music samples played on same 'raga' sung by the same performer. Each music sample was divided into six parts and 'multifractal spectral width' was determined for each part corresponding to the four samples. The results obtained reveal that different parts of all the four sound signals possess spectral width of widely varying values. This gives a cue of the so called 'musical improvisation' in all music samples, keeping in mind they belong to the bandish part of the same raga. Formal compositions in Hindustani raga are juxtaposed with the improvised portions, where an artist manoeuvers his/her own creativity to bring out a mood that is specific for that particular performance, which is known as 'improvisation'. Further, this observation hints at the association of different emotions even in the same bandish of the same raga performed by the same artist, this interesting observation cannot be revealed unless rigorous non-linear technique explores the nature of musical structure. In the second part, we applied MFDXA technique to explore more in-depth about 'improvisation' and association with emotion. This technique is applied to find the degree of cross-correlation (γx) between the different parts of the samples. Pronounced correlation has been observed in the middle parts of the all the four samples evident from higher values of γx ​whereas the other parts show weak correlation. This gets further support from the values of spectral width from different parts of the sample - width of those parts is significantly different from other parts. This observation is extremely new both in respect of musical structure of so called improvisation and associated emotion. The importance of this study in application area of cognitive music therapy is immense.

Multifractality to Photonic Crystal & Self-Organization to Metamaterials through Anderson Localizations & Group/Gauge Theory

Science.gov (United States)

Hidajatullah-Maksoed, Widastra

2015-04-01

Arthur Cayley at least investigate by creating the theory of permutation group[F:∖∖Group_theory.htm] where in cell elements addressing of the lattice Qmf used a Cayley tree, the self-afine object Qmf is described by the combination of the finite groups of rotation & inversion and the infinite groups of translation & dilation[G Corso & LS Lacena: ``Multifractal lattice and group theory'', Physica A: Statistical Mechanics &Its Applications, 2005, v 357, issue I, h 64-70; http://www.sciencedirect.com/science/articel/pii/S0378437105005005 ] hence multifractal can be related to group theory. Many grateful Thanks to HE. Mr. Drs. P. SWANTORO & HE. Mr. Ir. SARWONO KUSUMAATMADJA.

Black holes in multi-fractional and Lorentz-violating models

Energy Technology Data Exchange (ETDEWEB)

Calcagni, Gianluca [CSIC, Instituto de Estructura de la Materia, Madrid (Spain); Rodriguez Fernandez, David [Universidad de Oviedo, Department of Physics, Oviedo (Spain); Ronco, Michele [Universita di Roma ' ' La Sapienza' ' , Dipartimento di Fisica, Rome (Italy); INFN, Rome (Italy)

2017-05-15

We study static and radially symmetric black holes in the multi-fractional theories of gravity with q-derivatives and with weighted derivatives, frameworks where the spacetime dimension varies with the probed scale and geometry is characterized by at least one fundamental length l{sub *}. In the q-derivatives scenario, one finds a tiny shift of the event horizon. Schwarzschild black holes can present an additional ring singularity, not present in general relativity, whose radius is proportional to l{sub *}. In the multi-fractional theory with weighted derivatives, there is no such deformation, but non-trivial geometric features generate a cosmological-constant term, leading to a de Sitter-Schwarzschild black hole. For both scenarios, we compute the Hawking temperature and comment on the resulting black-hole thermodynamics. In the case with q-derivatives, black holes can be hotter than usual and possess an additional ring singularity, while in the case with weighted derivatives they have a de Sitter hair of purely geometric origin, which may lead to a solution of the cosmological constant problem similar to that in unimodular gravity. Finally, we compare our findings with other Lorentz-violating models. (orig.)

Black holes in multi-fractional and Lorentz-violating models

International Nuclear Information System (INIS)

Calcagni, Gianluca; Rodriguez Fernandez, David; Ronco, Michele

2017-01-01

We study static and radially symmetric black holes in the multi-fractional theories of gravity with q-derivatives and with weighted derivatives, frameworks where the spacetime dimension varies with the probed scale and geometry is characterized by at least one fundamental length l_*. In the q-derivatives scenario, one finds a tiny shift of the event horizon. Schwarzschild black holes can present an additional ring singularity, not present in general relativity, whose radius is proportional to l_*. In the multi-fractional theory with weighted derivatives, there is no such deformation, but non-trivial geometric features generate a cosmological-constant term, leading to a de Sitter-Schwarzschild black hole. For both scenarios, we compute the Hawking temperature and comment on the resulting black-hole thermodynamics. In the case with q-derivatives, black holes can be hotter than usual and possess an additional ring singularity, while in the case with weighted derivatives they have a de Sitter hair of purely geometric origin, which may lead to a solution of the cosmological constant problem similar to that in unimodular gravity. Finally, we compare our findings with other Lorentz-violating models. (orig.)

ABC of multi-fractal spacetimes and fractional sea turtles

Energy Technology Data Exchange (ETDEWEB)

Calcagni, Gianluca [Instituto de Estructura de la Materia, CSIC, Madrid (Spain)

2016-04-15

We clarify what it means to have a spacetime fractal geometry in quantum gravity and show that its properties differ from those of usual fractals. A weak and a strong definition of multi-scale and multi-fractal spacetimes are given together with a sketch of the landscape of multi-scale theories of gravitation. Then, in the context of the fractional theory with q-derivatives, we explore the consequences of living in a multi-fractal spacetime. To illustrate the behavior of a non-relativistic body, we take the entertaining example of a sea turtle. We show that, when only the time direction is fractal, sea turtles swim at a faster speed than in an ordinary world, while they swim at a slower speed if only the spatial directions are fractal. The latter type of geometry is the one most commonly found in quantum gravity. For time-like fractals, relativistic objects can exceed the speed of light, but strongly so only if their size is smaller than the range of particle-physics interactions. We also find new results about log-oscillating measures, the measure presentation and their role in physical observations and in future extensions to nowhere-differentiable stochastic spacetimes. (orig.)

ABC of multi-fractal spacetimes and fractional sea turtles

International Nuclear Information System (INIS)

Calcagni, Gianluca

2016-01-01

We clarify what it means to have a spacetime fractal geometry in quantum gravity and show that its properties differ from those of usual fractals. A weak and a strong definition of multi-scale and multi-fractal spacetimes are given together with a sketch of the landscape of multi-scale theories of gravitation. Then, in the context of the fractional theory with q-derivatives, we explore the consequences of living in a multi-fractal spacetime. To illustrate the behavior of a non-relativistic body, we take the entertaining example of a sea turtle. We show that, when only the time direction is fractal, sea turtles swim at a faster speed than in an ordinary world, while they swim at a slower speed if only the spatial directions are fractal. The latter type of geometry is the one most commonly found in quantum gravity. For time-like fractals, relativistic objects can exceed the speed of light, but strongly so only if their size is smaller than the range of particle-physics interactions. We also find new results about log-oscillating measures, the measure presentation and their role in physical observations and in future extensions to nowhere-differentiable stochastic spacetimes. (orig.)

Black holes in multi-fractional and Lorentz-violating models.

Science.gov (United States)

Calcagni, Gianluca; Rodríguez Fernández, David; Ronco, Michele

2017-01-01

We study static and radially symmetric black holes in the multi-fractional theories of gravity with q -derivatives and with weighted derivatives, frameworks where the spacetime dimension varies with the probed scale and geometry is characterized by at least one fundamental length [Formula: see text]. In the q -derivatives scenario, one finds a tiny shift of the event horizon. Schwarzschild black holes can present an additional ring singularity, not present in general relativity, whose radius is proportional to [Formula: see text]. In the multi-fractional theory with weighted derivatives, there is no such deformation, but non-trivial geometric features generate a cosmological-constant term, leading to a de Sitter-Schwarzschild black hole. For both scenarios, we compute the Hawking temperature and comment on the resulting black-hole thermodynamics. In the case with q -derivatives, black holes can be hotter than usual and possess an additional ring singularity, while in the case with weighted derivatives they have a de Sitter hair of purely geometric origin, which may lead to a solution of the cosmological constant problem similar to that in unimodular gravity. Finally, we compare our findings with other Lorentz-violating models.

ABC of multi-fractal spacetimes and fractional sea turtles

Science.gov (United States)

Calcagni, Gianluca

2016-04-01

We clarify what it means to have a spacetime fractal geometry in quantum gravity and show that its properties differ from those of usual fractals. A weak and a strong definition of multi-scale and multi-fractal spacetimes are given together with a sketch of the landscape of multi-scale theories of gravitation. Then, in the context of the fractional theory with q-derivatives, we explore the consequences of living in a multi-fractal spacetime. To illustrate the behavior of a non-relativistic body, we take the entertaining example of a sea turtle. We show that, when only the time direction is fractal, sea turtles swim at a faster speed than in an ordinary world, while they swim at a slower speed if only the spatial directions are fractal. The latter type of geometry is the one most commonly found in quantum gravity. For time-like fractals, relativistic objects can exceed the speed of light, but strongly so only if their size is smaller than the range of particle-physics interactions. We also find new results about log-oscillating measures, the measure presentation and their role in physical observations and in future extensions to nowhere-differentiable stochastic spacetimes.

Multifractal detrended cross-correlation analysis for epileptic patient in seizure and seizure free status

International Nuclear Information System (INIS)

Ghosh, Dipak; Dutta, Srimonti; Chakraborty, Sayantan

2014-01-01

Highlights: • We analyze EEG of patients during seizure and in seizure free interval. • Data from different sections of the brain and seizure activity was analyzed. • Assessment of cross-correlation in seizure and seizure free interval using MF-DXA technique. - Abstract: This paper reports a study of EEG data of epileptic patients in terms of multifractal detrended cross-correlation analysis (MF-DXA). The EEG clinical data were obtained from the EEG Database available with the Clinic of Epileptology of the University Hospital of Bonn, Germany. The data sets (C, D, and E) were taken from five epileptic patients undergoing presurgical evaluations. The data sets consist of intracranial EEG recordings during seizure-free intervals (interictal periods) from within the epileptogenic zone (D) and from the hippocampal formation of the opposite hemisphere of the epileptic patients’ brain, respectively (C). The data set (E) was recorded during seizure activity (ictal periods). MF-DXA is a very rigorous and robust tool for assessment of cross-correlation among two nonlinear time series. The study reveals the degree of cross-correlation is more among seizure and seizure free interval in epileptogenic zone. These data are very significant for diagnosis, onset and prognosis of epileptic patients

Complexity and multifractal behaviors of multiscale-continuum percolation financial system for Chinese stock markets

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Zeng, Yayun; Wang, Jun; Xu, Kaixuan

2017-04-01

A new financial agent-based time series model is developed and investigated by multiscale-continuum percolation system, which can be viewed as an extended version of continuum percolation system. In this financial model, for different parameters of proportion and density, two Poisson point processes (where the radii of points represent the ability of receiving or transmitting information among investors) are applied to model a random stock price process, in an attempt to investigate the fluctuation dynamics of the financial market. To validate its effectiveness and rationality, we compare the statistical behaviors and the multifractal behaviors of the simulated data derived from the proposed model with those of the real stock markets. Further, the multiscale sample entropy analysis is employed to study the complexity of the returns, and the cross-sample entropy analysis is applied to measure the degree of asynchrony of return autocorrelation time series. The empirical results indicate that the proposed financial model can simulate and reproduce some significant characteristics of the real stock markets to a certain extent.

[Screening based on response surface methodology of multi-fractions traditional Chinese medicine with anti-influenza virus neuraminidase activity: take shuanghuanglian injection as an example].

Science.gov (United States)

Qiu, Ling-Ling; Chen, Long-Hu; Yan, Dan; Zhang, Ping; Tan, Man-Rong; Li, Zheng-Ming; Xiao, Xiao-He

2012-04-01

This study aimed to establish a novel method to screen out the combined components of multi-fractions traditional Chinese medicine (TCM), so that the internal relationship between multi-ingredients could be objectively assessed and the proportioning ratio could be optimized. Taking antiviral effect on neuraminidase activity of influenza virus as the evaluating indicator and using Box-Behnken response surface methodology, the main effective ingredients of Shuanghuanglian injection (SHL) were screened. Meanwhile, the relationship between active ingredients was discussed. Taking SHL as a comparison, the optimum proportioning ratio was predicted. The results indicated that chlorogenic acid, cryptochlorogenic acid, caffeic acid and baicalin have comparatively strong antiviral activity against influenza virus. Moreover, antagonistic action existed between chlorogenic acid and cryptochlorogenic acid, whereas synergistic action between caffeic acid and other components. The optimum proportioning ratio resulted from fitted model is: chlorogenic acid, cryptochlorogenic acid, caffeic acid and baicalin (107 microg x mL(-1) : 279 microg x mL(-1) : 7.99 microg x mL(-1) : 92 microg x mL(-1)). The antiviral activity of the recombined components is stronger than that of SHL, which was consistent with the experiment results (P < 0.05). Box-Behnken response surface methodology has the advantages of general-screening, high-performance and accurate-prediction etc, which is appropriate for screening the combined components of multi-fractions TCM and the optimization of the proportioning ratio. The proposed method can serve as a technological support for the development of modern multi-fractions TCM.

Clustering structures of large proteins using multifractal analyses based on a 6-letter model and hydrophobicity scale of amino acids

International Nuclear Information System (INIS)

Yang Jianyi; Yu Zuguo; Anh, Vo

2009-01-01

The Schneider and Wrede hydrophobicity scale of amino acids and the 6-letter model of protein are proposed to study the relationship between the primary structure and the secondary structural classification of proteins. Two kinds of multifractal analyses are performed on the two measures obtained from these two kinds of data on large proteins. Nine parameters from the multifractal analyses are considered to construct the parameter spaces. Each protein is represented by one point in these spaces. A procedure is proposed to separate large proteins in the α, β, α + β and α/β structural classes in these parameter spaces. Fisher's linear discriminant algorithm is used to assess our clustering accuracy on the 49 selected large proteins. Numerical results indicate that the discriminant accuracies are satisfactory. In particular, they reach 100.00% and 84.21% in separating the α proteins from the {β, α + β, α/β} proteins in a parameter space; 92.86% and 86.96% in separating the β proteins from the {α + β, α/β} proteins in another parameter space; 91.67% and 83.33% in separating the α/β proteins from the α + β proteins in the last parameter space.

APPLICATION OF RESULTS OF WAVELET AND MULTIFRACTAL ANALYSIS OF METAL STRUCTURE FOR PROGNOSIS OF ITS QUALITY

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VOLCHUK V. M.

2015-10-01

Full Text Available Problem statement. At present , to implement a deterministic method of assessment of the mechanical features is not possible based on the analysis of causalit links, because they are influenced with a large number of variables that are highly correlated with each other, and some part of them are changing in a wide range of unpredictable ways. Especially, this problem is in assessing the mechanical properties of metal constructions and products of special purpose in the process of their expluatation: oil pipes, carcasses of residential buildings, etc. In these cases, mechanical testing is the problem is not always technically feasible, and out of variety of express methods of non-destructive control are used often in practice in verbal or semiquantitative. The difficulty is that under the impact of various factors: temperature, corrosive environments, etc., structural changes occur far from thermodynamic equilibrium, and as result the mixed structures are got, including widmanshtatten structure. Use of classical methods of metallography is not always possible to quantify such structures with the precision that may be necessary for practical purposes. In this regard, considerable interest is the search for new approaches to assess the metal structure with a purpose of prognosis of its mechanical properties. Purpose. To obtain information about the possible application of wavelet-multifractal analysis to assess the mechanical properties of metal. Conclusion. Sensitiveness between strength properties and uniformity is set with regularity of structure elements of bainite-perlite group, and also between the viscous properties and uniformity, a regularity of element of the ferrite group. The results suggest that the realization of this method allows in the minimal and possible cost for the real tests to provide the necessary accuracy for practical purposes.

Multifractal analysis of Asian markets during 2007-2008 financial crisis

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Hasan, Rashid; Mohammad, Salim M.

2015-02-01

2007-2008 US financial crisis adversely affected the stock markets all over the world. Asian markets also came under pressure and were differently affected. As markets under stress could reveal features that remain hidden under normal conditions, we use MF-DFA technique to investigate the multifractal structure of the US and seven Asian stock markets during the crisis period. The overall period of study, from 01 July 2002 to 31 December 2013, is divided into three sub-periods: pre-crisis period, crisis period and post-crisis period. We find during the crisis period markets of the US, Japan, Hong Kong, S. Korea and Indonesia show very strong non-linearity for positive values of the moment q. We calculate the singularity spectra, f(α) for the three sub-periods for all markets. During the crisis period, we observe that the peaks of the f(α) spectra shift to lower values of α and markets of the US, Japan, Hong Kong, Korea and Indonesia exhibit increased long range correlations of large fluctuations in index returns. We also study the impact of the crisis on the power law exponent in the tail region of the cumulative return distribution and find that by excluding the crisis period from the overall data sets, the tail exponent increases across all markets.

True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence

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Liu, Ruipeng; Di Matteo, T.; Lux, Thomas

2007-09-01

In this paper, we consider daily financial data of a collection of different stock market indices, exchange rates, and interest rates, and we analyze their multi-scaling properties by estimating a simple specification of the Markov-switching multifractal (MSM) model. In order to see how well the estimated model captures the temporal dependence of the data, we estimate and compare the scaling exponents H(q) (for q=1,2) for both empirical data and simulated data of the MSM model. In most cases the multifractal model appears to generate ‘apparent’ long memory in agreement with the empirical scaling laws.

Detrended analysis of shower track distribution in nucleus-nucleus interactions at CERN SPS energy

International Nuclear Information System (INIS)

Mali, P.; Manna, S.K.; Haldar, P.K.; Mukhopadhyay, A.; Singh, G.

2017-01-01

We have studied the charged particle density fluctuations in "1"6O+Ag(Br) and "3"2S+Ag(Br) interactions at 200A GeV incident energy in the laboratory frame by using the detrended methods. These methods can extract (multi)fractal properties of the underlying distributions after filtering out the average trend of fluctuations associated. Multifractal parameters obtained from data analysis are systematically compared with event samples generated by the Ultra-relativistic Quantum Molecular Dynamics (UrQMD) model, where Bose–Einstein correlation (BEC) effect is mimicked via a charge reassignment algorithm implemented as an after burner. Both the experimental and the simulated data are subjected to two different statistical techniques namely the multifractal detrended fluctuation analysis (MFDFA) and multifractal detrended moving average (MFDMA) analysis. The results indicate that for both the interactions considered the pseudorapidity distributions of the shower tracks are multifractal in nature. Qualitatively, both methods of analysis and both interactions considered, result in similar behavior of multifractal parameters. We do however notice significant quantitative differences in certain cases.

The effects of common risk factors on stock returns: A detrended cross-correlation analysis

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Ruan, Qingsong; Yang, Bingchan

2017-10-01

In this paper, we investigate the cross-correlations between Fama and French three factors and the return of American industries on the basis of cross-correlation statistic test and multifractal detrended cross-correlation analysis (MF-DCCA). Qualitatively, we find that the return series of Fama and French three factors and American industries were overall significantly cross-correlated based on the analysis of a statistic. Quantitatively, we find that the cross-correlations between three factors and the return of American industries were strongly multifractal, and applying MF-DCCA we also investigate the cross-correlation of industry returns and residuals. We find that there exists multifractality of industry returns and residuals. The result of correlation coefficients we can verify that there exist other factors which influence the industry returns except Fama three factors.

The weather and Climate: emergent laws and multifractal cascades

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Lovejoy, S.

2016-12-01

In the atmosphere, nonlinear terms are typically about a trillion times larger than linear ones; we anticipate the emergence of high level turbulence laws. The classical turbulence laws were restricted to homogeneous and isotropic systems; to apply them to the atmosphere they must be generalized to account for strong anisotropy (especially stratification) and variability (intermittency). Over the last 30 years, using scaling symmetry principles and multifractal cascades, this has been done. While hitherto they were believed applicable only up to ≈ 100 m, (generalized) turbulence laws now anisotropic and multifractal, they cover spatial scales up planetary in extent and in time well beyond weather scales to include the climate. These higher level laws are stochastic in nature and provide the theoretical basis both for stochastic parametrizations as well as stochastic forecasting. In the time domain the emergent laws for fluctuations DT (for example in temperature T) have means T > ≈ DtH i.e. they are scaling (power laws) in the time interval Dt. We find find exponents H>0 (fluctuations increase with scale) up to ≈ Dt ≈10 days (the lifetime of planetary scale structures, the analogous transition in the ocean is at Dt ≈ 1 year on Mars it is Dt ≈ 2 sols). At larger Dt, there is a transition to a new "macroweather" regime with H≈30 years (anthropocene; larger in the pre-industrial epoch), new climate processes begin to dominate, leading to H>0. "The climate is what you expect, the weather is what you get": the climate is thought to be a kind of "average weather". However this "expected" behavior is macroweather, not the climate. On the contrary, the climate is the new even lower frequency regime at scales Dt> 30 yrs and it has statistical properties very similar to the weather. At these scales, "macroweather is what you expect, the climate is what you get". The scaling in the macroweather regime implies that there is a long-term memory. We show how the

Multifractal scaling at the Kolmogorov microscale in fully developed compressible turbulence

International Nuclear Information System (INIS)

Shivamoggi, B.K.

1995-01-01

In this paper, some aspects of multifractal scaling at the Kolmogorov microscale in fully developed compressible turbulence are considered. These considerations, on the one hand, provide an insight into the mechanism of compressible turbulence, and on the other hand enable one to determine the robustness of some known results in incompressible turbulence. copyright 1995 Academic Press, Inc

Multifractal features of spot rates in the Liquid Petroleum Gas shipping market

International Nuclear Information System (INIS)

Engelen, Steve; Norouzzadeh, Payam; Rahmani, Bahareh; Dullaert, Wout

2011-01-01

We investigate for the first time the spot rate dynamics of Very Large Gas Carriers (VLGCs) by means of multifractal detrended fluctuation analysis (MF-DFA) and rescaled range (R/S) analysis. Both non-parametric methods allow for a rigorous statistical analysis of the freight process by detecting correlation, scaling and fluctuation behavior regardless of nonlinearity issues. By applying different data-frequencies and a temporal framework, the Hurst exponents indicate that freight rates exhibit trend-reinforcement and persistence subject to limited time-dependency and controlled volatility. The found long-range dependence corroborates that a predictive freight model can be built undermining the efficient market hypothesis. Memory effects seem to each time build up until they are interrupted by seasonal transitions, stochastic events or cycles which all spark a sudden loss in correlations or increase in nonlinearities. The surrogate and shuffling data procedures demonstrate that, dependent on the data-frequency used, memory effects and fat-tail distributions should be contained differently in freight rate models. (author)

Repair during multifraction exposures: spheroids versus monolayers

International Nuclear Information System (INIS)

Durand, R.E.

1984-01-01

Many type of mammalian cells, when grown in culture as multicell spheroids, display an increased ability to accumulate and repair sublethal radiation damage which has been called the ''contact effect''. Since this effect has the potential to markedly modify the multifraction radiation response of cells in V79 spheroids relative to cells in monolayer cultures, an investigation was made of regimens ranging from 1 to 100 fractions. Effective dose rates were chosen near 1 Gy h -1 to inhibit cell progression and thus simplify analysis of the results. As expected, larger doses per fraction produced more net cell killing in both systems than lower doses per fraction. Additionally, less killing of spheroid cells was observed in all regimens, in accord with their greater potential for repair. However, when the data were expressed as isoeffect curves, the spheroid and monolayer curves converged as the number of fractions increased. Thus, quite similar inherent sensitivity and repair capabilities would be predicted for ultra-low doses per fraction. High precision techniques for defining survival after doses of radiation from 0.2 to 1 Gy were, however, still able to demonstrate a survival advantage for cells grown as spheroids. (author)

Study on Fault Diagnosis of Rolling Bearing Based on Time-Frequency Generalized Dimension

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Yu Yuan

2015-01-01

Full Text Available The condition monitoring technology and fault diagnosis technology of mechanical equipment played an important role in the modern engineering. Rolling bearing is the most common component of mechanical equipment which sustains and transfers the load. Therefore, fault diagnosis of rolling bearings has great significance. Fractal theory provides an effective method to describe the complexity and irregularity of the vibration signals of rolling bearings. In this paper a novel multifractal fault diagnosis approach based on time-frequency domain signals was proposed. The method and numerical algorithm of Multi-fractal analysis in time-frequency domain were provided. According to grid type J and order parameter q in algorithm, the value range of J and the cut-off condition of q were optimized based on the effect on the dimension calculation. Simulation experiments demonstrated that the effective signal identification could be complete by multifractal method in time-frequency domain, which is related to the factors such as signal energy and distribution. And the further fault diagnosis experiments of bearings showed that the multifractal method in time-frequency domain can complete the fault diagnosis, such as the fault judgment and fault types. And the fault detection can be done in the early stage of fault. Therefore, the multifractal method in time-frequency domain used in fault diagnosis of bearing is a practicable method.

A Renormalization-Group Interpretation of the Connection between Criticality and Multifractals

Science.gov (United States)

Chang, Tom

2014-05-01

Turbulent fluctuations in space plasmas beget phenomena of dynamic complexity. It is known that dynamic renormalization group (DRG) may be employed to understand the concept of forced and/or self-organized criticality (FSOC), which seems to describe certain scaling features of space plasma turbulence. But, it may be argued that dynamic complexity is not just a phenomenon of criticality. It is therefore of interest to inquire if DRG may be employed to study complexity phenomena that are distinctly more complicated than dynamic criticality. Power law scaling generally comes about when the DRG trajectory is attracted to the vicinity of a fixed point in the phase space of the relevant dynamic plasma parameters. What happens if the trajectory lies within a domain influenced by more than one single fixed point or more generally if the transformation underlying the DRG is fully nonlinear? The global invariants of the group under such situations (if they exist) are generally not power laws. Nevertheless, as we shall argue, it may still be possible to talk about local invariants that are power laws with the nonlinearity of transformation prescribing a specific phenomenon as crossovers. It is with such concept in mind that we may provide a connection between the properties of dynamic criticality and multifractals from the point of view of DRG (T. Chang, Chapter VII, "An Introduction to Space Plasma Complexity", Cambridge University Press, 2014). An example in terms of the concepts of finite-size scaling (FSS) and rank-ordered multifractal analysis (ROMA) of a toy model shall be provided. Research partially supported by the US National Science Foundation and the European Community's Seventh Framework Programme (FP7/ 2007-2013) under Grant agreement no. 313038/STORM.

Multifractality and autoregressive processes of dry spell lengths in Europe: an approach to their complexity and predictability

Science.gov (United States)

Lana, X.; Burgueño, A.; Serra, C.; Martínez, M. D.

2017-01-01

Dry spell lengths, DSL, defined as the number of consecutive days with daily rain amounts below a given threshold, may provide relevant information about drought regimes. Taking advantage of a daily pluviometric database covering a great extension of Europe, a detailed analysis of the multifractality of the dry spell regimes is achieved. At the same time, an autoregressive process is applied with the aim of predicting DSL. A set of parameters, namely Hurst exponent, H, estimated from multifractal spectrum, f( α), critical Hölder exponent, α 0, for which f( α) reaches its maximum value, spectral width, W, and spectral asymmetry, B, permits a first clustering of European rain gauges in terms of the complexity of their DSL series. This set of parameters also allows distinguishing between time series describing fine- or smooth-structure of the DSL regime by using the complexity index, CI. Results of previous monofractal analyses also permits establishing comparisons between smooth-structures, relatively low correlation dimensions, notable predictive instability and anti-persistence of DSL for European areas, sometimes submitted to long droughts. Relationships are also found between the CI and the mean absolute deviation, MAD, and the optimum autoregressive order, OAO, of an ARIMA( p, d,0) autoregressive process applied to the DSL series. The detailed analysis of the discrepancies between empiric and predicted DSL underlines the uncertainty over predictability of long DSL, particularly for the Mediterranean region.

Multifractal distribution of spike intervals for two oscillators coupled by unreliable pulses

International Nuclear Information System (INIS)

Kestler, Johannes; Kinzel, Wolfgang

2006-01-01

Two neurons coupled by unreliable synapses are modelled by leaky integrate-and-fire neurons and stochastic on-off synapses. The dynamics is mapped to an iterated function system. Numerical calculations yield a multifractal distribution of interspike intervals. The covering, information and correlation dimensions are calculated as a function of synaptic strength and transmission probability. (letter to the editor)

Monofractal or multifractal: a case study of spatial distribution of mining-induced seismic activity

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M. Eneva

1994-01-01

Full Text Available Using finite data sets and limited size of study volumes may result in significant spurious effects when estimating the scaling properties of various physical processes. These effects are examined with an example featuring the spatial distribution of induced seismic activity in Creighton Mine (northern Ontario, Canada. The events studied in the present work occurred during a three-month period, March-May 1992, within a volume of approximate size 400 x 400 x 180 m3. Two sets of microearthquake locations are studied: Data Set 1 (14,338 events and Data Set 2 (1654 events. Data Set 1 includes the more accurately located events and amounts to about 30 per cent of all recorded data. Data Set 2 represents a portion of the first data set that is formed by the most accurately located and the strongest microearthquakes. The spatial distribution of events in the two data sets is examined for scaling behaviour using the method of generalized correlation integrals featuring various moments q. From these, generalized correlation dimensions are estimated using the slope method. Similar estimates are made for randomly generated point sets using the same numbers of events and the same study volumes as for the real data. Uniform and monofractal random distributions are used for these simulations. In addition, samples from the real data are randomly extracted and the dimension spectra for these are examined as well. The spectra for the uniform and monofractal random generations show spurious multifractality due only to the use of finite numbers of data points and limited size of study volume. Comparing these with the spectra of dimensions for Data Set 1 and Data Set 2 allows us to estimate the bias likely to be present in the estimates for the real data. The strong multifractality suggested by the spectrum for Data Set 2 appears to be largely spurious; the spatial distribution, while different from uniform, could originate from a monofractal process. The spatial

Fractal analysis of the dark matter and gas distributions in the Mare-Nostrum universe

International Nuclear Information System (INIS)

Gaite, José

2010-01-01

We develop a method of multifractal analysis of N-body cosmological simulations that improves on the customary counts-in-cells method by taking special care of the effects of discreteness and large scale homogeneity. The analysis of the Mare-Nostrum simulation with our method provides strong evidence of self-similar multifractal distributions of dark matter and gas, with a halo mass function that is of Press-Schechter type but has a power-law exponent -2, as corresponds to a multifractal. Furthermore, our analysis shows that the dark matter and gas distributions are indistinguishable as multifractals. To determine if there is any gas biasing, we calculate the cross-correlation coefficient, with negative but inconclusive results. Hence, we develop an effective Bayesian analysis connected with information theory, which clearly demonstrates that the gas is biased in a long range of scales, up to the scale of homogeneity. However, entropic measures related to the Bayesian analysis show that this gas bias is small (in a precise sense) and is such that the fractal singularities of both distributions coincide and are identical. We conclude that this common multifractal cosmic web structure is determined by the dynamics and is independent of the initial conditions

Coherent changes of multifractal properties of continuous acoustic emission at failure of heterogeneous materials

Science.gov (United States)

Panteleev, Ivan; Bayandin, Yuriy; Naimark, Oleg

2017-12-01

This work performs a correlation analysis of the statistical properties of continuous acoustic emission recorded in different parts of marble and fiberglass laminate samples under quasi-static deformation. A spectral coherent measure of time series, which is a generalization of the squared coherence spectrum on a multidimensional series, was chosen. The spectral coherent measure was estimated in a sliding time window for two parameters of the acoustic emission multifractal singularity spectrum: the spectrum width and the generalized Hurst exponent realizing the maximum of the singularity spectrum. It is shown that the preparation of the macrofracture focus is accompanied by the synchronization (coherent behavior) of the statistical properties of acoustic emission in allocated frequency intervals.

Multifractal spectra of scanning electron microscope images of SnO2 thin films prepared by pulsed laser deposition

International Nuclear Information System (INIS)

Chen, Z.W.; Lai, J.K.L.; Shek, C.H.

2005-01-01

The concept of fractal geometry has proved useful in describing structures and processes in experimental systems. In this Letter, the surface topographies of SnO 2 thin films prepared by pulsed laser deposition for various substrate temperatures were measured by scanning electron microscope (SEM). Multifractal spectra f(α) show that the higher the substrate temperature, the wider the spectrum, and the larger the Δf(Δf=f(α min )-f(α max )). It is apparent that the nonuniformity of the height distribution increases with the increasing substrate temperature, and the liquid droplets of SnO 2 thin films are formed on previous thin films. These results show that the SEM images can be characterized by the multifractal spectra

Characterizing slope morphology using multifractal technique: a study from the western continental margin of India.

Digital Repository Service at National Institute of Oceanography (India)

Chakraborty, B.; Karisiddaiah, S.M.; Menezes, A.A.A.; Haris, K.; Gokul, G.S.; Fernandes, W.A.; Kavitha, G.

margin of India. Geo-Mar Lett 26: 114–119. doi: 10.1007/s00367-006-0022-6 Cheng Q, Agterberg FP (1996) Comparison between two types of multifractal modeling. Math Geol 28 (8): 1001–1015 Dandapath S, Chakraborty B, Maslov N, Karisiddaiah SM...

Side effects of radiotherapy in regime of dynamic dose multifractioning for local larynx cancer forms

International Nuclear Information System (INIS)

Slobina, E.L.

2000-01-01

A regime for dynamic multifractioning of radiotherapy dose used for treating larynx cancer was developed. The method favored reducing the side effects frequency as compared with the conventional fractioning in larynx mucosa from 70% to 46%, in neck skin being irradiated - from 60% to 48%

Multi-scale interactions of geological processes during mineralization: cascade dynamics model and multifractal simulation

Directory of Open Access Journals (Sweden)

L. Yao

2011-03-01

Full Text Available Relations between mineralization and certain geological processes are established mostly by geologist's knowledge of field observations. However, these relations are descriptive and a quantitative model of how certain geological processes strengthen or hinder mineralization is not clear, that is to say, the mechanism of the interactions between mineralization and the geological framework has not been thoroughly studied. The dynamics behind these interactions are key in the understanding of fractal or multifractal formations caused by mineralization, among which singularities arise due to anomalous concentration of metals in narrow space. From a statistical point of view, we think that cascade dynamics play an important role in mineralization and studying them can reveal the nature of the various interactions throughout the process. We have constructed a multiplicative cascade model to simulate these dynamics. The probabilities of mineral deposit occurrences are used to represent direct results of mineralization. Multifractal simulation of probabilities of mineral potential based on our model is exemplified by a case study dealing with hydrothermal gold deposits in southern Nova Scotia, Canada. The extent of the impacts of certain geological processes on gold mineralization is related to the scale of the cascade process, especially to the maximum cascade division number n_max. Our research helps to understand how the singularity occurs during mineralization, which remains unanswered up to now, and the simulation may provide a more accurate distribution of mineral deposit occurrences that can be used to improve the results of the weights of evidence model in mapping mineral potential.

Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks

International Nuclear Information System (INIS)

Ni Xiaohui; Jiang Zhiqiang; Zhou Weixing

2009-01-01

The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigate the visibility graphs extracted from fractional Brownian motions and multifractal random walks, and find that the degree distributions exhibit power-law behaviors, in which the power-law exponent α is a linear function of the Hurst index H of the time series. We also find that the degree distribution of the visibility graph is mainly determined by the temporal correlation of the original time series with minor influence from the possible multifractal nature. As an example, we study the visibility graphs constructed from three Chinese stock market indexes and unveil that the degree distributions have power-law tails, where the tail exponents of the visibility graphs and the Hurst indexes of the indexes are close to the α∼H linear relationship.

Statistical characterisation of COSMO Sky-Med X-SAR retrieved precipitation fields by scale-invariance analysis

Science.gov (United States)

Deidda, Roberto; Mascaro, Giuseppe; Hellies, Matteo; Baldini, Luca; Roberto, Nicoletta

2013-04-01

COSMO Sky-Med (CSK) is an important programme of the Italian Space Agency aiming at supporting environmental monitoring and management of exogenous, endogenous and anthropogenic risks through X-band Synthetic Aperture Radar (X-SAR) on board of 4 satellites forming a constellation. Most of typical SAR applications are focused on land or ocean observation. However, X-band SAR can be detect precipitation that results in a specific signature caused by the combination of attenuation of surface returns induced by precipitation and enhancement of backscattering determined by the hydrometeors in the SAR resolution volume. Within CSK programme, we conducted an intercomparison between the statistical properties of precipitation fields derived by CSK SARs and those derived by the CNR Polar 55C (C-band) ground based weather radar located in Rome (Italy). This contribution presents main results of this research which was aimed at the robust characterisation of rainfall statistical properties across different scales by means of scale-invariance analysis and multifractal theory. The analysis was performed on a dataset of more two years of precipitation observations collected by the CNR Polar 55C radar and rainfall fields derived from available images collected by the CSK satellites during intense rainfall events. Scale-invariance laws and multifractal properties were detected on the most intense rainfall events derived from the CNR Polar 55C radar for spatial scales from 4 km to 64 km. The analysis on X-SAR retrieved rainfall fields, although based on few images, leaded to similar results and confirmed the existence of scale-invariance and multifractal properties for scales larger than 4 km. These outcomes encourage investigating SAR methodologies for future development of meteo-hydrological forecasting models based on multifractal theory.

Multifractal characteristics of optical turbulence measured through a single beam holographic process

OpenAIRE

Perez, Dario G.; Barille, Regis; Morille, Yohann; Zielinska, Sonia; Ortyl, Ewelina

2014-01-01

We have previously shown that azopolymer thin films exposed to coherent light that has travelled through a turbulent medium produces a surface relief grating containing information about the intensity of the turbulence; for instance, a relation between the refractive index structure constant C2 as a function of the surface parameters was obtained. In this work, we show that these films capture much more information about the turbulence dynamics. Multifractal detrended fluctuation and fractal ...

Parametric scaling from species to growth-form diversity: an interesting analogy with multifractal functions.

Science.gov (United States)

Ricotta, Carlo; Pacini, Alessandra; Avena, Giancarlo

2002-01-01

We propose a measure of divergence from species to life-form diversity aimed at summarizing the ecological similarity among different plant communities without losing information on traditional taxonomic diversity. First, species and life-form relative abundances within a given plant community are determined. Next, using Rényi's generalized entropy, the diversity profiles of the analyzed community are computed both from species and life-form relative abundances. Finally, the speed of decrease from species to life-form diversity is obtained by combining the outcome of both profiles. Interestingly, the proposed measure shows some formal analogies with multifractal functions developed in statistical physics for the analysis of spatial patterns. As an application for demonstration, a small data set from a plant community sampled in the archaeological site of Paestum (southern Italy) is used.

Analytic degree distributions of horizontal visibility graphs mapped from unrelated random series and multifractal binomial measures

Science.gov (United States)

Xie, Wen-Jie; Han, Rui-Qi; Jiang, Zhi-Qiang; Wei, Lijian; Zhou, Wei-Xing

2017-08-01

Complex network is not only a powerful tool for the analysis of complex system, but also a promising way to analyze time series. The algorithm of horizontal visibility graph (HVG) maps time series into graphs, whose degree distributions are numerically and analytically investigated for certain time series. We derive the degree distributions of HVGs through an iterative construction process of HVGs. The degree distributions of the HVG and the directed HVG for random series are derived to be exponential, which confirms the analytical results from other methods. We also obtained the analytical expressions of degree distributions of HVGs and in-degree and out-degree distributions of directed HVGs transformed from multifractal binomial measures, which agree excellently with numerical simulations.

Is WTI crude oil market becoming weakly efficient over time? New evidence from multiscale analysis based on detrended fluctuation analysis

International Nuclear Information System (INIS)

Wang, Yudong; Liu, Li

2010-01-01

This paper extends the work in Tabak and Cajueiro (Are the crude oil markets becoming weakly efficient over time, Energy Economics 29 (2007) 28-36) and Alvarez-Ramirez et al. (Short-term predictability of crude oil markets: a detrended fluctuation analysis approach, Energy Economics 30 (2008) 2645-2656). In this paper, we test for the efficiency of WTI crude oil market through observing the dynamic of local Hurst exponents employing the method of rolling window based on multiscale detrended fluctuation analysis. Empirical results show that short-term, medium-term and long-term behaviors were generally turning into efficient behavior over time. However, in this way, the results also show that the market did not evolve along stable conditions for long times. Multiscale analysis is also implemented based on multifractal detrended fluctuation analysis. We found that the small fluctuations of WTI crude oil market were persistent; however, the large fluctuations had high instability, both in the short- and long-terms. Our discussion is also extended by incorporating arguments from the crude oil market structure for explaining the different correlation dynamics. (author)

Simultaneous multifractal decompositions for the spectra of local entropies and ergodic averages

International Nuclear Information System (INIS)

Meson, Alejandro; Vericat, Fernando

2009-01-01

We consider different multifractal decompositions of the form K α i ={x:g i (x)=α i },i=1,2,...,d, and we study the dimension spectrum corresponding to the multiparameter decomposition K α = intersection i=1 d K α i ,α=(α 1 ,...,α d ). Then for an homeomorphism f : X → X and potentials φ, ψ : X → R we analyze the decompositions K α + ={x:lim n→∞ 1/n (S n + (φ))(x)=α},K β - ={x:lim n→∞ 1/n (S n - (ψ))(x)=β}, where 1/n (S n + (φ)),1/n (S n - (ψ)) are ergodic averages using forward and backward orbits of f respectively. We must emphasize that the analysis, in any case, is done without requiring conditions of hyperbolicity for the dynamical system or Hoelder continuity on the potentials. We illustrate with an application to galactic dynamics: a set of stars (which do not interact among them) moving in a galactic field.

An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA

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Rizvi, Syed Aun R.; Dewandaru, Ginanjar; Bacha, Obiyathulla I.; Masih, Mansur

An efficient market has been theoretically proven to be a key component for effective and efficient resource allocation in an economy. This paper incorporates econophysics with Efficient Market Hypothesis to undertake a comparative analysis of Islamic and developed countries’ markets by extending the understanding of their multifractal nature. By applying the Multifractal Detrended Fluctuation Analysis (MFDFA) we calculated the generalized Hurst exponents, multifractal scaling exponents and generalized multifractal dimensions for 22 broad market indices. The findings provide a deeper understanding of the markets in Islamic countries, where they have traces of highly efficient performance particularly in crisis periods. A key finding is the empirical evidence of the impact of the ‘stage of market development’ on the efficiency of the market. If Islamic countries aim to improve the efficiency of resource allocation, an important area to address is to focus, among others, on enhancing the stage of market development.

Structural characterization of a magnetic granular system under a time-dependent magnetic field: Voronoi tessellation and multifractal analysis

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Moctezuma, R. E.; Arauz-Lara, J. L.; Donado, F.

2018-04-01

The structure of a two-dimensional magnetic granular system was determined by multifractal and Voronoi polygon analysis for a wide range of particle concentrations. Randomizing of the particle motions are produced by applying to the system a time-dependent sinusoidal magnetic field directed along the vertical direction. Both repulsive and attractive short-range interactions between the particles are induced. A direct observation of such system shows qualitatively that, as particle concentration increases, the structure evolves from being liquid-like at low particle concentrations to solid-like at high concentrations. We observe the formation of clusters which are small and weakly bonded and short-lived at low concentrations. Above a threshold particle concentration, clusters grow larger and are more strongly attached. In the system, one can distinguish the mobile particles from the immobile particles belonging to clusters, they can be considered separately as two different phases, a fluid and a solid. We determined the information entropy of the system as a whole and separately from each phase as particle concentration increases. The distribution of the Voronoi polygon areas are well fitted by a two-parameter gamma distribution and we have found that the regularity factor shows a notable change when pieces of the solid phase start to form. The methods we use here show that they can use even when the system is heterogeneous and they provide information when changes start.

Multifractal spatial patterns and diversity in an ecological succession.

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Leonardo Ariel Saravia

Full Text Available We analyzed the relationship between biodiversity and spatial biomass heterogeneity along an ecological succession developed in the laboratory. Periphyton (attached microalgae biomass spatial patterns at several successional stages were obtained using digital image analysis and at the same time we estimated the species composition and abundance. We show that the spatial pattern was self-similar and as the community developed in an homogeneous environment the pattern is self-organized. To characterize it we estimated the multifractal spectrum of generalized dimensions D(q. Using D(q we analyze the existence of cycles of heterogeneity during succession and the use of the information dimension D(1 as an index of successional stage. We did not find cycles but the values of D(1 showed an increasing trend as the succession developed and the biomass was higher. D(1 was also negatively correlated with Shannon's diversity. Several studies have found this relationship in different ecosystems but here we prove that the community self-organizes and generates its own spatial heterogeneity influencing diversity. If this is confirmed with more experimental and theoretical evidence D(1 could be used as an index, easily calculated from remote sensing data, to detect high or low diversity areas.

Multifractal and Singularity Maps of soil surface moisture distribution derived from 2D image analysis.

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Cumbrera, Ramiro; Millán, Humberto; Martín-Sotoca, Juan Jose; Pérez Soto, Luis; Sanchez, Maria Elena; Tarquis, Ana Maria

2016-04-01

Soil moisture distribution usually presents extreme variation at multiple spatial scales. Image analysis could be a useful tool for investigating these spatial patterns of apparent soil moisture at multiple resolutions. The objectives of the present work were (i) to describe the local scaling of apparent soil moisture distribution and (ii) to define apparent soil moisture patterns from vertical planes of Vertisol pit images. Two soil pits (0.70 m long × 0.60 m width × 0.30 m depth) were excavated on a bare Mazic Pellic Vertisol. One was excavated in April/2011 and the other pit was established in May/2011 after 3 days of a moderate rainfall event. Digital photographs were taken from each Vertisol pit using a Kodak™ digital camera. The mean image size was 1600 × 945 pixels with one physical pixel ≈373 μm of the photographed soil pit. For more details see Cumbrera et al. (2012). Geochemical exploration have found with increasingly interests and benefits of using fractal (power-law) models to characterize geochemical distribution, using the concentration-area (C-A) model (Cheng et al., 1994; Cheng, 2012). This method is based on the singularity maps of a measure that at each point define areas with self-similar properties that are shown in power-law relationships in Concentration-Area plots (C-A method). The C-A method together with the singularity map ("Singularity-CA" method) define thresholds that can be applied to segment the map. We have applied it to each soil image. The results show that, in spite of some computational and practical limitations, image analysis of apparent soil moisture patterns could be used to study the dynamical change of soil moisture sampling in agreement with previous results (Millán et al., 2016). REFERENCES Cheng, Q., Agterberg, F. P. and Ballantyne, S. B. (1994). The separation of geochemical anomalies from background by fractal methods. Journal of Geochemical Exploration, 51, 109-130. Cheng, Q. (2012). Singularity theory and

Probing multi-scale self-similarity of tissue structures using light scattering spectroscopy: prospects in pre-cancer detection

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Chatterjee, Subhasri; Das, Nandan K.; Kumar, Satish; Mohapatra, Sonali; Pradhan, Asima; Panigrahi, Prasanta K.; Ghosh, Nirmalya

2013-02-01

Multi-resolution analysis on the spatial refractive index inhomogeneities in the connective tissue regions of human cervix reveals clear signature of multifractality. We have thus developed an inverse analysis strategy for extraction and quantification of the multifractality of spatial refractive index fluctuations from the recorded light scattering signal. The method is based on Fourier domain pre-processing of light scattering data using Born approximation, and its subsequent analysis through Multifractal Detrended Fluctuation Analysis model. The method has been validated on several mono- and multi-fractal scattering objects whose self-similar properties are user controlled and known a-priori. Following successful validation, this approach has initially been explored for differentiating between different grades of precancerous human cervical tissues.

Space-filling, multifractal, localized thermal spikes in Si, Ge and ZnO

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Ahmad, Shoaib; Abbas, Muhammad Sabtain; Yousuf, Muhammad; Javeed, Sumera; Zeeshan, Sumaira; Yaqub, Kashif

2018-04-01

The mechanism responsible for the emission of clusters from heavy ion irradiated solids is proposed to be thermal spikes. Collision cascade-based theories describe atomic sputtering but cannot explain the consistently observed experimental evidence for significant cluster emission. Statistical thermodynamic arguments for thermal spikes are employed here for qualitative and quantitative estimation of the thermal spike-induced cluster emission from Si, Ge and ZnO. The evolving cascades and spikes in elemental and molecular semiconducting solids are shown to have fractal characteristics. Power law potential is used to calculate the fractal dimension. With the loss of recoiling particles' energy the successive branching ratios get smaller. The fractal dimension is shown to be dependent upon the exponent of the power law interatomic potential D = 1/2m. Each irradiating ion has the probability of initiating a space-filling, multifractal thermal spike that may sublime a localized region near the surface by emitting clusters in relative ratios that depend upon the energies of formation of respective surface vacancies.

An extended algebraic variational multiscale-multigrid-multifractal method (XAVM4) for large-eddy simulation of turbulent two-phase flow

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Rasthofer, U.; Wall, W. A.; Gravemeier, V.

2018-04-01

A novel and comprehensive computational method, referred to as the eXtended Algebraic Variational Multiscale-Multigrid-Multifractal Method (XAVM4), is proposed for large-eddy simulation of the particularly challenging problem of turbulent two-phase flow. The XAVM4 involves multifractal subgrid-scale modeling as well as a Nitsche-type extended finite element method as an approach for two-phase flow. The application of an advanced structural subgrid-scale modeling approach in conjunction with a sharp representation of the discontinuities at the interface between two bulk fluids promise high-fidelity large-eddy simulation of turbulent two-phase flow. The high potential of the XAVM4 is demonstrated for large-eddy simulation of turbulent two-phase bubbly channel flow, that is, turbulent channel flow carrying a single large bubble of the size of the channel half-width in this particular application.

The Application of Fractal and Multifractal Theory in Hydraulic-Flow-Unit Characterization and Permeability Estimation

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Chen, X.; Yao, G.; Cai, J.

2017-12-01

Pore structure characteristics are important factors in influencing the fluid transport behavior of porous media, such as pore-throat ratio, pore connectivity and size distribution, moreover, wettability. To accurately characterize the diversity of pore structure among HFUs, five samples selected from different HFUs (porosities are approximately equal, however permeability varies widely) were chosen to conduct micro-computerized tomography test to acquire direct 3D images of pore geometries and to perform mercury injection experiments to obtain the pore volume-radii distribution. To characterize complex and high nonlinear pore structure of all samples, three classic fractal geometry models were applied. Results showed that each HFU has similar box-counting fractal dimension and generalized fractal dimension in the number-area model, but there are significant differences in multifractal spectrums. In the radius-volume model, there are three obvious linear segments, corresponding to three fractal dimension values, and the middle one is proved as the actual fractal dimension according to the maximum radius. In the number-radius model, the spherical-pore size distribution extracted by maximum ball algorithm exist a decrease in the number of small pores compared with the fractal power rate rather than the traditional linear law. Among the three models, only multifractal analysis can classify the HFUs accurately. Additionally, due to the tightness and low-permeability in reservoir rocks, connate water film existing in the inner surface of pore channels commonly forms bound water. The conventional model which is known as Yu-Cheng's model has been proved to be typically not applicable. Considering the effect of irreducible water saturation, an improved fractal permeability model was also deduced theoretically. The comparison results showed that the improved model can be applied to calculate permeability directly and accurately in such unconventional rocks.

Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals

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Hedayatifar, L.; Vahabi, M.; Jafari, G. R.

2011-08-01

When many variables are coupled to each other, a single case study could not give us thorough and precise information. When these time series are stationary, different methods of random matrix analysis and complex networks can be used. But, in nonstationary cases, the multifractal-detrended-cross-correlation-analysis (MF-DXA) method was introduced for just two coupled time series. In this article, we have extended the MF-DXA to the method of coupling detrended fluctuation analysis (CDFA) for the case when more than two series are correlated to each other. Here, we have calculated the multifractal properties of the coupled time series, and by comparing CDFA results of the original series with those of the shuffled and surrogate series, we can estimate the source of multifractality and the extent to which our series are coupled to each other. We illustrate the method by selected examples from air pollution and foreign exchange rates.

Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces

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Qian, Xi-Yuan; Liu, Ya-Min; Jiang, Zhi-Qiang; Podobnik, Boris; Zhou, Wei-Xing; Stanley, H. Eugene

2015-06-01

When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) to uncover the intrinsic power-law cross correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces. The DPXA method is a generalization of the detrended cross-correlation analysis that takes into account partial correlation analysis. We demonstrate the method by using bivariate fractional Brownian motions contaminated with a fractional Brownian motion. We find that the DPXA is able to recover the analytical cross Hurst indices, and thus the multiscale DPXA coefficients are a viable alternative to the conventional cross-correlation coefficient. We demonstrate the advantage of the DPXA coefficients over the DCCA coefficients by analyzing contaminated bivariate fractional Brownian motions. We calculate the DPXA coefficients and use them to extract the intrinsic cross correlation between crude oil and gold futures by taking into consideration the impact of the U.S. dollar index. We develop the multifractal DPXA (MF-DPXA) method in order to generalize the DPXA method and investigate multifractal time series. We analyze multifractal binomial measures masked with strong white noises and find that the MF-DPXA method quantifies the hidden multifractal nature while the multifractal DCCA method fails.

Modeling the complexity of acoustic emission during intermittent plastic deformation: Power laws and multifractal spectra.

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Kumar, Jagadish; Ananthakrishna, G

2018-01-01

Scale-invariant power-law distributions for acoustic emission signals are ubiquitous in several plastically deforming materials. However, power-law distributions for acoustic emission energies are reported in distinctly different plastically deforming situations such as hcp and fcc single and polycrystalline samples exhibiting smooth stress-strain curves and in dilute metallic alloys exhibiting discontinuous flow. This is surprising since the underlying dislocation mechanisms in these two types of deformations are very different. So far, there have been no models that predict the power-law statistics for discontinuous flow. Furthermore, the statistics of the acoustic emission signals in jerky flow is even more complex, requiring multifractal measures for a proper characterization. There has been no model that explains the complex statistics either. Here we address the problem of statistical characterization of the acoustic emission signals associated with the three types of the Portevin-Le Chatelier bands. Following our recently proposed general framework for calculating acoustic emission, we set up a wave equation for the elastic degrees of freedom with a plastic strain rate as a source term. The energy dissipated during acoustic emission is represented by the Rayleigh-dissipation function. Using the plastic strain rate obtained from the Ananthakrishna model for the Portevin-Le Chatelier effect, we compute the acoustic emission signals associated with the three Portevin-Le Chatelier bands and the Lüders-like band. The so-calculated acoustic emission signals are used for further statistical characterization. Our results show that the model predicts power-law statistics for all the acoustic emission signals associated with the three types of Portevin-Le Chatelier bands with the exponent values increasing with increasing strain rate. The calculated multifractal spectra corresponding to the acoustic emission signals associated with the three band types have a maximum

A discrimination technique for extensive air showers based on multiscale, lacunarity and neural network analysis

International Nuclear Information System (INIS)

Pagliaro, Antonio; D'Ali Staiti, G.; D'Anna, F.

2011-01-01

We present a new method for the identification of extensive air showers initiated by different primaries. The method uses the multiscale concept and is based on the analysis of multifractal behaviour and lacunarity of secondary particle distributions together with a properly designed and trained artificial neural network. In the present work the method is discussed and applied to a set of fully simulated vertical showers, in the experimental framework of ARGO-YBJ, to obtain hadron to gamma primary separation. We show that the presented approach gives very good results, leading, in the 1-10 TeV energy range, to a clear improvement of the discrimination power with respect to the existing figures for extended shower detectors.

EGS Richardson AGU Chapman NVAG3 Conference: Nonlinear Variability in Geophysics: scaling and multifractal processes

OpenAIRE

D. Schertzer; S. Lovejoy; S. Lovejoy

1994-01-01

1. The conference The third conference on "Nonlinear VAriability in Geophysics: scaling and multifractal processes" (NVAG 3) was held in Cargese, Corsica, Sept. 10-17, 1993. NVAG3 was joint American Geophysical Union Chapman and European Geophysical Society Richardson Memorial conference, the first specialist conference jointly sponsored by the two organizations. It followed NVAG1 (Montreal, Aug. 1986), NVAG2 (Paris, June 1988; Schertzer and Lovejoy, 1991), five consecutive annual ...

EGS Richardson AGU Chapman NVAG3 Conference: Nonlinear Variability in Geophysics: scaling and multifractal processes

OpenAIRE

Schertzer , D; Lovejoy , S.

1994-01-01

International audience; 1. The conference The third conference on "Nonlinear VAriability in Geophysics: scaling and multifractal processes" (NVAG 3) was held in Cargese, Corsica, Sept. 10-17, 1993. NVAG3 was joint American Geophysical Union Chapman and European Geophysical Society Richardson Memorial conference, the first specialist conference jointly sponsored by the two organizations. It followed NVAG1 (Montreal, Aug. 1986), NVAG2 (Paris, June 1988; Schertzer and Lovejoy, 1991), five conse...

Multiscale analysis of depth-dependent soil penetration resistance in a tropical soil

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Paiva De Lima, Renato; Santos, Djail; Medeiros Bezerra, Joel; Machado Siqueira, Glécio; Paz González, Antonio

2013-04-01

Soil penetration resistance (PR) is widely used because it is linked to basic soil properties; it is correlated to root growth and plant production and is also used as a practical tool for assessing soil compaction and to evaluate the effects of soil management. This study investigates how results from multifractal analysis can quantify key elements of depth-dependent PR profiles and how this information can be used at the field scale. We analyzed multifractality of 50 PR vertical profiles, measured from 0 to 40 cm depth and randomly located on a 6.5 ha sugar cane field in north-eastern Brazil. According to the Soil Taxonomy, the studied soil was classified as an Orthic Podsol The scaling property of each profile was typified by singularity and Rényi spectra estimated by the method of moments. The Hurst exponent was used to parameterize the autocorrelation of the vertical PR data sets. Singularity and Rènyi spectra showed the vertical PR data sets exhibited a well-defined multifractal structure. Hurst exponent values were close to one indicating strong persistence in PR variation with soil depth. Also Hurst exponent was negatively and significantly correlated to coefficient of variation (CV) and skewness of the depth-dependent PR. Multifractal analysis added valuable information to describe the spatial arrangement of depth-dependent penetrometer data sets, which was not taken into account by classical statistical indices. Multifractal parameters were mapped over the experimental field and compared with mean, maximum and minimum values of PR; these maps showed the multifractal approach also may complete information provided by descriptive statistics at the field scale.

Correlations in magnitude series to assess nonlinearities: Application to multifractal models and heartbeat fluctuations

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Bernaola-Galván, Pedro A.; Gómez-Extremera, Manuel; Romance, A. Ramón; Carpena, Pedro

2017-09-01

The correlation properties of the magnitude of a time series are associated with nonlinear and multifractal properties and have been applied in a great variety of fields. Here we have obtained the analytical expression of the autocorrelation of the magnitude series (C|x |) of a linear Gaussian noise as a function of its autocorrelation (Cx). For both, models and natural signals, the deviation of C|x | from its expectation in linear Gaussian noises can be used as an index of nonlinearity that can be applied to relatively short records and does not require the presence of scaling in the time series under study. In a model of artificial Gaussian multifractal signal we use this approach to analyze the relation between nonlinearity and multifractallity and show that the former implies the latter but the reverse is not true. We also apply this approach to analyze experimental data: heart-beat records during rest and moderate exercise. For each individual subject, we observe higher nonlinearities during rest. This behavior is also achieved on average for the analyzed set of 10 semiprofessional soccer players. This result agrees with the fact that other measures of complexity are dramatically reduced during exercise and can shed light on its relationship with the withdrawal of parasympathetic tone and/or the activation of sympathetic activity during physical activity.

Propagation of registration uncertainty during multi-fraction cervical cancer brachytherapy

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Amir-Khalili, A.; Hamarneh, G.; Zakariaee, R.; Spadinger, I.; Abugharbieh, R.

2017-10-01

Multi-fraction cervical cancer brachytherapy is a form of image-guided radiotherapy that heavily relies on 3D imaging during treatment planning, delivery, and quality control. In this context, deformable image registration can increase the accuracy of dosimetric evaluations, provided that one can account for the uncertainties associated with the registration process. To enable such capability, we propose a mathematical framework that first estimates the registration uncertainty and subsequently propagates the effects of the computed uncertainties from the registration stage through to the visualizations, organ segmentations, and dosimetric evaluations. To ensure the practicality of our proposed framework in real world image-guided radiotherapy contexts, we implemented our technique via a computationally efficient and generalizable algorithm that is compatible with existing deformable image registration software. In our clinical context of fractionated cervical cancer brachytherapy, we perform a retrospective analysis on 37 patients and present evidence that our proposed methodology for computing and propagating registration uncertainties may be beneficial during therapy planning and quality control. Specifically, we quantify and visualize the influence of registration uncertainty on dosimetric analysis during the computation of the total accumulated radiation dose on the bladder wall. We further show how registration uncertainty may be leveraged into enhanced visualizations that depict the quality of the registration and highlight potential deviations from the treatment plan prior to the delivery of radiation treatment. Finally, we show that we can improve the transfer of delineated volumetric organ segmentation labels from one fraction to the next by encoding the computed registration uncertainties into the segmentation labels.

Fractionated stereotactic radiosurgery for patients with skull base metastases from systemic cancer involving the anterior visual pathway

International Nuclear Information System (INIS)

Minniti, Giuseppe; Osti, Mattia Falchetto; Maurizi Enrici, Riccardo; Esposito, Vincenzo; Clarke, Enrico; Scaringi, Claudia; Bozzao, Alessandro; Falco, Teresa; De Sanctis, Vitaliana; Enrici, Maurizio Maurizi; Valeriani, Maurizio

2014-01-01

To analyze the tumor control, survival outcomes, and toxicity after stereotactic radiosurgery (SRS) for skull base metastases from systemic cancer involving the anterior visual pathway. We have analyzed 34 patients (23 females and 11 males, median age 59 years) who underwent multi-fraction SRS for a skull base metastasis compressing or in close proximity of optic nerves and chiasm. All metastases were treated with frameless LINAC-based multi-fraction SRS in 5 daily fractions of 5 Gy each. Local control, distant failure, and overall survival were estimated using the Kaplan-Meier method calculated from the time of SRS. Prognostic variables were assessed using log-rank and Cox regression analyses. At a median follow-up of 13 months (range, 2–36.5 months), twenty-five patients had died and 9 were alive. The 1-year and 2-year local control rates were 89% and 72%, and respective actuarial survival rates were 63% and 30%. Four patients recurred with a median time to progression of 12 months (range, 6–27 months), and 17 patients had new brain metastases at distant brain sites. The 1-year and 2-year distant failure rates were 50% and 77%, respectively. On multivariate analysis, a Karnofsky performance status (KPS) >70 and the absence of extracranial metastases were prognostic factors associated with lower distant failure rates and longer survival. After multi-fraction SRS, 15 (51%) out of 29 patients had a clinical improvement of their preexisting cranial deficits. No patients developed radiation-induced optic neuropathy during the follow-up. Multi-fraction SRS (5 x 5 Gy) is a safe treatment option associated with good local control and improved cranial nerve symptoms for patients with a skull base metastasis involving the anterior visual pathway

Avalanching Systems with Longer Range Connectivity: Occurrence of a Crossover Phenomenon and Multifractal Finite Size Scaling

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Simone Benella

2017-07-01

Full Text Available Many out-of-equilibrium systems respond to external driving with nonlinear and self-similar dynamics. This near scale-invariant behavior of relaxation events has been modeled through sand pile cellular automata. However, a common feature of these models is the assumption of a local connectivity, while in many real systems, we have evidence for longer range connectivity and a complex topology of the interacting structures. Here, we investigate the role that longer range connectivity might play in near scale-invariant systems, by analyzing the results of a sand pile cellular automaton model on a Newman–Watts network. The analysis clearly indicates the occurrence of a crossover phenomenon in the statistics of the relaxation events as a function of the percentage of longer range links and the breaking of the simple Finite Size Scaling (FSS. The more complex nature of the dynamics in the presence of long-range connectivity is investigated in terms of multi-scaling features and analyzed by the Rank-Ordered Multifractal Analysis (ROMA.

Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System

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Niu, Hongli; Wang, Jun

We establish a financial price process by continuum percolation system, in which we attribute price fluctuations to the investors’ attitudes towards the financial market, and consider the clusters in continuum percolation as the investors share the same investment opinion. We investigate the cross-correlations in two return time series, and analyze the multifractal behaviors in this relationship. Further, we study the corresponding behaviors for the real stock indexes of SSE and HSI as well as the liquid stocks pair of SPD and PAB by comparison. To quantify the multifractality in cross-correlation relationship, we employ multifractal detrended cross-correlation analysis method to perform an empirical research for the simulation data and the real markets data.

Improving SMOS Sea Surface Salinity in the Western Mediterranean Sea through Multivariate and Multifractal Analysis

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Estrella Olmedo

2018-03-01

Full Text Available A new methodology using a combination of debiased non-Bayesian retrieval, DINEOF (Data Interpolating Empirical Orthogonal Functions and multifractal fusion has been used to obtain Soil Moisture and Ocean Salinity (SMOS Sea Surface Salinity (SSS fields over the North Atlantic Ocean and the Mediterranean Sea. The debiased non-Bayesian retrieval mitigates the systematic errors produced by the contamination of the land over the sea. In addition, this retrieval improves the coverage by means of multiyear statistical filtering criteria. This methodology allows obtaining SMOS SSS fields in the Mediterranean Sea. However, the resulting SSS suffers from a seasonal (and other time-dependent bias. This time-dependent bias has been characterized by means of specific Empirical Orthogonal Functions (EOFs. Finally, high resolution Sea Surface Temperature (OSTIA SST maps have been used for improving the spatial and temporal resolution of the SMOS SSS maps. The presented methodology practically reduces the error of the SMOS SSS in the Mediterranean Sea by half. As a result, the SSS dynamics described by the new SMOS maps in the Algerian Basin and the Balearic Front agrees with the one described by in situ SSS, and the mesoscale structures described by SMOS in the Alboran Sea and in the Gulf of Lion coincide with the ones described by the high resolution remotely-sensed SST images (AVHRR.

The multifractal nature of plume structure in high-Rayleigh-number convection

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Puthenveettil, Baburaj A.; Ananthakrishna, G.; Arakeri, Jaywant H.

2005-03-01

The geometrically different planforms of near-wall plume structure in turbulent natural convection, visualized by driving the convection using concentration differences across a membrane, are shown to have a common multifractal spectrum of singularities for Rayleigh numbers in the range 1010-1011 at Schmidt number of 602. The scaling is seen for a length scale range of 25 and is independent of the Rayleigh number, the flux, the strength and nature of the large-scale flow, and the aspect ratio. Similar scaling is observed for the plume structures obtained in the presence of a weak flow across the membrane. This common non-trivial spatial scaling is proposed to be due to the same underlying generating process for the near-wall plume structures.

On uses, misuses and potential abuses of fractal analysis in zooplankton behavioral studies: A review, a critique and a few recommendations

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Seuront, Laurent

2015-08-01

Fractal analysis is increasingly used to describe, and provide further understanding to, zooplankton swimming behavior. This may be related to the fact that fractal analysis and the related fractal dimension D have the desirable properties to be independent of measurement scale and to be very sensitive to even subtle behavioral changes that may be undetectable to other behavioral variables. As early claimed by Coughlin et al. (1992), this creates "the need for fractal analysis" in behavioral studies, which has hence the potential to become a valuable tool in zooplankton behavioral ecology. However, this paper stresses that fractal analysis, as well as the more elaborated multifractal analysis, is also a risky business that may lead to irrelevant results, without paying extreme attention to a series of both conceptual and practical steps that are all likely to bias the results of any analysis. These biases are reviewed and exemplified on the basis of the published literature, and remedial procedures are provided not only for geometric and stochastic fractal analyses, but also for the more complicated multifractal analysis. The concept of multifractals is finally introduced as a direct, objective and quantitative tool to identify models of motion behavior, such as Brownian motion, fractional Brownian motion, ballistic motion, Lévy flight/walk and multifractal random walk. I finally briefly review the state of this emerging field in zooplankton behavioral research.

Multifractal character of the electronic states in disordered two-dimensional systems

International Nuclear Information System (INIS)

Tit, N.; Schreiber, M.

1994-08-01

The nature of electronic states in disordered two-dimensional (2D) systems is investigated. To this aim, we present our calculations of both density of states and dc-conductivity for square lattices modelling the Anderson Hamiltonian with on-site energies randomly chosen from a box distribution of width W. For weak disorder (W), the eigenfunctions calculated by means of the Lanczos diagonalization algorithm display spatial fluctuations reflecting their (multi)fractal behaviour. For increasing disorder or energy the observed increase of the curdling of the wavefunction reflects its stronger localization. Our dc-conductivity results suggest a critical fractal dimension d * c =1.48±0.05 to discriminate between the exponentially and the power-law localized states. Consequences of the localization on transport properties are also discussed. (author). 30 refs, 10 figs, 1 tab

Multifractal Downscaling of Rainfall Using Normalized Difference Vegetation Index (NDVI) in the Andes Plateau.

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Duffaut Espinosa, L A; Posadas, A N; Carbajal, M; Quiroz, R

2017-01-01

In this paper, a multifractal downscaling technique is applied to adequately transformed and lag corrected normalized difference vegetation index (NDVI) in order to obtain daily estimates of rainfall in an area of the Peruvian Andean high plateau. This downscaling procedure is temporal in nature since the original NDVI information is provided at an irregular temporal sampling period between 8 and 11 days, and the desired final scale is 1 day. The spatial resolution of approximately 1 km remains the same throughout the downscaling process. The results were validated against on-site measurements of meteorological stations distributed in the area under study.

Multifractal Omori law for earthquake triggering: new tests on the California, Japan and worldwide catalogues

Science.gov (United States)

Ouillon, G.; Sornette, D.; Ribeiro, E.

2009-07-01

The Multifractal Stress-Activated model is a statistical model of triggered seismicity based on mechanical and thermodynamic principles. It predicts that, above a triggering magnitude cut-off M0, the exponent p of the Omori law for the time decay of the rate of aftershocks is a linear increasing function p(M) = a0M + b0 of the main shock magnitude M. We previously reported empirical support for this prediction, using the Southern California Earthquake Center (SCEC) catalogue. Here, we confirm this observation using an updated, longer version of the same catalogue, as well as new methods to estimate p. One of this methods is the newly defined Scaling Function Analysis (SFA), adapted from the wavelet transform. This method is able to measure a mathematical singularity (hence a p-value), erasing the possible regular part of a time-series. The SFA also proves particularly efficient to reveal the coexistence and superposition of several types of relaxation laws (typical Omori sequences and short-lived swarms sequences) which can be mixed within the same catalogue. Another new method consists in monitoring the largest aftershock magnitude observed in successive time intervals, and thus shortcuts the problem of missing events with small magnitudes in aftershock catalogues. The same methods are used on data from the worldwide Harvard Centroid Moment Tensor (CMT) catalogue and show results compatible with those of Southern California. For the Japan Meteorological Agency (JMA) catalogue, we still observe a linear dependence of p on M, but with a smaller slope. The SFA shows however that results for this catalogue may be biased by numerous swarm sequences, despite our efforts to remove them before the analysis.

Multifractal analysis of different hydrological products of X-band radar

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Skouri-Plakali, Ilektra; Da Silva Rocha Paz, Igor; Ichiba, Abdellah; Gires, Auguste; Tchiguirinskaia, Ioulia; Schertzer, Daniel

2017-04-01

Rainfall is widely considered as the hydrological process that triggers all the others. Its accurate measurements are crucial especially when they are used afterwards for the hydrological modeling of urban and peri-urban catchments for decision-making. Rainfall is a complex process and is scale dependent in space and time. Hence a high spatial and temporal resolution of the data is more appropriate for urban modeling. Therefore, a great interest of high-resolution measurements of precipitation in space and time is manifested. Radar technologies have not stopped evolving since their first appearance about the mid-twentieth. Indeed, the turning point work by Marshall-Palmer (1948) has established the Z - R power-law relation that has been widely used, with major scientific efforts being devoted to find "the best choice" of the two associated parameters. Nowadays X-band radars, being provided with dual-polarization and Doppler means, offer more accurate data of higher resolution. The fact that drops are oblate induces a differential phase shift between the two polarizations. The quantity most commonly used for the rainfall rate computation is actually the specific differential phase shift, which is the gradient of the differential phase shift along the radial beam direction. It is even stronger correlated to the rain rate R than reflectivity Z. Hence the rain rate can be computed with a different power-law relation, which again depends on only two parameters. Furthermore, an attenuation correction is needed to adjust the loss of radar energy due to the absorption and scattering as it passes through the atmosphere. Due to natural variations of reflectivity with altitude, vertical profile of reflectivity should be corrected as well. There are some other typical radar data filtering procedures, all resulting in various hydrological products. In this work, we use the Universal Multifractal framework to analyze and to inter-compare different products of X-band radar

Site effect classification based on microtremor data analysis using concentration-area fractal model

Science.gov (United States)

Adib, A.; Afzal, P.; Heydarzadeh, K.

2014-07-01

The aim of this study is to classify the site effect using concentration-area (C-A) fractal model in Meybod city, Central Iran, based on microtremor data analysis. Log-log plots of the frequency, amplification and vulnerability index (k-g) indicate a multifractal nature for the parameters in the area. The results obtained from the C-A fractal modeling reveal that proper soil types are located around the central city. The results derived via the fractal modeling were utilized to improve the Nogoshi's classification results in the Meybod city. The resulted categories are: (1) hard soil and weak rock with frequency of 6.2 to 8 Hz, (2) stiff soil with frequency of about 4.9 to 6.2 Hz, (3) moderately soft soil with the frequency of 2.4 to 4.9 Hz, and (4) soft soil with the frequency lower than 2.4 Hz.

SU-E-T-563: Multi-Fraction Stereotactic Radiosurgery with Extend System of Gamma Knife: Treatment Verification Using Indigenously Designed Patient Simulating Multipurpose Phantom

Energy Technology Data Exchange (ETDEWEB)

Bisht, R; Kale, S; Gopishankar, N; Rath, G; Julka, P; Agarwal, D; Singh, M; Garg, A; Kumar, P; Thulkar, S; Sharma, B [All India Institute of Medical Sciences, New Delhi (India)

2015-06-15

Purpose: Aim of the study is to evaluate mechanical and radiological accuracy of multi-fraction regimen and validate Gamma knife based fractionation using newly developed patient simulating multipurpose phantom. Methods: A patient simulating phantom was designed to verify fractionated treatments with extend system (ES) of Gamma Knife however it could be used to validate other radiotherapy procedures as well. The phantom has options to insert various density material plugs and mini CT/MR distortion phantoms to analyze the quality of stereotactic imaging. An additional thorax part designed to predict surface doses at various organ sites. The phantom was positioned using vacuum head cushion and patient control unit for imaging and treatment. The repositioning check tool (RCT) was used to predict phantom positioning under ES assembly. The phantom with special inserts for film in axial, coronal and sagittal plane were scanned with X-Ray CT and the acquired images were transferred to treatment planning system (LGP 10.1). The focal precession test was performed with 4mm collimator and an experimental plan of four 16mm collimator shots was prepared for treatment verification of multi-fraction regimen. The prescription dose of 5Gy per fraction was delivered in four fractions. Each fraction was analyzed using EBT3 films scanned with EPSON 10000XL Scanner. Results: The measurement of 38 RCT points showed an overall positional accuracy of 0.28mm. The mean deviation of 0.28% and 0.31 % were calculated as CT and MR image distortion respectively. The radiological focus accuracy test showed its deviation from mechanical center point of 0.22mm. The profile measurement showed close agreement between TPS planned and film measured dose. At tolerance criteria of 1%/1mm gamma index analysis showed a pass rate of > 95%. Conclusion: Our results show that the newly developed multipurpose patient simulating phantom is highly suitable for the verification of fractionated stereotactic

Transfer of spatio-temporal multifractal properties of rainfall to simulated surface runoff

Science.gov (United States)

Gires, Auguste; Giangola-Murzyn, Agathe; Richard, Julien; Abbes, Jean-Baptiste; Tchiguirinskaia, Ioulia; Schertzer, Daniel; Willinger, Bernard; Cardinal, Hervé; Thouvenot, Thomas

2014-05-01

In this paper we suggest to use scaling laws and more specifically Universal Multifractals (UM) to analyse in a spatio-temporal framework both the radar rainfall and the simulated surface runoff. Such tools have been extensively used to analyse and simulate geophysical fields extremely variable over wide range of spatio-temporal scales such as rainfall, but have not often if ever been applied to surface runoff. Such novel combined analysis helps to improve the understanding of the rainfall-runoff relationship. Two catchments of the chair "Hydrology for resilient cities" sponsored by Véolia, and of the European Interreg IV RainGain project are used. They are both located in the Paris area: a 144 ha flat urban area in the Seine-Saint-Denis County, and a 250 ha urban area with a significant portion of forest located on a steep hillside of the Bièvre River. A fully distributed urban hydrological model currently under development called Multi-Hydro is implemented to represent the catchments response. It consists in an interacting core between open source software packages, each of them representing a portion of the water cycle in urban environment. The fully distributed model is tested with pixels of size 5, 10 and 20 m. In a first step the model is validated for three rainfall events that occurred in 2010 and 2011, for which the Météo-France radar mosaic with a resolution of 1 km in space and 5 min in time is available. These events generated significant surface runoff and some local flooding. The sensitivity of the model to the rainfall resolution is briefly checked by stochastically generating an ensemble of realistic downscaled rainfall fields (obtained by continuing the underlying cascade process which is observed on the available range of scales) and inputting them into the model. The impact is significant on both the simulated sewer flow and surface runoff. Then rainfall fields are generated with the help of discrete multifractal cascades and inputted in the

Microwave hyperthermia as an adjuvant to radiation therapy. Summary experience of 256 multifraction treatment cases

International Nuclear Information System (INIS)

Bicher, H.I.

1985-01-01

Analysis is presented of a series of 256 human tumors treated under multifraction protocol regimes with standard controlled hyperthermia parameters and increasing doses of radiation therapy. Air cooled microwave applicators intracavitary and interstitial antennae operating at 915 or 300 MHz were used in various sites. Temperatures were measured by micro-thermocouples. Minimum tumor temperatures of 42 0 C were maintained at 1 hour, twice weekly. Treatment included a radiation dose of 1600-1700 rads. Tumor response was 94% with 60% or more total response. Frequency and duration of total responses depended mainly on the radiation dose. Skin tumors, melanomas, chest wall recurrences responded better than head and neck or intrapelvic recurrences. Side effects observed were minor burns; proctitis or oesophagitis with intracavitary devices; ulcerations or fistulae due to rapid tumor regression; 4 cases of pleuritis treating chest wall. Overall toxicity was less than 5%. In conclusion: 1) Combination heat-low dose radiation offers good palliation. 2) Response depends on radiation dose. 3) Combination of full dose radiation therapy plus hyperthermia proves to be well tolerated

Lethal and sublethal cellular injury in multifraction irradiation

International Nuclear Information System (INIS)

Withers, H.R.

1975-01-01

Work has been carried out on cellular injury in multifraction irradiation of mouse tissues and compared with similar work on human skin reported earlier by Dutreix et al (Eur. J. Cancer.; 9:159 (1973)). In agreement with Dutreix et al it is emphasized that the absolute amount of sublethal injury repaired per fractionation interval (Dsub(r)) is not as important to radiotherapists as the change in the amount repaired (ΔDsub(r)) when the dose-per-fraction is altered. It was found that although there is a critical divergence at low doses, the data for mouse tissues are similar to those previously given for human skin and support the conclusions: (i) That the capacity of many normal cells for accumulating and repairing sublethal radiation injury is probably not greatly different. (ii) That fixed exponents used for fraction number and time in iso-effect formulae are inaproporiate. At low doses-per-fraction, repair of sublethal injury is complete, or nearly so, and hence, additional fractionation of dose does not give appreciable additional sparing, whereas rapidly-regenerating tissues, due to the lengthening of overall time, would continue being spared by repopulation. (U.K.)

Multifractural analysis of AFM images of Nb thin film surfaces

International Nuclear Information System (INIS)

Altajskij, M.V; Chernenko, L.P.; Balebanov, V.M.; Erokhin, N.S.; Moiseev, S.S.

2000-01-01

The multifractal analysis of the atomic Force Microscope (AFM) images of the Niobium (Nb) thin film surfaces has been performed. These Nb films are being used for the measurements of the London penetration depth of stationary magnetic field by polarized neutron reflectometry. The analysis shows the behavior of Renyi dimensions of images (in the range of available scales 6-2000 nm), like the known multifractal p-model, with typical Hausdorff dimension of prevalent color in the range of 1.6-1.9. This indicates the fractal nature of film landscape on those scales. The perspective of new mechanism of order parameter suppression on superconductor-vacuum boundary, manifested in anomalous magnetic field penetration in discussed

Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations

Science.gov (United States)

Kwapień, Jarosław; Oświecimka, Paweł; DroŻdŻ, Stanisław

2015-11-01

The detrended cross-correlation coefficient ρDCCA has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, nonstationary time series. It is based on the detrended cross-correlation and detrended fluctuation analyses (DCCA and DFA, respectively) and can be viewed as an analog of the Pearson coefficient in the case of the fluctuation analysis. The coefficient ρDCCA works well in many practical situations but by construction its applicability is limited to detection of whether two signals are generally cross-correlated, without the possibility to obtain information on the amplitude of fluctuations that are responsible for those cross-correlations. In order to introduce some related flexibility, here we propose an extension of ρDCCA that exploits the multifractal versions of DFA and DCCA: multifractal detrended fluctuation analysis and multifractal detrended cross-correlation analysis, respectively. The resulting new coefficient ρq not only is able to quantify the strength of correlations but also allows one to identify the range of detrended fluctuation amplitudes that are correlated in two signals under study. We show how the coefficient ρq works in practical situations by applying it to stochastic time series representing processes with long memory: autoregressive and multiplicative ones. Such processes are often used to model signals recorded from complex systems and complex physical phenomena like turbulence, so we are convinced that this new measure can successfully be applied in time-series analysis. In particular, we present an example of such application to highly complex empirical data from financial markets. The present formulation can straightforwardly be extended to multivariate data in terms of the q -dependent counterpart of the correlation matrices and then to the network representation.

Site effect classification based on microtremor data analysis using a concentration-area fractal model

Science.gov (United States)

Adib, A.; Afzal, P.; Heydarzadeh, K.

2015-01-01

The aim of this study is to classify the site effect using concentration-area (C-A) fractal model in Meybod city, central Iran, based on microtremor data analysis. Log-log plots of the frequency, amplification and vulnerability index (k-g) indicate a multifractal nature for the parameters in the area. The results obtained from the C-A fractal modelling reveal that proper soil types are located around the central city. The results derived via the fractal modelling were utilized to improve the Nogoshi and Igarashi (1970, 1971) classification results in the Meybod city. The resulting categories are: (1) hard soil and weak rock with frequency of 6.2 to 8 Hz, (2) stiff soil with frequency of about 4.9 to 6.2 Hz, (3) moderately soft soil with the frequency of 2.4 to 4.9 Hz, and (4) soft soil with the frequency lower than 2.4 Hz.

Study of the Fractal and Multifractal Scaling Intervening in the Description of Fracture Experimental Data Reported by the Classical Work: Nature 308, 721–722(1984

Directory of Open Access Journals (Sweden)

Liliana Violeta Constantin

2012-01-01

Full Text Available Starting from the experimental data referring to the main parameters of the fracture surfaces of some 300-grade maraging steel reported by the classical work published in Nature 308, 721–722(1984, this work studied (a the multifractal scaling by the main parameters of the slit islands of fracture surfaces produced by a uniaxial tensile loading and (b the dependence of the impact energy to fracture and of the fractal dimensional increment on the temperature of the studied steels heat treatment, for the fracture surfaces produced by Charpy impact. The obtained results were analyzed, pointing out the spectral (size distribution of the found slit islands in the frame of some specific clusters (fractal components of the multifractal scaling of representative points of the logarithms of the slit islands areas and perimeters, respectively.

Experience of fractal analysis of micromammal population in mosaic landscapes of Karelia

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Korosov Andrey Victorovich

2015-12-01

Full Text Available The multifractal analysis of the community structure of small mammals which inhabit the areas with a long history of forest management was carried out on the basis of the investigations of 1996-2015. Scaling showed deterioration of the self-similarity of theriocenozis, while scaling down ( reducing the volume of the sample. In our opinion, this is due to the asymmetric reaction of different types of animals in the secondary anthropogenic mosaic of habitats. To obtain meaningful results it is necessary to possess unattainably great amount of data. The time elapsed to learn technology and calculations of multifractal analysis was not justified by the modesty of conclusions received in this study.

A multifractal approach to space-filling recovery for PET quantification

Energy Technology Data Exchange (ETDEWEB)

Willaime, Julien M. Y., E-mail: julien.willaime@siemens.com; Aboagye, Eric O. [Comprehensive Cancer Imaging Centre, Imperial College London, Hammersmith Hospital, London W12 0NN (United Kingdom); Tsoumpas, Charalampos [Division of Medical Physics, University of Leeds, LS2 9JT (United Kingdom); Turkheimer, Federico E. [Department of Neuroimaging, Institute of Psychiatry, King’s College London, London SE5 8AF (United Kingdom)

2014-11-01

Purpose: A new image-based methodology is developed for estimating the apparent space-filling properties of an object of interest in PET imaging without need for a robust segmentation step and used to recover accurate estimates of total lesion activity (TLA). Methods: A multifractal approach and the fractal dimension are proposed to recover the apparent space-filling index of a lesion (tumor volume, TV) embedded in nonzero background. A practical implementation is proposed, and the index is subsequently used with mean standardized uptake value (SUV {sub mean}) to correct TLA estimates obtained from approximate lesion contours. The methodology is illustrated on fractal and synthetic objects contaminated by partial volume effects (PVEs), validated on realistic {sup 18}F-fluorodeoxyglucose PET simulations and tested for its robustness using a clinical {sup 18}F-fluorothymidine PET test–retest dataset. Results: TLA estimates were stable for a range of resolutions typical in PET oncology (4–6 mm). By contrast, the space-filling index and intensity estimates were resolution dependent. TLA was generally recovered within 15% of ground truth on postfiltered PET images affected by PVEs. Volumes were recovered within 15% variability in the repeatability study. Results indicated that TLA is a more robust index than other traditional metrics such as SUV {sub mean} or TV measurements across imaging protocols. Conclusions: The fractal procedure reported here is proposed as a simple and effective computational alternative to existing methodologies which require the incorporation of image preprocessing steps (i.e., partial volume correction and automatic segmentation) prior to quantification.

Dynamic relationship between Japanese Yen exchange rates and market anxiety: A new perspective based on MF-DCCA

Science.gov (United States)

Lu, Xinsheng; Sun, Xinxin; Ge, Jintian

2017-05-01

This paper investigates the dynamic relationship between Japanese Yen exchange rates and market anxiety during the period from January 5, 1998 to April 18, 2016. A quantitative technique of multifractal detrended cross-correlation analysis (MF-DCCA) is used to explore the multifractal features of the cross-correlations between USD/JPY, AUD/JPY exchange rates and the market anxiety gauge VIX. The investigation shows that the causal relationship between Japanese Yen exchange rates and VIX are bidirectional in general, and the cross-correlations between the two sets of time series are multifractal. Strong evidence suggests that the cross-correlation exponents tend to exhibit different volatility patterns in response to diverse external shocks such as financial distress and widening in interest rate spread, suggesting that the cross-correlated behavior between Japanese Yen exchange rates and VIX are susceptible to economic uncertainties and risks. In addition, the performances of two market anxiety gauges, the VIX and the TED spread, are compared and the sources of multifractality are also traced. Thus, this paper contributes to the literature by shedding light on the unique driving forces of the Yen exchange rate fluctuations in the international foreign exchange market.

The multifractal structure of satellite sea surface temperature maps can be used to obtain global maps of streamlines

Directory of Open Access Journals (Sweden)

A. Turiel

2009-10-01

Full Text Available Nowadays Earth observation satellites provide information about many relevant variables of the ocean-climate system, such as temperature, moisture, aerosols, etc. However, to retrieve the velocity field, which is the most relevant dynamical variable, is still a technological challenge, specially in the case of oceans. New processing techniques, emerged from the theory of turbulent flows, have come to assist us in this task. In this paper, we show that multifractal techniques applied to new Sea Surface Temperature satellite products opens the way to build maps of ocean currents with unprecedented accuracy. With the application of singularity analysis, we show that global ocean circulation patterns can be retrieved in a daily basis. We compare these results with high-quality altimetry-derived geostrophic velocities, finding a quite good correspondence of the observed patterns both qualitatively and quantitatively; and this is done for the first time on a global basis, even for less active areas. The implications of this findings from the perspective both of theory and of operational applications are discussed.

Characterizing spatial heterogeneity based on the b-value and fractal analyses of the 2015 Nepal earthquake sequence

Science.gov (United States)

Nampally, Subhadra; Padhy, Simanchal; Dimri, Vijay P.

2018-01-01

The nature of spatial distribution of heterogeneities in the source area of the 2015 Nepal earthquake is characterized based on the seismic b-value and fractal analysis of its aftershocks. The earthquake size distribution of aftershocks gives a b-value of 1.11 ± 0.08, possibly representing the highly heterogeneous and low stress state of the region. The aftershocks exhibit a fractal structure characterized by a spectrum of generalized dimensions, Dq varying from D2 = 1.66 to D22 = 0.11. The existence of a fractal structure suggests that the spatial distribution of aftershocks is not a random phenomenon, but it self-organizes into a critical state, exhibiting a scale-independent structure governed by a power-law scaling, where a small perturbation in stress is sufficient enough to trigger aftershocks. In order to obtain the bias in fractal dimensions resulting from finite data size, we compared the multifractal spectrum for the real data and random simulations. On comparison, we found that the lower limit of bias in D2 is 0.44. The similarity in their multifractal spectra suggests the lack of long-range correlation in the data, with an only weakly multifractal or a monofractal with a single correlation dimension D2 characterizing the data. The minimum number of events required for a multifractal process with an acceptable error is discussed. We also tested for a possible correlation between changes in D2 and energy released during the earthquakes. The values of D2 rise during the two largest earthquakes (M > 7.0) in the sequence. The b- and D2 values are related by D2 = 1.45 b that corresponds to the intermediate to large earthquakes. Our results provide useful constraints on the spatial distribution of b- and D2-values, which are useful for seismic hazard assessment in the aftershock area of a large earthquake.

Pathologic changes in the lung following single and multi-fraction irradiation

International Nuclear Information System (INIS)

Travis, E.L.; Harley, R.A.; Fenn, J.O.; Klobukowski, C.J.; Hargrove, H.B.

1977-01-01

The limiting factor in the treatment of malignant disease with irradiation is the tolerance of normal tissue irradiated. In the present study the right lungs of rats were exposed to single doses of 2000 rad of x-radiation, to 10 x 200 rad, or to 5 x 400 rad. Animals from each group were sacrificed monthly for 6 months post exposure. Sections of lung were examined by light microscopy (LM) and by scanning or transmission electron microscopy (SEM and TEM). A focal exudative lesion was seen at 2 months after the single dose; it progressed to a proliferative and then reparative, fibrotic lesion by 6 months. Changes in epithelial lung components, particularly the presence of Type II pneumocytes, were found with both LM and TM. Vascular changes were less pronounced. A striking finding was the presence of mast cells in the alveolar walls. Neither of the multi-fraction schedules produced any of these changes, except hyperplasia of Type II cells following 5 x 400 rad. The possible implication of Type II and mast cells in radiation pneumonitis and fibrosis is discussed

Long-range correlation in cosmic microwave background radiation.

Science.gov (United States)

Movahed, M Sadegh; Ghasemi, F; Rahvar, Sohrab; Tabar, M Reza Rahimi

2011-08-01

We investigate the statistical anisotropy and gaussianity of temperature fluctuations of Cosmic Microwave Background (CMB) radiation data from the Wilkinson Microwave Anisotropy Probe survey, using the Multifractal Detrended Fluctuation Analysis, Rescaled Range, and Scaled Windowed Variance methods. Multifractal Detrended Fluctuation Analysis shows that CMB fluctuations has a long-range correlation function with a multifractal behavior. By comparing the shuffled and surrogate series of CMB data, we conclude that the multifractality nature of the temperature fluctuation of CMB radiation is mainly due to the long-range correlations, and the map is consistent with a gaussian distribution.

Multifractal chaotic attractors in a system of delay-differential equations modeling road traffic.

Science.gov (United States)

Safonov, Leonid A.; Tomer, Elad; Strygin, Vadim V.; Ashkenazy, Yosef; Havlin, Shlomo

2002-12-01

We study a system of delay-differential equations modeling single-lane road traffic. The cars move in a closed circuit and the system's variables are each car's velocity and the distance to the car ahead. For low and high values of traffic density the system has a stable equilibrium solution, corresponding to the uniform flow. Gradually decreasing the density from high to intermediate values we observe a sequence of supercritical Hopf bifurcations forming multistable limit cycles, corresponding to flow regimes with periodically moving traffic jams. Using an asymptotic technique we find approximately small limit cycles born at Hopf bifurcations and numerically preform their global continuations with decreasing density. For sufficiently large delay the system passes to chaos following the Ruelle-Takens-Newhouse scenario (limit cycles-two-tori-three-tori-chaotic attractors). We find that chaotic and nonchaotic attractors coexist for the same parameter values and that chaotic attractors have a broad multifractal spectrum. (c) 2002 American Institute of Physics.

Cross-correlation analysis between Chinese TF contracts and treasury ETF based on high-frequency data

Science.gov (United States)

Zhou, Yu; Chen, Shi

2016-02-01

In this paper, we investigate the high-frequency cross-correlation relationship between Chinese treasury futures contracts and treasury ETF. We analyze the logarithmic return of these two price series, from which we can conclude that both return series are not normally distributed and the futures markets have greater volatility. We find significant cross-correlation between these two series. We further confirm the relationship using the DCCA coefficient and the DMCA coefficient. We quantify the long-range cross-correlation with DCCA method, and we further show that the relationship is multifractal. An arbitrage algorithm based on DFA regression with stable return is proposed in the last part.

Signal and image multiresolution analysis

CERN Document Server

Ouahabi, Abdelialil

2012-01-01

Multiresolution analysis using the wavelet transform has received considerable attention in recent years by researchers in various fields. It is a powerful tool for efficiently representing signals and images at multiple levels of detail with many inherent advantages, including compression, level-of-detail display, progressive transmission, level-of-detail editing, filtering, modeling, fractals and multifractals, etc.This book aims to provide a simple formalization and new clarity on multiresolution analysis, rendering accessible obscure techniques, and merging, unifying or completing

Which is the better forecasting model? A comparison between HAR-RV and multifractality volatility

Science.gov (United States)

Ma, Feng; Wei, Yu; Huang, Dengshi; Chen, Yixiang

2014-07-01

In this paper, by taking the 5-min high frequency data of the Shanghai Composite Index as example, we compare the forecasting performance of HAR-RV and Multifractal volatility, Realized volatility, Realized Bipower Variation and their corresponding short memory model with rolling windows forecasting method and the Model Confidence Set which is proved superior to SPA test. The empirical results show that, for six loss functions, HAR-RV outperforms other models. Moreover, to make the conclusions more precise and robust, we use the MCS test to compare the performance of their logarithms form models, and find that the HAR-log(RV) has a better performance in predicting future volatility. Furthermore, by comparing the two models of HAR-RV and HAR-log(RV), we conclude that, in terms of performance forecasting, the HAR-log(RV) model is the best model among models we have discussed in this paper.

A self-affine multi-fractal wave turbulence discrimination method using data from single point fast response sensors in a nocturnal atmospheric boundary layer

OpenAIRE

Kamada, Ray; Decaria, Alex Joseph

1992-01-01

We present DA, a self-affine, multi-fractal which may become the first routine wave/turbulence discriminant for time series data. Using nocturnal atmospheric data, we show the advantages of D A over self-similar fractals and standard turbulence measures such as FFTs, Richardson number, Brunt-Vaisala frequency, buoyancy length scale, variances, turbulent kinetic energy, and phase averaging. DA also shows promise in resolving "wave-break" events. Since it uses local basis functions, DA may be...

3D mutifractal analysis of cerebral tomoscintigraphy images

International Nuclear Information System (INIS)

Lopes, R.; Dubois, P.; Dewalle, A.S.; Betrouni, N.; Steinling, M.; Maouche, S.

2007-01-01

In this study, we describe the preliminary results of a tool to assist the diagnosis for the characterization of pathological cases of epilepsy disease using cerebral tomoscintigraphy images. The tool is based on the use of multifractal modelling to detect the local changes of homogeneity. (orig.)

Minimizing the effect of exponential trends in detrended fluctuation analysis

International Nuclear Information System (INIS)

Xu Na; Shang Pengjian; Kamae, Santi

2009-01-01

The detrended fluctuation analysis (DFA) and its extensions (MF-DFA) have been used extensively to determine possible long-range correlations in time series. However, recent studies have reported the susceptibility of DFA to trends which give rise to spurious crossovers and prevent reliable estimation of the scaling exponents. In this report, a smoothing algorithm based on the discrete laplace transform (DFT) is proposed to minimize the effect of exponential trends and distortion in the log-log plots obtained by MF-DFA techniques. The effectiveness of the technique is demonstrated on monofractal and multifractal data corrupted with exponential trends.

Fluctuation behaviors of financial time series by a stochastic Ising system on a Sierpinski carpet lattice

Science.gov (United States)

Fang, Wen; Wang, Jun

2013-09-01

We develop a financial market model using an Ising spin system on a Sierpinski carpet lattice that breaks the equal status of each spin. To study the fluctuation behavior of the financial model, we present numerical research based on Monte Carlo simulation in conjunction with the statistical analysis and multifractal analysis of the financial time series. We extract the multifractal spectra by selecting various lattice size values of the Sierpinski carpet, and the inverse temperature of the Ising dynamic system. We also investigate the statistical fluctuation behavior, the time-varying volatility clustering, and the multifractality of returns for the indices SSE, SZSE, DJIA, IXIC, S&P500, HSI, N225, and for the simulation data derived from the Ising model on the Sierpinski carpet lattice. A numerical study of the model’s dynamical properties reveals that this financial model reproduces important features of the empirical data.

Multifractal characterizations of nonstationary and intermittency in geophysical fields: Observed, retrieved, or simulated

International Nuclear Information System (INIS)

Davis, A.; Wiscombe, W.; Cahalan, R.; Marshak, A.

1994-01-01

Geophysical data rarely show any smoothness at any scale, and this often makes comparison with theoretical model output difficult. However, highly fluctuating signals and fractual structures are typical of open dissipative systems with nonlinear dynamics, the focus of most geophysical research. High levels of variability are excited over a large range of scales by the combined actions of external forcing and internal instability. At very small scales we expect geophysical fields to be smooth, but these are rarely resolved with available instrumentation or simulation tools; nondifferentiable and even discontinuous models are therefore in order. We need methods of statistically analyzing geophysical data, whether measured in situ, remotely sensed or even generated by a computer model, that are adapted to these characteristics. An important preliminary task is to define statistically stationary features in generally nonstationary signals. We first discuss a simple criterion for stationarity in finite data streams that exhibit power law energy spectra and then, guided by developments in turbulence studies, we advocate the use of two ways of analyzing the scale dependence of statistical information: singular measures and qth order structure functions. In nonstationary situations, the approach based on singular measures seeks power law behavior in integrals over all possible scales of a nonnegative stationary field derived from the data, leading to a characterization of the intermittency in this field. In contrast, the approach based on structure functions uses the signal itself, seeking power laws for the statistical moments of absolute increments over arbitrarily large scales, leading to a characterization of the prevailing nonstationarity in both quantitative and qualitative terms. We explain graphically, step by step, both multifractal statistics which are largely complementary to each other. 45 refs., 13 figs., 2 tabs

Complexity measures of music

Science.gov (United States)

Pease, April; Mahmoodi, Korosh; West, Bruce J.

2018-03-01

We present a technique to search for the presence of crucial events in music, based on the analysis of the music volume. Earlier work on this issue was based on the assumption that crucial events correspond to the change of music notes, with the interesting result that the complexity index of the crucial events is mu ~ 2, which is the same inverse power-law index of the dynamics of the brain. The search technique analyzes music volume and confirms the results of the earlier work, thereby contributing to the explanation as to why the brain is sensitive to music, through the phenomenon of complexity matching. Complexity matching has recently been interpreted as the transfer of multifractality from one complex network to another. For this reason we also examine the mulifractality of music, with the observation that the multifractal spectrum of a computer performance is significantly narrower than the multifractal spectrum of a human performance of the same musical score. We conjecture that although crucial events are demonstrably important for information transmission, they alone are not suficient to define musicality, which is more adequately measured by the multifractality spectrum.

Hypericin-photodynamic therapy (PDT) using an alternative treatment regime suitable for multi-fraction PDT.

Science.gov (United States)

Thong, Patricia Soo-Ping; Watt, Frank; Ren, Min Qin; Tan, Puay Hoon; Soo, Khee Chee; Olivo, Malini

2006-01-02

Photodynamic therapy (PDT) outcome depends on the conditions under which it is carried out. Maintaining the tumour tissue oxygen level is important for PDT efficacy and using a low fluence rate can improve outcome. In this work we studied the response of human nasopharyngeal carcinoma tumours in murine models to hypericin-PDT carried out under low fluence and fluence rate. A drug-light interval (DLI) of 1h or 6h was used for 1h-PDT and 6h-PDT, respectively. Evan's blue test was used to assess necrosis and TUNEL staining for apoptosis. Nuclear microscopy was used to quantify elemental concentrations in tumours. Serum vascular endothelial growth factor (VEGF) levels were also determined. TUNEL results showed that 6h-PDT induced significantly more apoptosis compared to 1h-PDT (ptreatment regime is suitable for the alternative approach of multi-fraction PDT in which the tumour can be exposed to multiple PDT fractions for complete tumour response. This alternative approach might yield improved outcome.

Molecular thermal transistor: Dimension analysis and mechanism

Science.gov (United States)

Behnia, S.; Panahinia, R.

2018-04-01

Recently, large challenge has been spent to realize high efficient thermal transistors. Outstanding properties of DNA make it as an excellent nano material in future technologies. In this paper, we introduced a high efficient DNA based thermal transistor. The thermal transistor operates when the system shows an increase in the thermal flux despite of decreasing temperature gradient. This is what called as negative differential thermal resistance (NDTR). Based on multifractal analysis, we could distinguish regions with NDTR state from non-NDTR state. Moreover, Based on dimension spectrum of the system, it is detected that NDTR state is accompanied by ballistic transport regime. The generalized correlation sum (analogous to specific heat) shows that an irregular decrease in the specific heat induces an increase in the mean free path (mfp) of phonons. This leads to the occurrence of NDTR.

Separation in Data Mining Based on Fractal Nature of Data

Czech Academy of Sciences Publication Activity Database

Jiřina, Marcel; Jiřina jr., M.

2013-01-01

Roč. 3, č. 1 (2013), s. 44-60 ISSN 2225-658X Institutional support: RVO:67985807 Keywords : nearest neighbor * fractal set * multifractal * IINC method * correlation dimension Subject RIV: JC - Computer Hardware ; Software http://sdiwc.net/digital-library/separation-in-data-mining-based-on-fractal-nature-of-data.html

Cross-correlations between RMB exchange rate and international commodity markets

Science.gov (United States)

Lu, Xinsheng; Li, Jianfeng; Zhou, Ying; Qian, Yubo

2017-11-01

This paper employs multifractal detrended analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DCCA) to study cross-correlation behaviors between China's RMB exchange rate market and four international commodity markets, using a comprehensive set of data covering the period from 22 July 2005 to 15 March 2016. Our empirical results from MF-DFA indicate that the RMB exchange rate is the most inefficient among the 4 selected markets. The results from quantitative analysis have testified the existence of cross-correlations and the result from MF-DCCA have further confirmed a strong multifractal behavior between RMB exchange rate and international commodity markets. We also demonstrate that the recent financial crisis has significant impact on the cross-correlated behavior. Through the rolling window analysis, we find that the RMB exchange rates and international commodity prices are anti-persistent cross-correlated. The main sources of multifractality in the cross-correlations are long-range correlations between RMB exchange rate and the aggregate commodity, energy and metals index.

Investigation of the structure and lithology of bedrock concealed by basin fill, using ground-based magnetic-field-profile data acquired in the San Rafael Basin, southeastern Arizona

Science.gov (United States)

Bultman, Mark W.

2013-01-01

Data on the Earth’s total-intensity magnetic field acquired near ground level and at measurement intervals as small as 1 m include information on the spatial distribution of nearsurface magnetic dipoles that in many cases are unique to a specific lithology. Such spatial information is expressed in the texture (physical appearance or characteristics) of the data at scales of hundreds of meters to kilometers. These magnetic textures are characterized by several descriptive statistics, their power spectrum, and their multifractal spectrum. On the basis of a graphical comparison and textural characterization, ground-based magnetic-field profile data can be used to estimate bedrock lithology concealed by as much as 100 m of basin fill in some cases, information that is especially important in assessing and exploring for concealed mineral deposits. I demonstrate that multifractal spectra of ground-based magnetic-field-profile data can be used to differentiate exposed lithologies and that the shape and position of the multifractal spectrum of the ground-based magnetic-field-profile of concealed lithologies can be matched to the upward-continued multifractal spectrum of an exposed lithology to help distinguish the concealed lithology. In addition, ground-based magnetic-field-profile data also detect minute differences in the magnetic susceptibility of rocks over small horizontal and vertical distances and so can be used for precise modeling of bedrock geometry and structure, even when that bedrock is concealed by 100 m or more of nonmagnetic basin fill. Such data contain valuable geologic information on the bedrock concealed by basin fill that may not be so visible in aeromagnetic data, including areas of hydrothermal alteration, faults, and other bedrock structures. Interpretation of these data in the San Rafael Basin, southeastern Arizona, has yielded results for estimating concealed lithologies, concealed structural geology, and a concealed potential mineral

Gradual multifractal reconstruction of time-series: Formulation of the method and an application to the coupling between stock market indices and their Hölder exponents

Science.gov (United States)

Keylock, Christopher J.

2018-04-01

A technique termed gradual multifractal reconstruction (GMR) is formulated. A continuum is defined from a signal that preserves the pointwise Hölder exponent (multifractal) structure of a signal but randomises the locations of the original data values with respect to this (φ = 0), to the original signal itself(φ = 1). We demonstrate that this continuum may be populated with synthetic time series by undertaking selective randomisation of wavelet phases using a dual-tree complex wavelet transform. That is, the φ = 0 end of the continuum is realised using the recently proposed iterated, amplitude adjusted wavelet transform algorithm (Keylock, 2017) that fully randomises the wavelet phases. This is extended to the GMR formulation by selective phase randomisation depending on whether or not the wavelet coefficient amplitudes exceeds a threshold criterion. An econophysics application of the technique is presented. The relation between the normalised log-returns and their Hölder exponents for the daily returns of eight financial indices are compared. One particularly noticeable result is the change for the two American indices (NASDAQ 100 and S&P 500) from a non-significant to a strongly significant (as determined using GMR) cross-correlation between the returns and their Hölder exponents from before the 2008 crash to afterwards. This is also reflected in the skewness of the phase difference distributions, which exhibit a geographical structure, with Asian markets not exhibiting significant skewness in contrast to those from elsewhere globally.

Mustiscaling Analysis applied to field Water Content through Distributed Fiber Optic Temperature sensing measurements

Science.gov (United States)

Benitez Buelga, Javier; Rodriguez-Sinobas, Leonor; Sanchez, Raul; Gil, Maria; Tarquis, Ana M.

2014-05-01

signal variation, or to see at which scales signals are most correlated. This can give us an insight into the dominant processes An alternative to both of the above methods has been described recently. Relative entropy and increments in relative entropy has been applied in soil images (Bird et al., 2006) and in soil transect data (Tarquis et al., 2008) to study scale effects localized in scale and provide the information that is complementary to the information about scale dependencies found across a range of scales. We will use them in this work to describe the spatial scaling properties of a set of field water content data measured in an extension of a corn field, in a plot of 500 m2 and an spatial resolution of 25 cm. These measurements are based on an optics cable (BruggSteal) buried on a ziz-zag deployment at 30cm depth. References Bird, N., M.C. Díaz, A. Saa, and A.M. Tarquis. 2006. A review of fractal and multifractal analysis of soil pore-scale images. J. Hydrol. 322:211-219. Kravchenko, A.N., R. Omonode, G.A. Bollero, and D.G. Bullock. 2002. Quantitative mapping of soil drainage classes using topographical data and soil electrical conductivity. Soil Sci. Soc. Am. J. 66:235-243. Lark, R.M., A.E. Milne, T.M. Addiscott, K.W.T. Goulding, C.P. Webster, and S. O'Flaherty. 2004. Scale- and location-dependent correlation of nitrous oxide emissions with soil properties: An analysis using wavelets. Eur. J. Soil Sci. 55:611-627. Lark, R.M., S.R. Kaffka, and D.L. Corwin. 2003. Multiresolution analysis of data on electrical conductivity of soil using wavelets. J. Hydrol. 272:276-290. Lark, R. M. and Webster, R. 1999. Analysis and elucidation of soil variation using wavelets. European J. of Soil Science, 50(2): 185-206. Mandelbrot, B.B. 1982. The fractal geometry of nature. W.H. Freeman, New York. Percival, D.B., and A.T. Walden. 2000. Wavelet methods for time series analysis. Cambridge Univ. Press, Cambridge, UK. Tarquis, A.M., N.R. Bird, A.P. Whitmore, M.C. Cartagena, and

Structure of simplicial complexes of graphs representing ...

Indian Academy of Sciences (India)

The multifractal analysis of the corresponding segments of the signal ... teresis loop in a weak disorder regime; in this case, the .... loop are detected in the multifractal spectrum of these ..... plex signals cast new light on the nature of collective.

Wavelets and Multifractal Analysis

National Research Council Canada - National Science Library

Teich, Malvin C; Lowen, B; Jost, Bradley M; Vibe-Rheymer, Karin; Heneghan, Conor

2004-01-01

.... Because the electrical activity of the human heart is influenced by many physiological mechanisms, electrocardiography has become an invaluable tool for the diagnosis of a variety of pathologies...

Fractal features of CdTe thin films grown by RF magnetron sputtering

Energy Technology Data Exchange (ETDEWEB)

Hosseinpanahi, Fayegh, E-mail: f.hosseinpanahi@yahoo.com [Department of Physics, Payame Noor University, P.O. Box 19395-4697, Tehran (Iran, Islamic Republic of); Raoufi, Davood [Department of Physics, University of Bu Ali Sina, P.O. Box 65174, Hamedan (Iran, Islamic Republic of); Ranjbarghanei, Khadijeh [Department of Physics, Plasma Physics Research Center, Science & Research Branch Islamic Azad University, Tehran (Iran, Islamic Republic of); Karimi, Bayan [Department of Physics, Payame Noor University, P.O. Box 19395-4697, Tehran (Iran, Islamic Republic of); Babaei, Reza [Department of Physics, Plasma Physics Research Center, Science & Research Branch Islamic Azad University, Tehran (Iran, Islamic Republic of); Hasani, Ebrahim [Department of Physics, University of Bu Ali Sina, P.O. Box 65174, Hamedan (Iran, Islamic Republic of)

2015-12-01

Graphical abstract: - Highlights: • CdTe thin films were deposited on glass substrates by RF magnetron sputtering at room temperature with different deposition time 5, 10 and 15 min. • Nanostructure of CdTe layer indicates that CdTe films are polycrystalline and have zinc blende structure, irrespective of their deposition time. • Complexity and roughness of the CdTe films and strength of multifractality increase with increasing deposition time. • Detrended fluctuation analysis (DFA) and also multifractal detrended fluctuation analysis (MFDFA) methods showed that prepared CdTe films have multifractal nature. - Abstract: Cadmium telluride (CdTe) thin films were prepared by RF magnetron sputtering on glass substrates at room temperature (RT). The film deposition was performed for 5, 10, and 15 min at power of 30 W with a frequency of 13.56 MHz. The crystal structure of the prepared CdTe thin films was studied by X-ray diffraction (XRD) technique. XRD analyses indicate that the CdTe films are polycrystalline, having zinc blende structure of CdTe irrespective of their deposition time. All CdTe films showed a preferred orientation along (1 1 1) crystalline plane. The surface morphology characterization of the films was studied using atomic force microscopy (AFM). The quantitative AFM characterization shows that the RMS surface roughness of the prepared CdTe thin films increases with increasing the deposition time. The detrended fluctuation analysis (DFA) and also multifractal detrended fluctuation analysis (MFDFA) methods showed that prepared CdTe thin films have multifractal nature. The complexity, roughness of the CdTe thin films and strength of the multifractality increase as deposition time increases.

Fractal features of CdTe thin films grown by RF magnetron sputtering

International Nuclear Information System (INIS)

Hosseinpanahi, Fayegh; Raoufi, Davood; Ranjbarghanei, Khadijeh; Karimi, Bayan; Babaei, Reza; Hasani, Ebrahim

2015-01-01

Graphical abstract: - Highlights: • CdTe thin films were deposited on glass substrates by RF magnetron sputtering at room temperature with different deposition time 5, 10 and 15 min. • Nanostructure of CdTe layer indicates that CdTe films are polycrystalline and have zinc blende structure, irrespective of their deposition time. • Complexity and roughness of the CdTe films and strength of multifractality increase with increasing deposition time. • Detrended fluctuation analysis (DFA) and also multifractal detrended fluctuation analysis (MFDFA) methods showed that prepared CdTe films have multifractal nature. - Abstract: Cadmium telluride (CdTe) thin films were prepared by RF magnetron sputtering on glass substrates at room temperature (RT). The film deposition was performed for 5, 10, and 15 min at power of 30 W with a frequency of 13.56 MHz. The crystal structure of the prepared CdTe thin films was studied by X-ray diffraction (XRD) technique. XRD analyses indicate that the CdTe films are polycrystalline, having zinc blende structure of CdTe irrespective of their deposition time. All CdTe films showed a preferred orientation along (1 1 1) crystalline plane. The surface morphology characterization of the films was studied using atomic force microscopy (AFM). The quantitative AFM characterization shows that the RMS surface roughness of the prepared CdTe thin films increases with increasing the deposition time. The detrended fluctuation analysis (DFA) and also multifractal detrended fluctuation analysis (MFDFA) methods showed that prepared CdTe thin films have multifractal nature. The complexity, roughness of the CdTe thin films and strength of the multifractality increase as deposition time increases.

A preliminary studyof the site-dependence of the multifractalfeatures of geoelectric measurements

Directory of Open Access Journals (Sweden)

M. Macchiato

2004-06-01

Full Text Available Multifractal analysis was performed to characterize the fluctuations in dynamics of the hourly time variability of self-potential signals measured from January 2001 to September 2002 by three stations installed in the Basilicata region (Southern Italy. Two stations (Giuliano and Tito are located in a seismic area, and one (Laterza in an aseismic area. Multifractal formalism leads to the identification of a set of parameters derived from the shape of the multifractal spectrum (the maximum a0, the asymmetry B and the width W and measuring the «complexity» of the signals. Furthermore, the multifractal parameters seem to discriminate self-potential signals measured in seismic areas from those recorded in aseismic areas.

The effect of Gaussian white noise on the fractality of fluctuations in the plasma of a symmetrical discharge

International Nuclear Information System (INIS)

Stan, Cristina; Cristescu, Cristina Maria; Alexandroaei, D.; Cristescu, C.P.

2014-01-01

Highlights: •We study the white Gaussian noise effect on the fractality of plasma fluctuations. •Multifractality strength is increased by the noise, at all inter-anode voltages. •New positive influence of noise resulting in an increasing of the predictability. •Identifying the fluctuations nature: chaotic or stochastic by multifractal analysis. •Noise changes the position of the maximum in the singularity spectra. - Abstract: In this work we investigate the influence of white Gaussian noise on the fluctuations in the plasma of a symmetrical discharge using multifractal detrended fluctuation analysis. We observe that in the range of noise intensity used in our study, the multifractality strength is increased by the noise, at all values of the inter-anode voltage, both for original and filtered time-series. This is interpreted as a new positive influence of noise because this effect can be understood as an increasing in the predictability on the dynamics in a time-series. A constructive influence of noise can appear only for fluctuations with underlying chaotic dynamics. The shuffling analysis demonstrates that the multifractality is purely a consequence of the correlations of the fluctuations. The noise influence is also observed in the change of the position of the maximum in the singularity spectra. The multifractal detrended cross correlation between light intensity and current intensity demonstrates that the fluctuations in both parameters are generated by the same physical processes though they are very different in nature: one is a local parameter and the other is a global one

Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis

Science.gov (United States)

Mensi, Walid; Tiwari, Aviral Kumar; Yoon, Seong-Min

2017-04-01

This paper estimates the weak-form efficiency of Islamic stock markets using 10 sectoral stock indices (basic materials, consumer services, consumer goods, energy, financials, health care, industrials, technology, telecommunication, and utilities). The results based on the multifractal detrended fluctuation analysis (MF-DFA) approach show time-varying efficiency for the sectoral stock markets. Moreover, we find that they tend to show high efficiency in the long term but moderate efficiency in the short term, and that these markets become less efficient after the onset of the global financial crisis. These results have several significant implications in terms of asset allocation for investors dealing with Islamic markets.

An improved computing method for the image edge detection

Institute of Scientific and Technical Information of China (English)

Gang Wang; Liang Xiao; Anzhi He

2007-01-01

The framework of detecting the image edge based on the sub-pixel multi-fractal measure (SPMM) is presented. The measure is defined, which gives the sub-pixel local distribution of the image gradient. The more precise singularity exponent of every pixel can be obtained by performing the SPMM analysis on the image. Using the singularity exponents and the multi-fractal spectrum of the image, the image can be segmented into a series of sets with different singularity exponents, thus the image edge can be detected automatically and easily. The simulation results show that the SPMM has higher quality factor in the image edge detection.

Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches

Science.gov (United States)

Shahzad, Syed Jawad Hussain; Nor, Safwan Mohd; Mensi, Walid; Kumar, Ronald Ravinesh

2017-04-01

This study examines the power law properties of 11 US credit and stock markets at the industry level. We use multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DXA) to first investigate the relative efficiency of credit and stock markets and then evaluate the mutual interdependence between CDS-equity market pairs. The scaling exponents of the MF-DFA approach suggest that CDS markets are relatively more inefficient than their equity counterparts. However, Banks and Financial credit markets are relatively more efficient. Basic Materials (both CDS and equity indices) is the most inefficient sector of the US economy. The cross-correlation exponents obtained through MF-DXA also suggest that the relationship of the CDS and equity sectors within and across markets is multifractal for all pairs. Within the CDS market, Basic Materials is the most dependent sector, whereas equity market sectors can be divided into two distinct groups based on interdependence. The pair-wise dependence between Basic Materials sector CDSs and the equity index is also the highest. The degree of cross-correlation shows that the sectoral pairs of CDS and equity markets belong to a persistent cross-correlated series within selected time intervals.

Turbulencia sintética tridimensional: escalamiento anómalo en el rango inercial y propiedades multifractales de la disipación Three-dimensional synthetic turbulence: anomalous scaling in the inertial range and multifractal properties of the dissipation

Directory of Open Access Journals (Sweden)

Carlos Rosales H

2011-08-01

Full Text Available Este trabajo presenta un análisis de las propiedades de escalamiento del método MMLM, utilizado para la construcción numérica de campos vectoriales turbulentos sintéticos tridimensionales. En particular, se estudian las propiedades de escala para las funciones de estructura del campo de velocidades, encontrándose que el MMLM conduce a un escalamiento del tipo Kolmogorov. Si el parámetro de mapeo, consistente en una escala de tiempo basada en la separación de nodos sobre la malla computacional, es modificado y asimilado al tiempo característico de evolución de los vórtices para cada escala espacial, se observa que el campo de turbulencia sintética presenta el escalamiento anómalo propio de los campos turbulentos reales, con muy buena concordancia respecto a los valores conocidos. Adicionalmente se estudian la intermitencia y naturaleza multifractal de la distribución de disipación de energía. Los resultados son también consecuentes con las observaciones en turbulencia real. El estudio arroja nueva luz sobre cuáles son los mínimos requerimientos dinámicos para obtener escalamiento anómalo en el rango inercial.This work presents an analysis of the scaling properties of the MMLM method, used for the numerical construction of three-dimensional turbulent vector fields. Specifically, the scaling properties for the velocity field structure functions are studied. It is found that MMLM gives scaling of Kolmorogov type. If the mapping parameter, which is given by a time scale based on node separation over the computational mesh, is modified and equated to the characteristic time for eddy evolution at each spatial scale, the synthetic turbulent field presents the characteristic anomalous scaling of real turbulent fields, with very good agreement with respect to the known values. In addition, we study the intermittency and multifractal nature of the energy dissipation distribution. Results are also consistent with observations in real

Asymmetric statistical features of the Chinese domestic and international gold price fluctuation

Science.gov (United States)

Cao, Guangxi; Zhao, Yingchao; Han, Yan

2015-05-01

Analyzing the statistical features of fluctuation is remarkably significant for financial risk identification and measurement. In this study, the asymmetric detrended fluctuation analysis (A-DFA) method was applied to evaluate asymmetric multifractal scaling behaviors in the Shanghai and New York gold markets. Our findings showed that the multifractal features of the Chinese and international gold spot markets were asymmetric. The gold return series persisted longer in an increasing trend than in a decreasing trend. Moreover, the asymmetric degree of multifractals in the Chinese and international gold markets decreased with the increase in fluctuation range. In addition, the empirical analysis using sliding window technology indicated that multifractal asymmetry in the Chinese and international gold markets was characterized by its time-varying feature. However, the Shanghai and international gold markets basically shared a similar asymmetric degree evolution pattern. The American subprime mortgage crisis (2008) and the European debt crisis (2010) enhanced the asymmetric degree of the multifractal features of the Chinese and international gold markets. Furthermore, we also make statistical tests for the results of multifractatity and asymmetry, and discuss the origin of them. Finally, results of the empirical analysis using the threshold autoregressive conditional heteroskedasticity (TARCH) and exponential generalized autoregressive conditional heteroskedasticity (EGARCH) models exhibited that good news had a more significant effect on the cyclical fluctuation of the gold market than bad news. Moreover, good news exerted a more significant effect on the Chinese gold market than on the international gold market.

Price Formation Based on Particle-Cluster Aggregation

Science.gov (United States)

Wang, Shijun; Zhang, Changshui

In the present work, we propose a microscopic model of financial markets based on particle-cluster aggregation on a two-dimensional small-world information network in order to simulate the dynamics of the stock markets. "Stylized facts" of the financial market time series, such as fat-tail distribution of returns, volatility clustering and multifractality, are observed in the model. The results of the model agree with empirical data taken from historical records of the daily closures of the NYSE composite index.

The complexity of the HANG SENG Index and its constituencies during the 2007-2008 Great Recession

Science.gov (United States)

Argyroudis, G.; Siokis, F.

2018-04-01

We apply the multifractal detrended moving average (MF-DMA) procedure to the daily data from HANG SENG Index (HSI) and two sub-indices, the Properties Index which consists of 10 Real Estate Companies and the Finance Index with 12 companies respectively. Two major events are considered: the 2007 and the 1997 crises. Based on scaling exponents and the singularity spectrum analysis, we show that both events reveal multiscaling and the results are robust across different indices. Furthermore, by dividing the data into two equal sub-samples for prior and after the crisis periods, we reveal that for the 2007-2008 crisis, the complexity of the HSI and Properties index remain the same between periods, while for the Finance Index, the after crisis period exhibits richer multifractality and higher complexity. Especially for the Properties Index, the results indicate that the Real Estate sector was not affected as much, by the transitory shocks of the Great Recession. As for the 1997 event, the HS Index is impacted greatly in the after period crisis exhibiting higher degree of multifractality and heterogeneity.

Emergent radar technologies and innovative multifractal methodologies for new prospects in urban hydrology

Science.gov (United States)

Tchiguirinskaia, Ioulia; Schertzer, Daniel; Paz, Igor; Gires, Auguste; Ichiba, Abdellah; Scour-Plakali, Elektra; Lee, Jisun

2017-04-01

To make our cities weather ready and climate proof has become a fundamental societal issue in the context of an on-going urbanization and growing population density (http://www.nws.noaa.gov/com/weatherreadynation/). This is a challenging question in a region like Île-de-France, which corresponds to one of the largest, if not the largest, concentration of assets and infrastructures in Europe. More than ever, there is an urgent need to cross-fertilise research and operational hydrology, whereas they have both suffered from a long-lasting divorce (Schertzer et al., 2010). A preliminary step is to use the best available measurement technologies. In this presentation we discuss the potentials of the polarimetric X-band radar technology to measure small scale rainfalls in urban environment. Particularly intense rainy episodes have struck hard various regions of France during the period of May-June 2016, notably Ile-de-France and its neighbourhoods. The data collected during those days by the X-band radar of Ecole des Pont ParisTech (http://www.enpc.fr/hydrologie-meteorologie-et-complexite) allow to observe the fast aggregation of strong cells of small sizes in a multi-cellular thunderstorm. Certain cells make initially hardly more than a radar pixel (250m x 250m), while just three quarters of hour later they form a multi-cellular well-organised thunderstorm over tenths of kilometres. These observations have triggered the development of new methods of immediate forecast taking into account the multi-scale and strongly intermittent character of such rainfall fields to better manage the crises, particularly for strongly vulnerable urban systems. We present the results of the multifractal analysis and simulations of the polarimetric X-band radar data that first contribute to better understanding of the three-dimensional dynamics of such events, and then allows representing of how strong cores of haste precipitation contribute to the rainfall amounts striking the ground. The

Study on fractal characteristics of remote sensing image in the typical volcanic uranium metallogenic areas

International Nuclear Information System (INIS)

Pan Wei; Ni Guoqiang; Li Hanbo

2010-01-01

Computing Methods of fractal dimension and multifractal spectrum about the remote sensing image are briefly introduced. The fractal method is used to study the characteristics of remote sensing images in Xiangshan and Yuhuashan volcanic uranium metallogenic areas in southern China. The research results indicate that the Xiangshan basin in which lots of volcanic uranium deposits occur,is of bigger fractal dimension based on remote sensing image texture than that of the Yuhuashan basin in which two uranium ore occurrences exist, and the multifractal spectrum in the Xiangshan basin obviously leans to less singularity index than in the Yuhuashan basin. The relation of the fractal dimension and multifractal singularity of remote sensing image to uranium metallogeny are discussed. The fractal dimension and multifractal singularity index of remote sensing image may be used to predict the volcanic uranium metallogenic areas. (authors)

Development of a multi-fraction radiation protocol for intracerebral human glioblastoma xenografts

International Nuclear Information System (INIS)

Ozawa, T.; Santos, R.A.; Hu, L.H.; Faddegon, B.A.; Lamborn, K.R.; Deen, D.F.

2003-01-01

Patients with malignant gliomas are typically treated by surgery, radiation therapy and chemotherapy. Fractionated radiotherapy consists of 30 daily doses of 1.8 to 2 Gy given over a 6-week period. We have investigated a multi-fraction radiation protocol in which rats bearing intracerebral tumors are irradiated once daily for 10 days with a 2-day break in the middle. This scheme simulates the first third of a typical human radiation protocol, and it is a practical scheme to conduct in the laboratory. U-87 MG or U-251 MG human glioblastoma cells were implanted into the right caudate-putamens of male athymic rats. We irradiated rats using an irradiation jig that allowed us to deliver Cesium-137 photons at a dose rate of 280 cGy/minute selectively to the portion of the head containing the tumor. This device adequately shields all other parts of rat, including the critically sensitive oropharynx. Animals received the first radiation dose when intracerebral tumors were ∼20 mg in size. Untreated U-87 MG tumor-bearing rats died with a median survival of 23 days, while tumor bearing rats that were given ten 1-Gy doses died with a median survival of 28.5 days. Untreated U-251 MG tumor-bearing rats died with a median survival of 34.5 days, while tumor-bearing rats that were given ten 1-Gy doses died with a median survival of 58 days. However, 5 of 14 of these rats had a lifespan >68 days and were considered cured. A daily dose of 0.75 Gy produced a median survival of 43 days, but again 2 rats had a lifespan >70 days. Currently, we are seeking a dose that causes reproducible tumor growth delay of 1 to 2 weeks, without curing any animals, to use in future studies that combine radiation with other anti-tumor agents

Time fluctuation analysis of forest fire sequences

Science.gov (United States)

Vega Orozco, Carmen D.; Kanevski, Mikhaïl; Tonini, Marj; Golay, Jean; Pereira, Mário J. G.

2013-04-01

Forest fires are complex events involving both space and time fluctuations. Understanding of their dynamics and pattern distribution is of great importance in order to improve the resource allocation and support fire management actions at local and global levels. This study aims at characterizing the temporal fluctuations of forest fire sequences observed in Portugal, which is the country that holds the largest wildfire land dataset in Europe. This research applies several exploratory data analysis measures to 302,000 forest fires occurred from 1980 to 2007. The applied clustering measures are: Morisita clustering index, fractal and multifractal dimensions (box-counting), Ripley's K-function, Allan Factor, and variography. These algorithms enable a global time structural analysis describing the degree of clustering of a point pattern and defining whether the observed events occur randomly, in clusters or in a regular pattern. The considered methods are of general importance and can be used for other spatio-temporal events (i.e. crime, epidemiology, biodiversity, geomarketing, etc.). An important contribution of this research deals with the analysis and estimation of local measures of clustering that helps understanding their temporal structure. Each measure is described and executed for the raw data (forest fires geo-database) and results are compared to reference patterns generated under the null hypothesis of randomness (Poisson processes) embedded in the same time period of the raw data. This comparison enables estimating the degree of the deviation of the real data from a Poisson process. Generalizations to functional measures of these clustering methods, taking into account the phenomena, were also applied and adapted to detect time dependences in a measured variable (i.e. burned area). The time clustering of the raw data is compared several times with the Poisson processes at different thresholds of the measured function. Then, the clustering measure value

Climate and weather across scales: singularities and stochastic Levy-Clifford algebra

Science.gov (United States)

Schertzer, Daniel; Tchiguirinskaia, Ioulia

2016-04-01

There have been several attempts to understand and simulate the fluctuations of weather and climate across scales. Beyond mono/uni-scaling approaches (e.g. using spectral analysis), this was done with the help of multifractal techniques that aim to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations of these equations (Royer et al., 2008, Lovejoy and Schertzer, 2013). However, these techniques were limited to deal with scalar fields, instead of dealing directly with a system of complex interactions and non trivial symmetries. The latter is unfortunately indispensable to answer to the challenging question of being able to assess the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013) or to fully address the question of the relevance of quasi-geostrophic turbulence and to define an effective, fractal dimension of the atmospheric motions (Schertzer et al., 2012). In this talk, we present a plausible candidate based on the combination of Lévy stable processes and Clifford algebra. Together they combine stochastic and structural properties that are strongly universal. They therefore define with the help of a few physically meaningful parameters a wide class of stochastic symmetries, as well as high dimensional vector- or manifold-valued fields respecting these symmetries (Schertzer and Tchiguirinskaia, 2015). Lovejoy, S. & Schertzer, D., 2013. The Weather and Climate: Emergent Laws and Multifractal Cascades. Cambridge U.K. Cambridge Univeristy Press. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.81-83. Royer, J.F. et al., 2008. Multifractal analysis of the evolution of simulated precipitation over France in a climate scenario. C.R. Geoscience, 340(431-440). Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327-336. Schertzer, D

Temporal scaling and spatial statistical analyses of groundwater level fluctuations

Science.gov (United States)

Sun, H.; Yuan, L., Sr.; Zhang, Y.

2017-12-01

Natural dynamics such as groundwater level fluctuations can exhibit multifractionality and/or multifractality due likely to multi-scale aquifer heterogeneity and controlling factors, whose statistics requires efficient quantification methods. This study explores multifractionality and non-Gaussian properties in groundwater dynamics expressed by time series of daily level fluctuation at three wells located in the lower Mississippi valley, after removing the seasonal cycle in the temporal scaling and spatial statistical analysis. First, using the time-scale multifractional analysis, a systematic statistical method is developed to analyze groundwater level fluctuations quantified by the time-scale local Hurst exponent (TS-LHE). Results show that the TS-LHE does not remain constant, implying the fractal-scaling behavior changing with time and location. Hence, we can distinguish the potentially location-dependent scaling feature, which may characterize the hydrology dynamic system. Second, spatial statistical analysis shows that the increment of groundwater level fluctuations exhibits a heavy tailed, non-Gaussian distribution, which can be better quantified by a Lévy stable distribution. Monte Carlo simulations of the fluctuation process also show that the linear fractional stable motion model can well depict the transient dynamics (i.e., fractal non-Gaussian property) of groundwater level, while fractional Brownian motion is inadequate to describe natural processes with anomalous dynamics. Analysis of temporal scaling and spatial statistics therefore may provide useful information and quantification to understand further the nature of complex dynamics in hydrology.

Cross-correlations between agricultural commodity futures markets in the US and China

Science.gov (United States)

Li, Zhihui; Lu, Xinsheng

2012-08-01

This paper examines the cross-correlation properties of agricultural futures markets between the US and China using a cross-correlation statistic test and multifractal detrended cross-correlation analysis (MF-DCCA). The results show that the cross-correlations between the two geographically distant markets for four pairs of important agricultural commodities futures are significantly multifractal. By introducing the concept of a “crossover”, we find that the multifractality of cross-correlations between the two markets is not long lasting. The cross-correlations in the short term are more strongly multifractal, but they are weakly so in the long term. Moreover, cross-correlations of small fluctuations are persistent and those of large fluctuations are anti-persistent in the short term while cross-correlations of all kinds of fluctuations for soy bean and soy meal futures are persistent and for corn and wheat futures are anti-persistent in the long term. We also find that cross-correlation exponents are less than the averaged generalized Hurst exponent when q0 in the short term, while in the long term they are almost the same.

Simulation of sovereign CDS market based on interaction between market participant

Science.gov (United States)

Ko, Bonggyun; Kim, Kyungwon

2017-08-01

A research for distributional property of financial asset is the subject of intense interest not only for financial theory but also for practitioner. Such respect is no exception to CDS market. The CDS market, which began to receive attention since the global financial debacle, is not well researched despite of the importance of research necessity. This research introduces creation of CDS market and use Ising system utilizing occurrence characteristics (to shift risk) as an important factor. Therefore the results of this paper would be of great assistance to both financial theory and practice. From this study, not only distributional property of the CDS market but also various statistics like multifractal characteristics could promote understanding about the market. A salient point in this study is that countries are mainly clustering into 2 groups and it might be because of market situation and geographical characteristics of each country. This paper suggested 2 simulation parameters representing this market based on understanding such CDS market situation. The estimated parameters are suitable for high and low risk event of CDS market respectively and these two parameters are complementary and can cover not only basic statistics but also multifractal properties of most countries. Therefore these estimated parameters can be used in researches preparing for a certain event (high or low risk). Finally this research will serve as a momentum double-checking indirectly the performance of Ising system based on these results.

Scaling properties of Polish rain series

Science.gov (United States)

Licznar, P.

2009-04-01

Scaling properties as well as multifractal nature of precipitation time series have not been studied for local Polish conditions until recently due to lack of long series of high-resolution data. The first Polish study of precipitation time series scaling phenomena was made on the base of pluviograph data from the Wroclaw University of Environmental and Life Sciences meteorological station located at the south-western part of the country. The 38 annual rainfall records from years 1962-2004 were converted into digital format and transformed into a standard format of 5-minute time series. The scaling properties and multifractal character of this material were studied by means of several different techniques: power spectral density analysis, functional box-counting, probability distribution/multiple scaling and trace moment methods. The result proved the general scaling character of time series at the range of time scales ranging form 5 minutes up to at least 24 hours. At the same time some characteristic breaks at scaling behavior were recognized. It is believed that the breaks were artificial and arising from the pluviograph rain gauge measuring precision limitations. Especially strong limitations at the precision of low-intensity precipitations recording by pluviograph rain gauge were found to be the main reason for artificial break at energy spectra, as was reported by other authors before. The analysis of co-dimension and moments scaling functions showed the signs of the first-order multifractal phase transition. Such behavior is typical for dressed multifractal processes that are observed by spatial or temporal averaging on scales larger than the inner-scale of those processes. The fractal dimension of rainfall process support derived from codimension and moments scaling functions geometry analysis was found to be 0.45. The same fractal dimension estimated by means of the functional box-counting method was equal to 0.58. At the final part of the study

Mixed quantization dimensions of self-similar measures

International Nuclear Information System (INIS)

Dai Meifeng; Wang Xiaoli; Chen Dandan

2012-01-01

Highlights: ► We define the mixed quantization dimension of finitely many measures. ► Formula of mixed quantization dimensions of self-similar measures is given. ► Illustrate the behavior of mixed quantization dimension as a function of order. - Abstract: Classical multifractal analysis studies the local scaling behaviors of a single measure. However recently mixed multifractal has generated interest. The purpose of this paper is some results about the mixed quantization dimensions of self-similar measures.

Multiscaling properties of tropical rainfall: Analysis of rain gauge datasets in Lesser Antilles island environment

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Bernard, Didier C.; Pasquier, Raphaël; Cécé, Raphaël; Dorville, Jean-François

2014-05-01

Changes in rainfall seem to be the main impact of climate change in the Caribbean area. The last conclusions of IPCC (2013), indicate that the end of this century will be marked by a rise of extreme rainfalls in tropical areas, linked with increase of the mean surface temperature. Moreover, most of the Lesser Antilles islands are characterized by a complex topography which tends to enhance the rainfall from synoptic disturbances by orographic effects. In the past five years, out of hurricanes passage, several extreme rainy events (approx. 16 mm in 6 minutes), including fatal cases, occurred in the Lesser Antilles Arc: in Guadeloupe (January 2011, May 2012 and 2013), in Martinique (May 2009, April 2011 and 2013), in Saint-Lucia (December 2013). These phenomena inducing floods, loss of life and material damages (agriculture sector and public infrastructures), inhibit the development of the islands. At this time, numerical weather prediction models as WRF, which are based on the equations of the atmospheric physics, do not show great results in the focused area (Bernard et al., 2013). Statistical methods may be used to examine explicitly local rainy updrafts, thermally and orographically induced at micro-scale. The main goal of the present insular tropical study is to characterize the multifractal symmetries occurring in the 6-min rainfall time series, registered since 2006 by the French Met. Office network weather stations. The universal multifractal model (Schertzer and Lovejoy, 1991) is used to define the statistical properties of measured rainfalls at meso-scale and micro-scale. This model is parametrized by a fundamental exponents set (H,a,C1,q) which are determined and compared with values found in the literature. The first three parameters characterize the mean pattern and the last parameter q, the extreme pattern. The occurrence ranges of multifractal regime are examined. The suggested links between the internal variability of the tropical rainy events and the

Fractals in DNA sequence analysis

Institute of Scientific and Technical Information of China (English)

Yu Zu-Guo(喻祖国); Vo Anh; Gong Zhi-Min(龚志民); Long Shun-Chao(龙顺潮)

2002-01-01

Fractal methods have been successfully used to study many problems in physics, mathematics, engineering, finance,and even in biology. There has been an increasing interest in unravelling the mysteries of DNA; for example, how can we distinguish coding and noncoding sequences, and the problems of classification and evolution relationship of organisms are key problems in bioinformatics. Although much research has been carried out by taking into consideration the long-range correlations in DNA sequences, and the global fractal dimension has been used in these works by other people, the models and methods are somewhat rough and the results are not satisfactory. In recent years, our group has introduced a time series model (statistical point of view) and a visual representation (geometrical point of view)to DNA sequence analysis. We have also used fractal dimension, correlation dimension, the Hurst exponent and the dimension spectrum (multifractal analysis) to discuss problems in this field. In this paper, we introduce these fractal models and methods and the results of DNA sequence analysis.

Tsallis q-triplet, intermittent turbulence and Portevin-Le Chatelier effect

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Iliopoulos, A. C.; Aifantis, E. C.

2018-05-01

In this paper, we extend a previous study concerning Portevin-LeChatelier (PLC) effect and Tsallis statistics (Iliopoulos et al., 2015). In particular, we estimate Tsallis' q-triplet, namely {qstat, qsens, qrel} for two sets of stress serration time series concerning the deformation of Cu-15%Al alloy corresponding to different deformation temperatures and thus types (A and B) of PLC bands. The results concerning the stress serrations analysis reveal that Tsallis q- triplet attains values different from unity ({qstat, qsens, qrel} ≠ {1,1,1}). In particular, PLC type A bands' serrations were found to follow Tsallis super-q-Gaussian, non-extensive, sub-additive, multifractal statistics indicating that the underlying dynamics are at the edge of chaos, characterized by global long range correlations and power law scaling. For PLC type B bands' serrations, the results revealed a Tsallis sub-q-Gaussian, non-extensive, super-additive, multifractal statistical profile. In addition, our results reveal also significant differences in statistical and dynamical features, indicating important variations of the stress field dynamics in terms of rate of entropy production, relaxation dynamics and non-equilibrium meta-stable stationary states. We also estimate parameters commonly used for characterizing fully developed turbulence, such as structure functions and flatness coefficient (F), in order to provide further information about jerky flow underlying dynamics. Finally, we use two multifractal models developed to describe turbulence, namely Arimitsu and Arimitsu (A&A) [2000, 2001] theoretical model which is based on Tsallis statistics and p-model to estimate theoretical multifractal spectrums f(a). Furthermore, we estimate flatness coefficient (F) using a theoretical formula based on Tsallis statistics. The theoretical results are compared with the experimental ones showing a remarkable agreement between modeling and experiment. Finally, the results of this study verify, as

Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities

Science.gov (United States)

Dewandaru, Ginanjar; Masih, Rumi; Bacha, Obiyathulla Ismath; Masih, A. Mansur. M.

2015-11-01

We provide a new contribution to trading strategies by using multi-fractal de-trended fluctuation analysis (MF-DFA), imported from econophysics, to complement various momentum strategies. The method provides a single measure that can capture both persistency and anti-persistency in stock prices, accounting for multifractality. This study uses a sample of Islamic stocks listed in the U.S. Dow Jones Islamic market for a sample period covering 16 years starting in 1996. The findings show that the MF-DFA strategy produces monthly excess returns of 6.12%, outperforming other various momentum strategies. Even though the risk of the MF-DFA strategy may be relatively higher, it can still produce a Sharpe ratio of 0.164, which is substantially higher than that of the other strategies. When we control for the MF-DFA factor with the other factors, its pure factor return is still able to yield a monthly excess return of 1.35%. Finally, we combine the momentum and MF-DFA strategies, with the proportions of 90/10, 80/20, and 70/30 and by doing so we demonstrate that the MF-DFA measure can boost the total monthly excess returns as well as Sharpe ratio. The value added is non-linear which implies that the additional returns are associated with lower incremental risk.

The "Chaos Theory" and nonlinear dynamics in heart rate variability analysis: does it work in short-time series in patients with coronary heart disease?

Science.gov (United States)

Krstacic, Goran; Krstacic, Antonija; Smalcelj, Anton; Milicic, Davor; Jembrek-Gostovic, Mirjana

2007-04-01

Dynamic analysis techniques may quantify abnormalities in heart rate variability (HRV) based on nonlinear and fractal analysis (chaos theory). The article emphasizes clinical and prognostic significance of dynamic changes in short-time series applied on patients with coronary heart disease (CHD) during the exercise electrocardiograph (ECG) test. The subjects were included in the series after complete cardiovascular diagnostic data. Series of R-R and ST-T intervals were obtained from exercise ECG data after sampling digitally. The range rescaled analysis method determined the fractal dimension of the intervals. To quantify fractal long-range correlation's properties of heart rate variability, the detrended fluctuation analysis technique was used. Approximate entropy (ApEn) was applied to quantify the regularity and complexity of time series, as well as unpredictability of fluctuations in time series. It was found that the short-term fractal scaling exponent (alpha(1)) is significantly lower in patients with CHD (0.93 +/- 0.07 vs 1.09 +/- 0.04; P chaos theory during the exercise ECG test point out the multifractal time series in CHD patients who loss normal fractal characteristics and regularity in HRV. Nonlinear analysis technique may complement traditional ECG analysis.

Nonlinear dynamics of the atmospheric pollutants in Mexico City

Science.gov (United States)

Muñoz-Diosdado, Alejandro; Barrera-Ferrer, Amilcar; Angulo-Brown, Fernando

2014-05-01

The atmospheric pollution in the Metropolitan Zone of Mexico City (MZMC) is a serious problem with social, economical and political consequences, in virtue that it is the region which concentrates both the greatest country population and a great part of commercial and industrial activities. According to the World Health Organization, maximum permissible concentrations of atmospheric pollutants are exceeded frequently. In the MZMC, the environmental monitoring has been limited to criteria pollutants, named in this way due to when their levels are measured in the atmosphere, they indicate in a precise way the air quality. The Automatic Atmospheric Monitoring Network monitors and registers the values of pollutants concentration in air in the MZMC. Actually, it is integrated by approximately 35 automatic-equipped remote stations, which report an every-hour register. Local and global invariant quantities have been widely used to describe the fractal properties of diverse time series. In the study of certain time series, many times it is assumed that they are monofractal, which means that they can be described only with one fractal dimension. But this hypothesis is unrealistic because a lot of time series are heterogeneous and non stationary, so their scaling properties are not the same throughout time and therefore they may require more fractal dimensions for their description. Complexity of the atmospheric pollutants dynamics suggests us to analyze its time series of hourly concentration registers with the multifractal formalism. So, in this work, air concentration time series of MZMC criteria pollutants were studied with the proposed method. The chosen pollutants to perform this analysis are ozone, sulfur dioxide, carbon monoxide, nitrogen dioxide and PM10 (particles less than 10 micrometers). We found that pollutants air concentration time series are multifractal. When we calculate the degree of multifractality for each time series we know that while more

A Novel Method for Control Performance Assessment with Fractional Order Signal Processing and Its Application to Semiconductor Manufacturing

Directory of Open Access Journals (Sweden)

Kai Liu

2018-06-01

Full Text Available The significant task for control performance assessment (CPA is to review and evaluate the performance of the control system. The control system in the semiconductor industry exhibits a complex dynamic behavior, which is hard to analyze. This paper investigates the interesting crossover properties of Hurst exponent estimations and proposes a novel method for feature extraction of the nonlinear multi-input multi-output (MIMO systems. At first, coupled data from real industry are analyzed by multifractal detrended fluctuation analysis (MFDFA and the resultant multifractal spectrum is obtained. Secondly, the crossover points with spline fit in the scale-law curve are located and then employed to segment the entire scale-law curve into several different scaling regions, in which a single Hurst exponent can be estimated. Thirdly, to further ascertain the origin of the multifractality of control signals, the generalized Hurst exponents of the original series are compared with shuffled data. At last, non-Gaussian statistical properties, multifractal properties and Hurst exponents of the process control variables are derived and compared with different sets of tuning parameters. The results have shown that CPA of the MIMO system can be better employed with the help of fractional order signal processing (FOSP.

Linear and nonlinear characteristics of heart rate time series in obesity and during weight-reduction surgery

International Nuclear Information System (INIS)

Alam, I; Morgan, J; Baxter, J; Lewis, M J

2009-01-01

Obesity is associated with abnormal cardiac regulation by the autonomic nervous system (ANS), this being reversed by weight loss. Bariatric (weight-reduction) surgery can induce substantial long-term weight reductions. This study compares the acute influence on ANS control of two different types of bariatric surgery involving laparascopic and open procedures. To distinguish between the cardiac influences of surgery and obesity, we perform the same analysis for laparascopic surgery in non-obese patients. Eight morbidly obese and five non-obese patients underwent surgery. Obese patients received either laparoscopic procedures (group A: n = 5, BMI = 44.3 ± 2.7 kg m 2 ) or open procedures (group B: n = 3, BMI = 55.2 ± 4.5 kg m 2 ) and non-obese patients received a laparoscopic procedure (group C: n = 5, BMI = 30.8 ± 5.8 kg m −2 ). Holter ECG was recorded and heart rate variability (HRV) was quantified together with measures of complexity (sample entropy) and structure (Hurst coefficient, scaling coefficient) of the heart rate data. Multifractal characteristics of heart rate data, not previously reported for obese patients, are also quantified and interpreted. Mixed model ANOVA was used to assess the magnitudes of each quantified variable, with surgical group and perioperative time as main factors. HRV measures were influenced only during anaesthesia (LFn increase: p = 0.009; HFn decrease: p = 0.033) and did not discriminate between patient groups. Multifractality was the only characteristic of heart rate data that discriminated between patient groups, being significantly (p < 0.001) greater in non-obese (group C) compared with obese patients (groups A and B, who had similar multifractal properties). Multifractality was also enhanced during anaesthesia (p = 0.028) but did not differ for other stages. We conclude that obesity per se rather than response to surgery is the cause of reduced multifractality. Reduced multifractality in obesity might reflect a diminished

Fractal and multifractal approaches for the analysis of crack-size dependent scaling laws in fatigue

Energy Technology Data Exchange (ETDEWEB)

Paggi, Marco [Politecnico di Torino, Department of Structural Engineering and Geotechnics, Corso Duca degli Abruzzi 24, 10129 Torino (Italy)], E-mail: marco.paggi@polito.it; Carpinteri, Alberto [Politecnico di Torino, Department of Structural Engineering and Geotechnics, Corso Duca degli Abruzzi 24, 10129 Torino (Italy)

2009-05-15

The enhanced ability to detect and measure very short cracks, along with a great interest in applying fracture mechanics formulae to smaller and smaller crack sizes, has pointed out the so-called anomalous behavior of short cracks with respect to their longer counterparts. The crack-size dependencies of both the fatigue threshold and the Paris' constant C are only two notable examples of these anomalous scaling laws. In this framework, a unified theoretical model seems to be missing and the behavior of short cracks can still be considered as an open problem. In this paper, we propose a critical reexamination of the fractal models for the analysis of crack-size effects in fatigue. The limitations of each model are put into evidence and removed. At the end, a new generalized theory based on fractal geometry is proposed, which permits to consistently interpret the short crack-related anomalous scaling laws within a unified theoretical formulation. Finally, this approach is herein used to interpret relevant experimental data related to the crack-size dependence of the fatigue threshold in metals.

Fractal and multifractal approaches for the analysis of crack-size dependent scaling laws in fatigue

International Nuclear Information System (INIS)

Paggi, Marco; Carpinteri, Alberto

2009-01-01

The enhanced ability to detect and measure very short cracks, along with a great interest in applying fracture mechanics formulae to smaller and smaller crack sizes, has pointed out the so-called anomalous behavior of short cracks with respect to their longer counterparts. The crack-size dependencies of both the fatigue threshold and the Paris' constant C are only two notable examples of these anomalous scaling laws. In this framework, a unified theoretical model seems to be missing and the behavior of short cracks can still be considered as an open problem. In this paper, we propose a critical reexamination of the fractal models for the analysis of crack-size effects in fatigue. The limitations of each model are put into evidence and removed. At the end, a new generalized theory based on fractal geometry is proposed, which permits to consistently interpret the short crack-related anomalous scaling laws within a unified theoretical formulation. Finally, this approach is herein used to interpret relevant experimental data related to the crack-size dependence of the fatigue threshold in metals.

Temporal multiscaling characteristics of particulate matter PM 10 and ground-level ozone O3 concentrations in Caribbean region

Science.gov (United States)

Plocoste, Thomas; Calif, Rudy; Jacoby-Koaly, Sandra

2017-11-01

A good knowledge of the intermittency of atmospheric pollutants is crucial for air pollution management. We consider here particulate matter PM 10 and ground-level ozone O3 time series in Guadeloupe archipelago which experiments a tropical and humid climate in the Caribbean zone. The aim of this paper is to study their scaling statistics in the framework of fully developed turbulence and Kolmogorov's theory. Firstly, we estimate their Fourier power spectra and consider their scaling properties in the physical space. The power spectra computed follows a power law behavior for both considered pollutants. Thereafter we study the scaling behavior of PM 10 and O3 time series. Contrary to numerous studies where the multifractal detrended fluctuation analysis is frequently applied, here, the classical structure function analysis is used to extract the scaling exponent or multifractal spectrum ζ(q) ; this function provides a full characterization of a process at all intensities and all scales. The obtained results show that PM 10 and O3 possess intermittent and multifractal properties. The singularity spectrum MS(α) also confirms both pollutants multifractal features. The originality of this work comes from a statistical modeling performed on ζ(q) and MS(α) by a lognormal model to compute the intermittency parameter μ. By contrast with PM 10 which mainly depends on puffs of Saharan dust (synoptic-scale), O3 is more intermittent due to variability of its local precursors. The results presented in this paper can help to better understand the mechanisms governing the dynamics of PM 10 and O3 in Caribbean islands context.

Empirical properties of inter-cancellation durations in the Chinese stock market

Directory of Open Access Journals (Sweden)

Gao-Feng eGu

2014-03-01

Full Text Available Order cancellation process plays a crucial role in the dynamics of price formation in order-driven stock markets and is important in the construction and validation of computational finance models. Based on the order flow data of 23 liquid stocks traded on the Shenzhen Stock Exchange in 2003, we investigate the empirical statistical properties of inter-cancellation durations in units of events defined as the waiting times between two consecutive cancellations. The inter-cancellation durations for both buy and sell orders of all the stocks favor a $q$-exponential distribution when the maximum likelihood estimation method is adopted; In contrast, both cancelled buy orders of 9 stocks and cancelled sell orders of 4 stocks prefer Weibull distribution when the nonlinear least-square estimation is used. Applying detrended fluctuation analysis (DFA, centered detrending moving average (CDMA and multifractal detrended fluctuation analysis (MF-DFA methods, we unveil that the inter-cancellation duration time series process long memory and multifractal nature for both buy and sell cancellations of all the stocks. Our findings show that order cancellation processes exhibit long-range correlated bursty behaviors and are thus not Poissonian.

Synergetics and fractals in tribology

CERN Document Server

Janahmadov, Ahad Kh

2016-01-01

This book examines the theoretical and practical aspects of tribological process using synergy, fractal and multifractal methods, and the fractal and multifractal models of self-similar tribosystems developed on their basis. It provides a comprehensive analysis of their effectiveness, and also considers the method of flicker noise spectroscopy with detailed parameterization of surface roughness friction. All models, problems and solutions are taken and tested on the set of real-life examples of oil-gas industry. The book is intended for researchers, graduate students and engineers specialising in the field of tribology, and also for senior students of technical colleges.

Singularity spectrum of self-organized criticality

International Nuclear Information System (INIS)

Canessa, E.

1992-10-01

I introduce a simple continuous probability theory based on the Ginzburg-Landau equation that provides for the first time a common analytical basis to relate and describe the main features of two seemingly different phenomena of condensed-matter physics, namely self-organized criticality and multifractality. Numerical support is given by a comparison with reported simulation data. Within the theory the origin of self-organized critical phenomena is analysed in terms of a nonlinear singularity spectrum different form the typical convex shape due to multifractal measures. (author). 29 refs, 5 figs

International Conference on Advances of Fractals and Related Topics

CERN Document Server

Lau, Ka-Sing

2014-01-01

This volume collects thirteen expository or survey articles on topics including Fractal Geometry, Analysis of Fractals, Multifractal Analysis, Ergodic Theory and Dynamical Systems, Probability and Stochastic Analysis, written by the leading experts in their respective fields. The articles are based on papers presented at the International Conference on Advances on Fractals and Related Topics, held on December 10-14, 2012 at the Chinese University of Hong Kong. The volume offers insights into a number of exciting, cutting-edge developments in the area of fractals, which has close ties to and applications in other areas such as analysis, geometry, number theory, probability and mathematical physics.   

SU-E-T-480: Radiobiological Dose Comparison of Single Fraction SRS, Multi-Fraction SRT and Multi-Stage SRS of Large Target Volumes Using the Linear-Quadratic Formula

International Nuclear Information System (INIS)

Ding, C; Hrycushko, B; Jiang, S; Meyer, J; Timmerman, R

2014-01-01

Purpose: To compare the radiobiological effect on large tumors and surrounding normal tissues from single fraction SRS, multi-fractionated SRT, and multi-staged SRS treatment. Methods: An anthropomorphic head phantom with a centrally located large volume target (18.2 cm 3 ) was scanned using a 16 slice large bore CT simulator. Scans were imported to the Multiplan treatment planning system where a total prescription dose of 20Gy was used for a single, three staged and three fractionated treatment. Cyber Knife treatment plans were inversely optimized for the target volume to achieve at least 95% coverage of the prescription dose. For the multistage plan, the target was segmented into three subtargets having similar volume and shape. Staged plans for individual subtargets were generated based on a planning technique where the beam MUs of the original plan on the total target volume are changed by weighting the MUs based on projected beam lengths within each subtarget. Dose matrices for each plan were export in DICOM format and used to calculate equivalent dose distributions in 2Gy fractions using an alpha beta ratio of 10 for the target and 3 for normal tissue. Results: Singe fraction SRS, multi-stage plan and multi-fractionated SRT plans had an average 2Gy dose equivalent to the target of 62.89Gy, 37.91Gy and 33.68Gy, respectively. The normal tissue within 12Gy physical dose region had an average 2Gy dose equivalent of 29.55Gy, 16.08Gy and 13.93Gy, respectively. Conclusion: The single fraction SRS plan had the largest predicted biological effect for the target and the surrounding normal tissue. The multi-stage treatment provided for a more potent biologically effect on target compared to the multi-fraction SRT treatments with less biological normal tissue than single-fraction SRS treatment

Application of fractal modeling and PCA method for hydrothermal alteration mapping in the Saveh area (Central Iran based on ASTER multispectral data

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Mirko Ahmadfaraj

2016-06-01

Full Text Available The aim of this study is determination and separation of alteration zones using Concentration-Area (C-A fractal model based on remote sensing data which has been extracted from Advanced Spaceborne Thermal Emission and Reflection Radiometer (ASTER images. The studied area is on the SW part of Saveh, 1:250,000 geological map, which is located in Urumieh-Dokhtar magmatic belt, Central Iran. The pixel values were computed by Principal Component Analysis (PCA method used to determine phyllic, argillic, and propylitic alteration zones. The C-A fractal model is utilized for separation of different parts of alteration zones due to their intensity. The log-log C-A plots reveal multifractal nature for phyllic, argillic, and propylitic alteration zones. The obtained results based on fractal model show that the main trend of the alteration zones is in NW-SE direction. Compared to the geological map of the study area and copper mineralizations, the alteration zones have been detected properly and correlate with the mineral occurrences, intrusive rock, and faults.

A comparative analysis of alternative approaches for quantifying nonlinear dynamics in cardiovascular system.

Science.gov (United States)

Chen, Yun; Yang, Hui

2013-01-01

Heart rate variability (HRV) analysis has emerged as an important research topic to evaluate autonomic cardiac function. However, traditional time and frequency-domain analysis characterizes and quantify only linear and stationary phenomena. In the present investigation, we made a comparative analysis of three alternative approaches (i.e., wavelet multifractal analysis, Lyapunov exponents and multiscale entropy analysis) for quantifying nonlinear dynamics in heart rate time series. Note that these extracted nonlinear features provide information about nonlinear scaling behaviors and the complexity of cardiac systems. To evaluate the performance, we used 24-hour HRV recordings from 54 healthy subjects and 29 heart failure patients, available in PhysioNet. Three nonlinear methods are evaluated not only individually but also in combination using three classification algorithms, i.e., linear discriminate analysis, quadratic discriminate analysis and k-nearest neighbors. Experimental results show that three nonlinear methods capture nonlinear dynamics from different perspectives and the combined feature set achieves the best performance, i.e., sensitivity 97.7% and specificity 91.5%. Collectively, nonlinear HRV features are shown to have the promise to identify the disorders in autonomic cardiovascular function.

Computer aided system for segmentation and visualization of microcalcifications in digital mammograms

International Nuclear Information System (INIS)

Reljin, B.; Reljin, I.; Milosevic, Z.; Stojic, T.

2009-01-01

Two methods for segmentation and visualization of microcalcifications in digital or digitized mammograms are described. First method is based on modern mathematical morphology, while the second one uses the multifractal approach. In the first method, by using an appropriate combination of some morphological operations, high local contrast enhancement, followed by significant suppression of background tissue, irrespective of its radiology density, is obtained. By iterative procedure, this method highly emphasizes only small bright details, possible microcalcifications. In a multifractal approach, from initial mammogram image, a corresponding multifractal 'images' are created, from which a radiologist has a freedom to change the level of segmentation. An appropriate user friendly computer aided visualization (CAV) system with embedded two methods is realized. The interactive approach enables the physician to control the level and the quality of segmentation. Suggested methods were tested through mammograms from MIAS database as a gold standard, and from clinical praxis, using digitized films and digital images from full field digital mammograph. (authors)

Fractal analysis of cervical intraepithelial neoplasia.

Directory of Open Access Journals (Sweden)

Markus Fabrizii

Full Text Available INTRODUCTION: Cervical intraepithelial neoplasias (CIN represent precursor lesions of cervical cancer. These neoplastic lesions are traditionally subdivided into three categories CIN 1, CIN 2, and CIN 3, using microscopical criteria. The relation between grades of cervical intraepithelial neoplasia (CIN and its fractal dimension was investigated to establish a basis for an objective diagnosis using the method proposed. METHODS: Classical evaluation of the tissue samples was performed by an experienced gynecologic pathologist. Tissue samples were scanned and saved as digital images using Aperio scanner and software. After image segmentation the box counting method as well as multifractal methods were applied to determine the relation between fractal dimension and grades of CIN. A total of 46 images were used to compare the pathologist's neoplasia grades with the predicted groups obtained by fractal methods. RESULTS: Significant or highly significant differences between all grades of CIN could be found. The confusion matrix, comparing between pathologist's grading and predicted group by fractal methods showed a match of 87.1%. Multifractal spectra were able to differentiate between normal epithelium and low grade as well as high grade neoplasia. CONCLUSION: Fractal dimension can be considered to be an objective parameter to grade cervical intraepithelial neoplasia.

Assessing Spontaneous Combustion Instability with Nonlinear Time Series Analysis

Science.gov (United States)

Eberhart, C. J.; Casiano, M. J.

2015-01-01

Considerable interest lies in the ability to characterize the onset of spontaneous instabilities within liquid propellant rocket engine (LPRE) combustion devices. Linear techniques, such as fast Fourier transforms, various correlation parameters, and critical damping parameters, have been used at great length for over fifty years. Recently, nonlinear time series methods have been applied to deduce information pertaining to instability incipiency hidden in seemingly stochastic combustion noise. A technique commonly used in biological sciences known as the Multifractal Detrended Fluctuation Analysis has been extended to the combustion dynamics field, and is introduced here as a data analysis approach complementary to linear ones. Advancing, a modified technique is leveraged to extract artifacts of impending combustion instability that present themselves a priori growth to limit cycle amplitudes. Analysis is demonstrated on data from J-2X gas generator testing during which a distinct spontaneous instability was observed. Comparisons are made to previous work wherein the data were characterized using linear approaches. Verification of the technique is performed by examining idealized signals and comparing two separate, independently developed tools.

Multiscale Analysis of the Water Content Output the NWP Model COSMO Over Switzerland and Comparison With Radar Data

Science.gov (United States)

Wolfensberger, D.; Gires, A.; Berne, A.; Tchiguirinskaia, I.; Schertzer, D. J. M.

2015-12-01

The resolution of operational numerical prediction models is typically of the order of a few kilometres meaning that small-scale features of precipitation can not be resolved explicitly. This creates the need for representative parametrizations of microphysical processes whose properties should be carefully analysed. In this study we will focus on the COSMO model which is a non-hydrostatic limited-area model, initially developed as the Lokal Model and used operationally in Switzerland and Germany. In its operational version, cloud microphysical processes are simulated with a one-moment bulk scheme where five hydrometeor classes are considered: cloud droplets, rain, ice crystals, snow, and graupel. A more sophisticated two-moment scheme is also available. The study will focus on two case studies: one in Payerne in western Switzerland in a relatively flat region and one in Davos in the eastern Swiss Alps in a more complex terrain.The objective of this work is to characterize the ability of the COSMO NWP model to reproduce the microphysics of precipitation across temporal and spatial scales as well as scaling variability. The characterization of COSMO outputs will rely on the Universal Multifractals framework, which allows to analyse and simulate geophysical fields extremely variabile over a wide range of scales with the help of a reduced number of parameters. First COSMO outputs are analysed; spatial multifractal analysis of 2D maps at various altitudes for each time steps are carried out for simulated solid, liquid, vapour and total water content. In general the fields exhibit a good quality of scaling on the whole range of available scales (2 km - 250 km), but some loss of scaling quality corresponding to the emergence of a scaling break are sometimes visible. This behaviour is not found at the same time or at the same altitude according to the water state and does not necessarily spread to the total water content. It is interpreted with the help of the underlying

Crossover Phenomena in Detrended Fluctuation Analysis Used in Financial Markets

International Nuclear Information System (INIS)

Ma Shihao

2009-01-01

A systematic analysis of Shanghai and Japan stock indices for the period of Jan. 1984 to Dec. 2005 is performed. After stationarity is verified by ADF (Augmented Dickey-Fuller) test, the power spectrum of the data exhibits a power law decay as a whole characterized by 1/f β processes with possible long range correlations. Subsequently, by using the method of detrended fluctuation analysis (DFA) of the general volatility in the stock markets, we find that the long-range correlations are occurred among the return series and the crossover phenomena exhibit in the results obviously. Further, Shanghai stock market shows long-range correlations in short time scale and shows short-range correlations in long time scale. Whereas, for Japan stock market, the data behaves oppositely absolutely. Last, we compare the varying of scale exponent in large volatility between two stock markets. All results obtained may indicate the possibility of characteristic of multifractal scaling behavior of the financial markets.

Geometry and scaling laws of excursion and iso-sets of enstrophy and dissipation in isotropic turbulence

Science.gov (United States)

Elsas, José Hugo; Szalay, Alexander S.; Meneveau, Charles

2018-04-01

Motivated by interest in the geometry of high intensity events of turbulent flows, we examine the spatial correlation functions of sets where turbulent events are particularly intense. These sets are defined using indicator functions on excursion and iso-value sets. Their geometric scaling properties are analysed by examining possible power-law decay of their radial correlation function. We apply the analysis to enstrophy, dissipation and velocity gradient invariants Q and R and their joint spatial distributions, using data from a direct numerical simulation of isotropic turbulence at Reλ ≈ 430. While no fractal scaling is found in the inertial range using box-counting in the finite Reynolds number flow considered here, power-law scaling in the inertial range is found in the radial correlation functions. Thus, a geometric characterisation in terms of these sets' correlation dimension is possible. Strong dependence on the enstrophy and dissipation threshold is found, consistent with multifractal behaviour. Nevertheless, the lack of scaling of the box-counting analysis precludes direct quantitative comparisons with earlier work based on multifractal formalism. Surprising trends, such as a lower correlation dimension for strong dissipation events compared to strong enstrophy events, are observed and interpreted in terms of spatial coherence of vortices in the flow.

Investigation of the complexity of streamflow fluctuations in a large heterogeneous lake catchment in China

Science.gov (United States)

Ye, Xuchun; Xu, Chong-Yu; Li, Xianghu; Zhang, Qi

2018-05-01

The occurrence of flood and drought frequency is highly correlated with the temporal fluctuations of streamflow series; understanding of these fluctuations is essential for the improved modeling and statistical prediction of extreme changes in river basins. In this study, the complexity of daily streamflow fluctuations was investigated by using multifractal detrended fluctuation analysis (MF-DFA) in a large heterogeneous lake basin, the Poyang Lake basin in China, and the potential impacts of human activities were also explored. Major results indicate that the multifractality of streamflow fluctuations shows significant regional characteristics. In the study catchment, all the daily streamflow series present a strong long-range correlation with Hurst exponents bigger than 0.8. The q-order Hurst exponent h( q) of all the hydrostations can be characterized well by only two parameters: a (0.354 ≤ a ≤ 0.384) and b (0.627 ≤ b ≤ 0.677), with no pronounced differences. Singularity spectrum analysis pointed out that small fluctuations play a dominant role in all daily streamflow series. Our research also revealed that both the correlation properties and the broad probability density function (PDF) of hydrological series can be responsible for the multifractality of streamflow series that depends on watershed areas. In addition, we emphasized the relationship between watershed area and the estimated multifractal parameters, such as the Hurst exponent and fitted parameters a and b from the q-order Hurst exponent h( q). However, the relationship between the width of the singularity spectrum (Δ α) and watershed area is not clear. Further investigation revealed that increasing forest coverage and reservoir storage can effectively enhance the persistence of daily streamflow, decrease the hydrological complexity of large fluctuations, and increase the small fluctuations.

A DETERMINISTIC GEOMETRIC REPRESENTATION OF TEMPORAL RAINFALL: SENSITIVITY ANALYSIS FOR A STORM IN BOSTON. (R824780)

Science.gov (United States)

In an earlier study, Puente and Obregón [Water Resour. Res. 32(1996)2825] reported on the usage of a deterministic fractal–multifractal (FM) methodology to faithfully describe an 8.3 h high-resolution rainfall time series in Boston, gathered every 15 s ...

Nanomaterial disordering in AlGaN/GaN UV LED structures

International Nuclear Information System (INIS)

Shabunina, E I; Levinshtein, M E; Kulagina, M M; Petrov, V N; Ratnikov, V V; Smirnova, I N; Troshkov, S I; Shmidt, N M; Kurin, S Yu; Makarov, Yu N; Chernyakov, A E; Usikov, A S; Helava, H

2015-01-01

Multifractal analysis was applied to characterize quantitatively nanostructural disordering in HVPE-grown AlGaN/GaN UV LED structures. A higher level of leakage currents shunting the active region of LEDs by an extended defect system is correlated with higher values of multifractal parameters (MFs). As a result, the concentration of injected carriers participating in radiative recombination in the active region is reduced. MFs and the conductivity of quasi-ohmic shunts localized in an extended defect system are higher in AlGaN/GaN structures than in InGaN/GaN structures. It is one of the reasons behind the low external quantum efficiency of AlGaN/GaN UV LEDs. (paper)

[Theory of elementary particles studies in weak interation and grand unification and studies in accelerator design

International Nuclear Information System (INIS)

1990-01-01

The topics discussed in this report are rare B decays; left-right symmetry; rare z decays; studies in string compactification; jet cross section; semi-inclusive deeply inelastic scattering; effective approximation; multifractal analysis; quark-gluon plasma; and geometrical branching model

ANALYSIS OF FORMING TREAD WHEEL SETS

Directory of Open Access Journals (Sweden)

Igor IVANOV

2017-09-01

Full Text Available This paper shows the results of a theoretical study of profile high-speed grinding (PHSG for forming tread wheel sets during repair instead of turning and mold-milling. Significant disadvantages of these methods are low capacity to adapt to the tool and inhomogeneous structure of the wheel material. This leads to understated treatment regimens and difficulties in recovering wheel sets with thermal and mechanical defects. This study carried out modeling and analysis of emerging cutting forces. Proposed algorithms describe the random occurrence of the components of the cutting forces in the restoration profile of wheel sets with an inhomogeneous structure of the material. To identify the statistical features of randomly generated structures fractal dimension and the method of random additions were used. The multifractal spectrum formed is decomposed into monofractals by wavelet transform. The proposed method allows you to create the preconditions for controlling the parameters of the treatment process.

Time series analysis of soil Radon-222 recorded at Kutch region, Gujarat, India

International Nuclear Information System (INIS)

Madhusudan Rao, K.; Rastogi, B.K.; Barman, Chiranjib; Chaudhuri, Hirok

2013-01-01

Kutch region in Gujarat lies in a seismic vulnerable zone (seismic zone-v). After the devastating Bhuj earthquake (7.7M) of January 26, 2001 in the Kutch region several researcher focused their attention to monitor geophysical and geochemical precursors for earthquakes in the region. In order to find out the possible geochemical precursory signals for earthquake events, we monitored radioactive gas radon-222 in sub surface soil gas at Kutch region. We have analysed the recorded soil radon-222 time series by means of nonlinear techniques such as FFT power spectral analysis, empirical mode decomposition, multi-fractal analysis along with other linear statistical methods. Some fascinating and fruitful results originated out the nonlinear analysis of the said time series have been discussed in the present paper. The entire analytical method aided us to recognize the nature and pattern of soil radon-222 emanation process. Moreover the recording and statistical and non-linear analysis of soil radon data at Kutch region will assist us to understand the preparation phase of an imminent seismic event in the region. (author)

Void analysis of target residues at SPS energy -evidence of correlation with fractal behaviour

International Nuclear Information System (INIS)

Ghosh, Dipak; Deb, Argha; Das, Rupa . E-mail : dipakghosh_in@yahoo.com

2007-01-01

This paper presents an analysis of the target residues in 32 S -AgBr and 16 0 -AgBr interactions at 200 AGeV and 60AGeV respectively in terms of fractal moment by Takagi method and void probability scaling. The study reveals an interesting feature of the production process. In 16 O- AgBr interactions multifractal behaviour is present in both hemispheres and void probability does not show a scaling behaviour, but at high energy the situation changes. In 32 S -AgBr interactions for both hemisphere monofractal behaviour is indicated by that data and void probability also shows good scaling behaviour. This suggests that a possible correlation of void probability with fractal behaviour of target residues. (author)

Advanced Covariance-Based Stochastic Inversion and Neuro-Genetic Optimization for Rosetta CONSERT Radar Data to Improve Spatial Resolution of Multi-Fractal Depth Profiles for Cometary Nucleus

Science.gov (United States)

Edenhofer, Peter; Ulamec, Stephan

2015-04-01

The paper is devoted to results of doctoral research work at University of Bochum as applied to the radar transmission experiment CONSERT of the ESA cometary mission Rosetta. This research aims at achieving the limits of optimum spatial (and temporal) resolution for radar remote sensing by implementation of covariance informations concerned with error-balanced control as well as coherence of wave propagation effects through random composite media involved (based on Joel Franklin's approach of extended stochastic inversion). As a consequence the well-known inherent numerical instabilities of remote sensing are significantly reduced in a robust way by increasing the weight of main diagonal elements of the resulting composite matrix to be inverted with respect to off-diagonal elements following synergy relations as to the principle of correlation receiver in wireless telecommunications. It is shown that the enhancement of resolution for remote sensing holds for an integral and differential equation approach of inversion as well. In addition to that the paper presents a discussion on how the efficiency of inversion for radar data gets achieved by an overall optimization of inversion due to a novel neuro-genetic approach. Such kind of approach is in synergy with the priority research program "Organic Computing" of DFG / German Research Organization. This Neuro-Genetic Optimization (NGO) turns out, firstly, to take into account more detailed physical informations supporting further improved resolution such as the process of accretion for cometary nucleus, wave propagation effects from rough surfaces, ground clutter, nonlinear focusing, etc. as well as, secondly, to accelerate the computing process of inversion in a really significantly enhanced and fast way, e.g., enabling online-control of autonomous processes such as detection of unknown objects, navigation, etc. The paper describes in some detail how this neuro-genetic approach of optimization is incorporated into the

DTI analysis methods : Voxel-based analysis

NARCIS (Netherlands)

Van Hecke, Wim; Leemans, Alexander; Emsell, Louise

2016-01-01

Voxel-based analysis (VBA) of diffusion tensor imaging (DTI) data permits the investigation of voxel-wise differences or changes in DTI metrics in every voxel of a brain dataset. It is applied primarily in the exploratory analysis of hypothesized group-level alterations in DTI parameters, as it does

Seasonality Effects on Nonlinear Properties of Hydrometeorological Records: A New Method of Data Analysis

Science.gov (United States)

Livina, V. N.; Ashkenazy, Y.; Bunde, A.; Havlin, S.

2007-12-01

Climatic time series in general, and hydrological time series in particular, exhibit pronounced annual periodicity. This periodicity and its corresponding harmonics affect the nonlinear properties of the relevant time series (i.e., the long-range volatility correlations and width of multifractal spectrum) and thus have to be filtered out before studying fractal and volatility properties. We compare several filtering techniques (one of them proposed here) and find that in order to eliminate the periodicity effect on the nonlinear properties of the time series (i.e., the volatility and multifractal properties) it is necessary to filter out the seasonal standard deviation in addition to the filtering of the seasonal mean. The obtained results indicate weak volatility correlations (weak nonlinearity) in the river data, and this can be seen using different filterings approaches. [1] Livina~V.~N., Y.~Ashkenazy, A.~Bunde, and S.~Havlin, Seasonality effects on nonlinear properties of hydrometeorological records, in Extremes, Trends, and Correlations in Hydrology and Climate (ed. by J.P.Kropp & H.-J.Schellnhuber), Springer, Berlin, submitted.

Cross-correlations between crude oil and exchange markets for selected oil rich economies

Science.gov (United States)

Li, Jianfeng; Lu, Xinsheng; Zhou, Ying

2016-07-01

Using multifractal detrended cross-correlation analysis (MF-DCCA), this paper studies the cross-correlation behavior between crude oil market and five selected exchange rate markets. The dataset covers the period of January 1,1996-December 31,2014, and contains 4,633 observations for each of the series, including daily closing prices of crude oil, Australian Dollars, Canadian Dollars, Mexican Pesos, Russian Rubles, and South African Rand. Our empirical results obtained from cross-correlation statistic and cross-correlation coefficient have confirmed the existence of cross-correlations, and the MF-DCCA results have demonstrated a strong multifractality between cross-correlated crude oil market and exchange rate markets in both short term and long term. Using rolling window analysis, we have also found the persistent cross-correlations between the exchange rates and crude oil returns, and the cross-correlation scaling exponents exhibit volatility during some time periods due to its sensitivity to sudden events.

Stochastic formalism-based seafloor feature discrimination using multifractality of time-dependent acoustic backscatter

Digital Repository Service at National Institute of Oceanography (India)

Haris, K.; Chakraborty, B.

Nonlin. Processes Geophys., 21, 101–113, 2014 www.nonlin-processes-geophys.net/21/101/2014/ doi:10.5194/npg-21-101-2014 © Author(s) 2014. CC Attribution 3.0 License. Nonlinear Processes in Geophysics O pen A ccess Stochastic formalism-based seafloor... shifted in time to align with the selected feature (Fig. 2). The aligned echo envelopes were averaged to obtain stable acoustic signals to Nonlin. Processes Geophys., 21, 101–113, 2014 www.nonlin-processes-geophys.net/21/101/2014/ K. Haris and B...

Endogenous and exogenous dynamics in the fluctuations of capital fluxes. An empirical analysis of the Chinese stock market

Science.gov (United States)

Jiang, Z.-Q.; Guo, L.; Zhou, W.-X.

2007-06-01

A phenomenological investigation of the endogenous and exogenous dynamics in the fluctuations of capital fluxes is carried out on the Chinese stock market using mean-variance analysis, fluctuation analysis, and their generalizations to higher orders. Non-universal dynamics have been found not only in the scaling exponent α, which is different from the universal values 1/2 and 1, but also in the distributions of the ratio η= σexo / σendo of individual stocks. Both the scaling exponent α of fluctuations and the Hurst exponent Hi increase in logarithmic form with the time scale Δt and the mean traded value per minute , respectively. We find that the scaling exponent αendo of the endogenous fluctuations is independent of the time scale. Multiscaling and multifractal features are observed in the data as well. However, the inhomogeneous impact model is not verified.

Risk management of a fund for natural disasters

Science.gov (United States)

Flores, C.

2003-04-01

Mexico is a country which has to deal with several natural disaster risks: earthquakes, droughts, volcanic eruptions, floods, slides, wild fires, extreme temperatures, etc. In order to reduce the country's vulnerability to the impact of these natural disasters and to support rapid recovery when they occur, the government established in 1996 Mexico's Fund for Natural Disasters (FONDEN). Since its creation, its resources have been insufficient to meet all government obligations. The aim of this project is the development of a dynamic strategy to optimise the management of a fund for natural disasters starting from the example of FONDEN. The problem of budgetary planning is being considered for the modelling. We control the level of the fund's cash (R_t)0money borrowed at time t. For the initial model, we assume that the deterministic payments for risk transfer and debt are made at t=0. We determine c>0 at t=0 and then we try to pull at every moment the process to this objective. Multifractal models in geophysics are physically based stochastic models. A multiplicative cascade model fitted to a data set can be used for generation of synthetic sequences that resemble the original data in terms of its scaling properties. Since recent years, uncertainty concepts based on multifractal fields are being applied to the development of techniques to calculate marginal and conditional probabilities of an extreme rainfall event in a determined zone. As initial point to the development of the model, a multifractal model for extreme rainfall events will be used as part of the input for the stochastic control model. A theme for further research is linking more warning systems to the model. Keywords: risk management, stochastic control, multifractal measures, multiplicative cascades, heavy rainfall events.

Empirical fractal geometry analysis of some speculative financial bubbles

Science.gov (United States)

Redelico, Francisco O.; Proto, Araceli N.

2012-11-01

Empirical evidence of a multifractal signature during increasing of a financial bubble leading to a crash is presented. The April 2000 crash in the NASDAQ composite index and a time series from the discrete Chakrabarti-Stinchcombe model for earthquakes are analyzed using a geometric approach and some common patterns are identified. These patterns can be related the geometry of the rising period of a financial bubbles with the non-concave entropy problem.

One- vs. Three-Fraction Pancreatic Stereotactic Body Radiation Therapy for Pancreatic Carcinoma: Single Institution Retrospective Review

Directory of Open Access Journals (Sweden)

Philip Anthony Sutera

2017-11-01

Full Text Available Background/introductionEarly reports of stereotactic body radiation therapy (SBRT for pancreatic ductal adenocarcinoma (PDAC used single fraction, but eventually shifted to multifraction regimens. We conducted a single institution review of our patients treated with single- or multifraction SBRT to determine whether any outcome differences existed.Methods and materialsPatients treated with SBRT in any setting for PDAC at our facility were included, from 2004 to 2014. Overall survival (OS, local control (LC, regional control (RC, distant metastasis (DM, and late grade 3 or greater radiation toxicities from the time of SBRT were calculated using Kaplan–Meier estimation to either the date of last follow-up/death or local/regional/distant failure.ResultsWe identified 289 patients (291 lesions with pathologically confirmed PDAC. Median age was 69 (range, 33–90 years. Median gross tumor volume was 12.3 (8.6–21.3 cm3 and planning target volume 17.9 (12–27 cm3. Single fraction was used in 90 (30.9% and multifraction in 201 (69.1% lesions. At a median follow-up of 17.3 months (IQR 10.1–29.3 months, the median survival for the entire cohort 17.8 months with a 2-year OS of 35.3%. Univariate analysis showed multifraction schemes to have a higher 2-year OS 30.5% vs. 37.5% (p = 0.019, it did not hold significance on MVA. Multifractionation schemes were found to have a higher LC on MVA (HR = 0.53, 95% CI, 0.33–0.85, p = 0.009. At 2 years, late grade 3+ toxicity was 2.5%. Post-SBRT CA19-9 was found on MVA to be a prognostic factor for OS (HR = 1.01, 95% CI, 1.01–1.01, p = 0.009, RC (HR = 1.01, 95% CI 1.01–1.01, p = 0.02, and DM (HR = 1.01, 95% CI, 1.01–1.01, p = 0.001.ConclusionOur single institution retrospective review is the largest to date comparing single and multifraction SBRT and the first to show multifraction regimen SBRT to have a higher LC than single fractionation. Additionally, we

Multi-fractional analysis of molecular diffusion in polymer multilayers by FRAP: A new simulation-based approach

Czech Academy of Sciences Publication Activity Database

Sustr, D.; Hlaváček, Antonín; Duschl, C.; Volodkin, D.

2018-01-01

Roč. 122, č. 3 (2018), s. 1323-1333 ISSN 1520-6106 R&D Projects: GA ČR(CZ) GBP206/12/G014 Institutional support: RVO:68081715 Keywords : fluorescence correlation spectroscopy * laser-scanning microscope * single-particle tracking Subject RIV: CB - Analytical Chemistry, Separation OBOR OECD: Analytical chemistry Impact factor: 3.177, year: 2016

Multi-fractional analysis of molecular diffusion in polymer multilayers by FRAP: A new simulation-based approach

Czech Academy of Sciences Publication Activity Database

Sustr, D.; Hlaváček, Antonín; Duschl, C.; Volodkin, D.

2018-01-01

Roč. 122, č. 3 (2018), s. 1323-1333 ISSN 1520-6106 R&D Projects: GA ČR(CZ) GBP206/12/G014 Institutional support: RVO:68081715 Keywords : fluorescence correlation spectroscopy * laser-scanning microscope * single-particle tracking Subject RIV: CB - Analytical Chemistry , Separation OBOR OECD: Analytical chemistry Impact factor: 3.177, year: 2016

Study of pionic specific heat in 32S-emulsion interactions at 200 AGeV

International Nuclear Information System (INIS)

Ghosh, Dipak; Deb, Argha; Mallick, Asok Kumar; Chatterjee, Rini; Lahiri, Madhumita; Bhattacharyya, Swarnapratim; Sahoo, Swarup Ranjan; Patra, Kanchan Kumar; Mondal, Mitali; Haldar, Prabir Kumar

2002-01-01

Multifractality reveals self-similarity in particle production process. Studies on multifractality of pions from 32 S-emulsion interactions at 200 AGeV by Takagi method which is assumed to be free from the shortcomings encountered by G-moment method is presented

α-Cut method based importance measure for criticality analysis in fuzzy probability – Based fault tree analysis

International Nuclear Information System (INIS)

Purba, Julwan Hendry; Sony Tjahyani, D.T.; Widodo, Surip; Tjahjono, Hendro

2017-01-01

Highlights: •FPFTA deals with epistemic uncertainty using fuzzy probability. •Criticality analysis is important for reliability improvement. •An α-cut method based importance measure is proposed for criticality analysis in FPFTA. •The α-cut method based importance measure utilises α-cut multiplication, α-cut subtraction, and area defuzzification technique. •Benchmarking confirm that the proposed method is feasible for criticality analysis in FPFTA. -- Abstract: Fuzzy probability – based fault tree analysis (FPFTA) has been recently developed and proposed to deal with the limitations of conventional fault tree analysis. In FPFTA, reliabilities of basic events, intermediate events and top event are characterized by fuzzy probabilities. Furthermore, the quantification of the FPFTA is based on fuzzy multiplication rule and fuzzy complementation rule to propagate uncertainties from basic event to the top event. Since the objective of the fault tree analysis is to improve the reliability of the system being evaluated, it is necessary to find the weakest path in the system. For this purpose, criticality analysis can be implemented. Various importance measures, which are based on conventional probabilities, have been developed and proposed for criticality analysis in fault tree analysis. However, not one of those importance measures can be applied for criticality analysis in FPFTA, which is based on fuzzy probability. To be fully applied in nuclear power plant probabilistic safety assessment, FPFTA needs to have its corresponding importance measure. The objective of this study is to develop an α-cut method based importance measure to evaluate and rank the importance of basic events for criticality analysis in FPFTA. To demonstrate the applicability of the proposed measure, a case study is performed and its results are then benchmarked to the results generated by the four well known importance measures in conventional fault tree analysis. The results

Disappearance of Anisotropic Intermittency in Large-amplitude MHD Turbulence and Its Comparison with Small-amplitude MHD Turbulence

Science.gov (United States)

Yang, Liping; Zhang, Lei; He, Jiansen; Tu, Chuanyi; Li, Shengtai; Wang, Xin; Wang, Linghua

2018-03-01

Multi-order structure functions in the solar wind are reported to display a monofractal scaling when sampled parallel to the local magnetic field and a multifractal scaling when measured perpendicularly. Whether and to what extent will the scaling anisotropy be weakened by the enhancement of turbulence amplitude relative to the background magnetic strength? In this study, based on two runs of the magnetohydrodynamic (MHD) turbulence simulation with different relative levels of turbulence amplitude, we investigate and compare the scaling of multi-order magnetic structure functions and magnetic probability distribution functions (PDFs) as well as their dependence on the direction of the local field. The numerical results show that for the case of large-amplitude MHD turbulence, the multi-order structure functions display a multifractal scaling at all angles to the local magnetic field, with PDFs deviating significantly from the Gaussian distribution and a flatness larger than 3 at all angles. In contrast, for the case of small-amplitude MHD turbulence, the multi-order structure functions and PDFs have different features in the quasi-parallel and quasi-perpendicular directions: a monofractal scaling and Gaussian-like distribution in the former, and a conversion of a monofractal scaling and Gaussian-like distribution into a multifractal scaling and non-Gaussian tail distribution in the latter. These results hint that when intermittencies are abundant and intense, the multifractal scaling in the structure functions can appear even if it is in the quasi-parallel direction; otherwise, the monofractal scaling in the structure functions remains even if it is in the quasi-perpendicular direction.

Dependency structure and scaling properties of financial time series are related.

Science.gov (United States)

Morales, Raffaello; Di Matteo, T; Aste, Tomaso

2014-04-04

We report evidence of a deep interplay between cross-correlations hierarchical properties and multifractality of New York Stock Exchange daily stock returns. The degree of multifractality displayed by different stocks is found to be positively correlated to their depth in the hierarchy of cross-correlations. We propose a dynamical model that reproduces this observation along with an array of other empirical properties. The structure of this model is such that the hierarchical structure of heterogeneous risks plays a crucial role in the time evolution of the correlation matrix, providing an interpretation to the mechanism behind the interplay between cross-correlation and multifractality in financial markets, where the degree of multifractality of stocks is associated to their hierarchical positioning in the cross-correlation structure. Empirical observations reported in this paper present a new perspective towards the merging of univariate multi scaling and multivariate cross-correlation properties of financial time series.

Multifractal behaviour of Т-simplex lattice

Indian Academy of Sciences (India)

Using current cumulant method we calculate the exact noise exponent ... For resistance scaling analysis two methods may be adopted, either (a) to obtain the ..... [16] D R Nelson and M E Fisher, Ann. Phys. 91, 266 (1975). [17] D Dhar, J. Math.

Multifractal magnetic susceptibility distribution models of hydrothermally altered rocks in the Needle Creek Igneous Center of the Absaroka Mountains, Wyoming

Directory of Open Access Journals (Sweden)

M. E. Gettings

2005-01-01

Full Text Available Magnetic susceptibility was measured for 700 samples of drill core from thirteen drill holes in the porphyry copper-molybdenum deposit of the Stinkingwater mining district in the Absaroka Mountains, Wyoming. The magnetic susceptibility measurements, chemical analyses, and alteration class provided a database for study of magnetic susceptibility in these altered rocks. The distribution of the magnetic susceptibilities for all samples is multi-modal, with overlapping peaked distributions for samples in the propylitic and phyllic alteration class, a tail of higher susceptibilities for potassic alteration, and an approximately uniform distribution over a narrow range at the highest susceptibilities for unaltered rocks. Samples from all alteration and mineralization classes show susceptibilities across a wide range of values. Samples with secondary (supergene alteration due to oxidation or enrichment show lower susceptibilities than primary (hypogene alteration rock. Observed magnetic susceptibility variations and the monolithological character of the host rock suggest that the variations are due to varying degrees of alteration of blocks of rock between fractures that conducted hydrothermal fluids. Alteration of rock from the fractures inward progressively reduces the bulk magnetic susceptibility of the rock. The model introduced in this paper consists of a simulation of the fracture pattern and a simulation of the alteration of the rock between fractures. A multifractal model generated from multiplicative cascades with unequal ratios produces distributions statistically similar to the observed distributions. The reduction in susceptibility in the altered rocks was modelled as a diffusion process operating on the fracture distribution support. The average magnetic susceptibility was then computed for each block. For the purpose of comparing the model results with observation, the simulated magnetic susceptibilities were then averaged over the same

Multifractal magnetic susceptibility distribution models of hydrothermally altered rocks in the Needle Creek Igneous Center of the Absaroka Mountains, Wyoming

Science.gov (United States)

Gettings, M.E.

2005-01-01

Magnetic susceptibility was measured for 700 samples of drill core from thirteen drill holes in the porphyry copper-molybdenum deposit of the Stinkingwater mining district in the Absaroka Mountains, Wyoming. The magnetic susceptibility measurements, chemical analyses, and alteration class provided a database for study of magnetic susceptibility in these altered rocks. The distribution of the magnetic susceptibilities for all samples is multi-modal, with overlapping peaked distributions for samples in the propylitic and phyllic alteration class, a tail of higher susceptibilities for potassic alteration, and an approximately uniform distribution over a narrow range at the highest susceptibilities for unaltered rocks. Samples from all alteration and mineralization classes show susceptibilities across a wide range of values. Samples with secondary (supergene) alteration due to oxidation or enrichment show lower susceptibilities than primary (hypogene) alteration rock. Observed magnetic susceptibility variations and the monolithological character of the host rock suggest that the variations are due to varying degrees of alteration of blocks of rock between fractures that conducted hydrothermal fluids. Alteration of rock from the fractures inward progressively reduces the bulk magnetic susceptibility of the rock. The model introduced in this paper consists of a simulation of the fracture pattern and a simulation of the alteration of the rock between fractures. A multifractal model generated from multiplicative cascades with unequal ratios produces distributions statistically similar to the observed distributions. The reduction in susceptibility in the altered rocks was modelled as a diffusion process operating on the fracture distribution support. The average magnetic susceptibility was then computed for each block. For the purpose of comparing the model results with observation, the simulated magnetic susceptibilities were then averaged over the same interval as the

Nonlinear dynamics of laser systems with elements of a chaos: Advanced computational code

Science.gov (United States)

Buyadzhi, V. V.; Glushkov, A. V.; Khetselius, O. Yu; Kuznetsova, A. A.; Buyadzhi, A. A.; Prepelitsa, G. P.; Ternovsky, V. B.

2017-10-01

A general, uniform chaos-geometric computational approach to analysis, modelling and prediction of the non-linear dynamics of quantum and laser systems (laser and quantum generators system etc) with elements of the deterministic chaos is briefly presented. The approach is based on using the advanced generalized techniques such as the wavelet analysis, multi-fractal formalism, mutual information approach, correlation integral analysis, false nearest neighbour algorithm, the Lyapunov’s exponents analysis, and surrogate data method, prediction models etc There are firstly presented the numerical data on the topological and dynamical invariants (in particular, the correlation, embedding, Kaplan-York dimensions, the Lyapunov’s exponents, Kolmogorov’s entropy and other parameters) for laser system (the semiconductor GaAs/GaAlAs laser with a retarded feedback) dynamics in a chaotic and hyperchaotic regimes.

Are the Laws of Thermodynamics Consequences of a Fractal Properties of Universe?

OpenAIRE

Kobelev, L. Ya.

2000-01-01

Why in our Universe the laws of thermodynamics are valid? In the paper is demonstrated the reason of it: if the time and the space are multifractal and the Universe is in an equilibrium state the laws of the thermodynamics are consequences of it's multifractal structure.

Analysis of measured radar data for specific emitter identification

CSIR Research Space (South Africa)

Conning, M

2010-05-01

Full Text Available and can be used more efficiently to determine the exact times when a pulse starts and ends [3]. Other statistical methods are also available, as mentioned below. To determine the start of a signal, [4] and [5] used a variance fractal dimension... measure together with a Bayesian step change detector. Temporal, nonstationary signals’ fractal dimensions change over time. Multifractals can be used with such signals, e.g. radar pulses that have time-varying fractal dimensions [4], [6] and [7]. A...

Frame-based safety analysis approach for decision-based errors

International Nuclear Information System (INIS)

Fan, Chin-Feng; Yihb, Swu

1997-01-01

A frame-based approach is proposed to analyze decision-based errors made by automatic controllers or human operators due to erroneous reference frames. An integrated framework, Two Frame Model (TFM), is first proposed to model the dynamic interaction between the physical process and the decision-making process. Two important issues, consistency and competing processes, are raised. Consistency between the physical and logic frames makes a TFM-based system work properly. Loss of consistency refers to the failure mode that the logic frame does not accurately reflect the state of the controlled processes. Once such failure occurs, hazards may arise. Among potential hazards, the competing effect between the controller and the controlled process is the most severe one, which may jeopardize a defense-in-depth design. When the logic and physical frames are inconsistent, conventional safety analysis techniques are inadequate. We propose Frame-based Fault Tree; Analysis (FFTA) and Frame-based Event Tree Analysis (FETA) under TFM to deduce the context for decision errors and to separately generate the evolution of the logical frame as opposed to that of the physical frame. This multi-dimensional analysis approach, different from the conventional correctness-centred approach, provides a panoramic view in scenario generation. Case studies using the proposed techniques are also given to demonstrate their usage and feasibility

An analysis of the financial crisis in the KOSPI market using Hurst exponents

Science.gov (United States)

Yim, Kyubin; Oh, Gabjin; Kim, Seunghwan

2014-09-01

Recently, the study of the financial crisis has progressed to include the concept of the complex system, thereby improving the understanding of this extreme event from a neoclassical economic perspective. To determine which variables are related to the financial event caused by the 2008 US subprime crisis using temporal correlations, we investigate the diverse variables that may explain the financial system. These variables include return, volatility, trading volume and inter-trade duration data sets within the TAQ data for 27 highly capitalized individual companies listed on the KOSPI stock market. During 2008 and 2009, the Hurst exponent for the return time series over the whole period was less than 0.5, and the Hurst exponents for other variables, such as the volatility, trading volume and inter-trade duration, were greater than 0.5. Additionally, we analyze the relationships between the variation of temporal correlation and market instability based on these Hurst exponents and the degree of multifractality. We find that for the data related to trading volume, the Hurst exponents do not allow us to detect changes in market status, such as changes from normal to abnormal status, whereas other variables, including the return, volatility and weekly inter-trade duration, indicate a significant change in market status after the Lehman Brothers' bankruptcy. In addition, the multifractality and the measurement defined by subtracting the Hurst exponent of the return time series from that of the volatility time series decrease sharply after the US subprime event and recover approximately 50 days after the Lehman Brothers' collapse. Our findings suggest that the temporal features of financial quantities in the TAQ data set and the market complexity perform very well at diagnosing financial market stability.

Application of wavelet based MFDFA on Mueller matrix images for cervical pre-cancer detection

Science.gov (United States)

Zaffar, Mohammad; Pradhan, Asima

2018-02-01

A systematic study has been conducted on application of wavelet based multifractal de-trended fluctuation analysis (MFDFA) on Mueller matrix (MM) images of cervical tissue sections for early cancer detection. Changes in multiple scattering and orientation of fibers are observed by utilizing a discrete wavelet transform (Daubechies) which identifies fluctuations over polynomial trends. Fluctuation profiles, after 9th level decomposition, for all elements of MM qualitatively establish a demarcation of different grades of cancer from normal tissue. Moreover, applying MFDFA on MM images, Hurst exponent profiles for images of MM qualitatively are seen to display differences. In addition, the values of Hurst exponent increase for the diagonal elements of MM with increasing grades of the cervical cancer, while the value for the elements which correspond to linear polarizance decrease. However, for circular polarizance the value increases with increasing grades. These fluctuation profiles reveal the trend of local variation of refractive -indices and along with Hurst exponent profile, may serve as a useful biological metric in the early detection of cervical cancer. The quantitative measurements of Hurst exponent for diagonal and first column (polarizance governing elements) elements which reflect changes in multiple scattering and structural anisotropy in stroma, may be sensitive indicators of pre-cancer.

Hausdorff dimension of the boundary of the immediate basin of ...

Indian Academy of Sciences (India)

a unique extension to a holomorphic motion h : D × ¯E → ¯C of the closure ¯E. ... Let M be a real analytic manifold of finite dimension, J a compact subset of M and V ..... [1] Collet P, Dobbertin R and Moussa P, Multifractal analysis of nearly ...

Multifractal analysis of earthquakes in Kumaun Himalaya and its ...

Indian Academy of Sciences (India)

the heterogeneity of fractal structure of the seismicity and existence of complex interconnected structure of the Himalayan .... object requires the introduction of an infinite hier- archy of ...... the Marmara sea using comparisons of GPS strain and.

Team-Based Care: A Concept Analysis.

Science.gov (United States)

Baik, Dawon

2017-10-01

The purpose of this concept analysis is to clarify and analyze the concept of team-based care in clinical practice. Team-based care has garnered attention as a way to enhance healthcare delivery and patient care related to quality and safety. However, there is no consensus on the concept of team-based care; as a result, the lack of common definition impedes further studies on team-based care. This analysis was conducted using Walker and Avant's strategy. Literature searches were conducted using PubMed, Cumulative Index to Nursing and Allied Health Literature (CINAHL), and PsycINFO, with a timeline from January 1985 to December 2015. The analysis demonstrates that the concept of team-based care has three core attributes: (a) interprofessional collaboration, (b) patient-centered approach, and (c) integrated care process. This is accomplished through understanding other team members' roles and responsibilities, a climate of mutual respect, and organizational support. Consequences of team-based care are identified with three aspects: (a) patient, (b) healthcare professional, and (c) healthcare organization. This concept analysis helps better understand the characteristics of team-based care in the clinical practice as well as promote the development of a theoretical definition of team-based care. © 2016 Wiley Periodicals, Inc.

Trajectory Based Traffic Analysis

DEFF Research Database (Denmark)

Krogh, Benjamin Bjerre; Andersen, Ove; Lewis-Kelham, Edwin

2013-01-01

We present the INTRA system for interactive path-based traffic analysis. The analyses are developed in collaboration with traffic researchers and provide novel insights into conditions such as congestion, travel-time, choice of route, and traffic-flow. INTRA supports interactive point-and-click a......We present the INTRA system for interactive path-based traffic analysis. The analyses are developed in collaboration with traffic researchers and provide novel insights into conditions such as congestion, travel-time, choice of route, and traffic-flow. INTRA supports interactive point......-and-click analysis, due to a novel and efficient indexing structure. With the web-site daisy.aau.dk/its/spqdemo/we will demonstrate several analyses, using a very large real-world data set consisting of 1.9 billion GPS records (1.5 million trajectories) recorded from more than 13000 vehicles, and touching most...

Responses of rat R-1 cells to low dose rate gamma radiation and multiple daily dose fractions

International Nuclear Information System (INIS)

Kal, H.B.; Bijman, J.Th.

1981-01-01

Multifraction irradiation may offer the same therapeutic gain as continuous irradiation. Therefore, a comparison of the efficacy of low dose rate irradiation and multifraction irradiation was the main objective of the experiments to be described. Both regimens were tested on rat rhabdomyosarcoma (R-1) cells in vitro and in vivo. Exponentially growing R-1 cells were treated in vitro by a multifraction irradiation procedure with dose fractions of 2 Gy gamma radiation and time intervals of 1 to 3 h. The dose rate was 1.3 Gy.min -1 . The results indicate that multifractionation of the total dose is more effective with respect to cell inactivation than continuous irradiation. (Auth.)

The q-dependent detrended cross-correlation analysis of stock market

Science.gov (United States)

Zhao, Longfeng; Li, Wei; Fenu, Andrea; Podobnik, Boris; Wang, Yougui; Stanley, H. Eugene

2018-02-01

Properties of the q-dependent cross-correlation matrices of the stock market have been analyzed by using random matrix theory and complex networks. The correlation structures of the fluctuations at different magnitudes have unique properties. The cross-correlations among small fluctuations are much stronger than those among large fluctuations. The large and small fluctuations are dominated by different groups of stocks. We use complex network representation to study these q-dependent matrices and discover some new identities. By utilizing those q-dependent correlation-based networks, we are able to construct some portfolios of those more independent stocks which consistently perform better. The optimal multifractal order for portfolio optimization is around q  =  2 under the mean-variance portfolio framework, and q\\in[2, 6] under the expected shortfall criterion. These results have deepened our understanding regarding the collective behavior of the complex financial system.

Hand-Based Biometric Analysis

Science.gov (United States)

Bebis, George (Inventor); Amayeh, Gholamreza (Inventor)

2015-01-01

Hand-based biometric analysis systems and techniques are described which provide robust hand-based identification and verification. An image of a hand is obtained, which is then segmented into a palm region and separate finger regions. Acquisition of the image is performed without requiring particular orientation or placement restrictions. Segmentation is performed without the use of reference points on the images. Each segment is analyzed by calculating a set of Zernike moment descriptors for the segment. The feature parameters thus obtained are then fused and compared to stored sets of descriptors in enrollment templates to arrive at an identity decision. By using Zernike moments, and through additional manipulation, the biometric analysis is invariant to rotation, scale, or translation or an in put image. Additionally, the analysis utilizes re-use of commonly-seen terms in Zernike calculations to achieve additional efficiencies over traditional Zernike moment calculation.

Measuring multiscaling in financial time-series

International Nuclear Information System (INIS)

Buonocore, R.J.; Aste, T.; Di Matteo, T.

2016-01-01

We discuss the origin of multiscaling in financial time-series and investigate how to best quantify it. Our methodology consists in separating the different sources of measured multifractality by analyzing the multi/uni-scaling behavior of synthetic time-series with known properties. We use the results from the synthetic time-series to interpret the measure of multifractality of real log-returns time-series. The main finding is that the aggregation horizon of the returns can introduce a strong bias effect on the measure of multifractality. This effect can become especially important when returns distributions have power law tails with exponents in the range (2, 5). We discuss the right aggregation horizon to mitigate this bias.

Scaling forecast models for wind turbulence and wind turbine power intermittency

Science.gov (United States)

Duran Medina, Olmo; Schmitt, Francois G.; Calif, Rudy

2017-04-01

The intermittency of the wind turbine power remains an important issue for the massive development of this renewable energy. The energy peaks injected in the electric grid produce difficulties in the energy distribution management. Hence, a correct forecast of the wind power in the short and middle term is needed due to the high unpredictability of the intermittency phenomenon. We consider a statistical approach through the analysis and characterization of stochastic fluctuations. The theoretical framework is the multifractal modelisation of wind velocity fluctuations. Here, we consider three wind turbine data where two possess a direct drive technology. Those turbines are producing energy in real exploitation conditions and allow to test our forecast models of power production at a different time horizons. Two forecast models were developed based on two physical principles observed in the wind and the power time series: the scaling properties on the one hand and the intermittency in the wind power increments on the other. The first tool is related to the intermittency through a multifractal lognormal fit of the power fluctuations. The second tool is based on an analogy of the power scaling properties with a fractional brownian motion. Indeed, an inner long-term memory is found in both time series. Both models show encouraging results since a correct tendency of the signal is respected over different time scales. Those tools are first steps to a search of efficient forecasting approaches for grid adaptation facing the wind energy fluctuations.

EVOLUTION OF INTERMITTENCY IN THE SLOW AND FAST SOLAR WIND BEYOND THE ECLIPTIC PLANE

International Nuclear Information System (INIS)

Wawrzaszek, A.; Macek, W. M.; Echim, M.; Bruno, R.

2015-01-01

We study intermittency as a departure from self-similarity of the solar wind magnetic turbulence and investigate the evolution with the heliocentric distance and latitude. We use data from the Ulysses spacecraft measured during two solar minima (1997–1998 and 2007–2008) and one solar maximum (1999–2001). In particular, by modeling a multifractal spectrum, we revealed the intermittent character of turbulence in the small-scale fluctuations of the magnetic field embedded in the slow and fast solar wind. Generally, at small distances from the Sun, in both the slow and fast solar wind, we observe the high degree of multifractality (intermittency) that decreases somewhat slowly with distance and slowly with latitude. The obtained results seem to suggest that generally intermittency in the solar wind has a solar origin. However, the fast and slow streams, shocks, and other nonlinear interactions can only be considered as the drivers of the intermittent turbulence. It seems that analysis shows that turbulence beyond the ecliptic plane evolves too slowly to maintain the intermittency with the distance and latitude. Moreover, we confirm that the multifractality and intermittency are at a lower level than in the ecliptic, as well as the existence of symmetry with respect to the ecliptic plane, suggesting that there are similar turbulent properties observed in the two hemispheres

EVOLUTION OF INTERMITTENCY IN THE SLOW AND FAST SOLAR WIND BEYOND THE ECLIPTIC PLANE

Energy Technology Data Exchange (ETDEWEB)

Wawrzaszek, A.; Macek, W. M. [Space Research Centre, Polish Academy of Sciences, Warsaw (Poland); Echim, M. [The Belgian Institute for Space Aeronomy, Brussels (Belgium); Bruno, R., E-mail: anna.wawrzaszek@cbk.waw.pl, E-mail: marius.echim@oma.be, E-mail: macek@cbk.waw.pl, E-mail: roberto.bruno@iaps.inaf.it [Institute for Space Astrophysics and Planetology, Roma (Italy)

2015-12-01

We study intermittency as a departure from self-similarity of the solar wind magnetic turbulence and investigate the evolution with the heliocentric distance and latitude. We use data from the Ulysses spacecraft measured during two solar minima (1997–1998 and 2007–2008) and one solar maximum (1999–2001). In particular, by modeling a multifractal spectrum, we revealed the intermittent character of turbulence in the small-scale fluctuations of the magnetic field embedded in the slow and fast solar wind. Generally, at small distances from the Sun, in both the slow and fast solar wind, we observe the high degree of multifractality (intermittency) that decreases somewhat slowly with distance and slowly with latitude. The obtained results seem to suggest that generally intermittency in the solar wind has a solar origin. However, the fast and slow streams, shocks, and other nonlinear interactions can only be considered as the drivers of the intermittent turbulence. It seems that analysis shows that turbulence beyond the ecliptic plane evolves too slowly to maintain the intermittency with the distance and latitude. Moreover, we confirm that the multifractality and intermittency are at a lower level than in the ecliptic, as well as the existence of symmetry with respect to the ecliptic plane, suggesting that there are similar turbulent properties observed in the two hemispheres.

Reliability analysis of software based safety functions

International Nuclear Information System (INIS)

Pulkkinen, U.

1993-05-01

The methods applicable in the reliability analysis of software based safety functions are described in the report. Although the safety functions also include other components, the main emphasis in the report is on the reliability analysis of software. The check list type qualitative reliability analysis methods, such as failure mode and effects analysis (FMEA), are described, as well as the software fault tree analysis. The safety analysis based on the Petri nets is discussed. The most essential concepts and models of quantitative software reliability analysis are described. The most common software metrics and their combined use with software reliability models are discussed. The application of software reliability models in PSA is evaluated; it is observed that the recent software reliability models do not produce the estimates needed in PSA directly. As a result from the study some recommendations and conclusions are drawn. The need of formal methods in the analysis and development of software based systems, the applicability of qualitative reliability engineering methods in connection to PSA and the need to make more precise the requirements for software based systems and their analyses in the regulatory guides should be mentioned. (orig.). (46 refs., 13 figs., 1 tab.)

Analysis of the Indentation Size Effect in the Microhardness Measurements in B6O

Directory of Open Access Journals (Sweden)

Ronald Machaka

2011-01-01

Full Text Available The Vickers microhardness measurements of boron suboxide (B6O ceramics prepared by uniaxial hot-pressing was investigated at indentation test loads in the range from 0.10 to 2.0 kgf. Results from the investigation indicate that the measured microhardness exhibits an indentation load dependence. Based on the results, we present a comprehensive model intercomparison study of indentation size effects (ISEs in the microhardness measurements of hot-pressed B6O discussed using existing models, that is, the classical Meyer's law, Li and Bradt's proportional specimen resistance model (PSR, the modified proportional specimen resistance model (MPSR, and Carpinteri's multifractal scaling law (MFSL. The best correlation between literature-cited load-independent Vickers microhardness values, the measured values, and applied models was achieved in the case of the MPSR and the MFSL models.

Zipf’s law, 1/f noise, and fractal hierarchy

International Nuclear Information System (INIS)

Chen Yanguang

2012-01-01

Highlights: ► I developed a general scaling method based on hierarchies of cites. ► Hierarchy is classified into three types based on monofractal and multifractals. ► Zipf’s law can be used to estimate the capacity dimension of a multifractal set. ► I derive the self-similar hierarchy from the rank-size distribution. ► The hierarchical scaling method can be applied to the 1/f spectra. - Abstract: Fractals, 1/f noise, and Zipf’s laws are frequently observed within the natural living world as well as in social institutions, representing three signatures of complex systems. All these observations are associated with scaling laws and therefore have created much research interest in many diverse scientific circles. However, the inherent relationships between these scaling phenomena are not yet clear. In this paper, theoretical demonstration and mathematical experiments based on urban studies are employed to reveal the analogy between fractal patterns, 1/f spectra, and the Zipf distribution. First, the multifractal process empirically suggests the Zipf distribution. Second, a 1/f spectrum is mathematically identical to Zipf’s law. Third, both 1/f spectra and Zipf’s law can be converted into a self-similar hierarchy. Fourth, fractals, 1/f spectra, Zipf’s law can be rescaled with similar exponential laws and power laws. The self-similar hierarchy is a more general scaling method which can be used to unify different scaling phenomena and rules in both physical and social systems such as cities, rivers, earthquakes, fractals, 1/f noise, and rank-size distributions. The mathematical laws of this hierarchical structure can provide us with a holistic perspective of looking at complexity and complex systems.

Evidence based practice readiness: A concept analysis.

Science.gov (United States)

Schaefer, Jessica D; Welton, John M

2018-01-15

To analyse and define the concept "evidence based practice readiness" in nurses. Evidence based practice readiness is a term commonly used in health literature, but without a clear understanding of what readiness means. Concept analysis is needed to define the meaning of evidence based practice readiness. A concept analysis was conducted using Walker and Avant's method to clarify the defining attributes of evidence based practice readiness as well as antecedents and consequences. A Boolean search of PubMed and Cumulative Index for Nursing and Allied Health Literature was conducted and limited to those published after the year 2000. Eleven articles met the inclusion criteria for this analysis. Evidence based practice readiness incorporates personal and organisational readiness. Antecedents include the ability to recognize the need for evidence based practice, ability to access and interpret evidence based practice, and a supportive environment. The concept analysis demonstrates the complexity of the concept and its implications for nursing practice. The four pillars of evidence based practice readiness: nursing, training, equipping and leadership support are necessary to achieve evidence based practice readiness. Nurse managers are in the position to address all elements of evidence based practice readiness. Creating an environment that fosters evidence based practice can improve patient outcomes, decreased health care cost, increase nurses' job satisfaction and decrease nursing turnover. © 2018 John Wiley & Sons Ltd.

An Integrated Nonlinear Analysis library - (INA) for solar system plasma turbulence

Science.gov (United States)

Munteanu, Costel; Kovacs, Peter; Echim, Marius; Koppan, Andras

2014-05-01

We present an integrated software library dedicated to the analysis of time series recorded in space and adapted to investigate turbulence, intermittency and multifractals. The library is written in MATLAB and provides a graphical user interface (GUI) customized for the analysis of space physics data available online like: Coordinated Data Analysis Web (CDAWeb), Automated Multi Dataset Analysis system (AMDA), Planetary Science Archive (PSA), World Data Center Kyoto (WDC), Ulysses Final Archive (UFA) and Cluster Active Archive (CAA). Three main modules are already implemented in INA : the Power Spectral Density (PSD) Analysis, the Wavelet and Intemittency Analysis and the Probability Density Functions (PDF) analysis.The layered structure of the software allows the user to easily switch between different modules/methods while retaining the same time interval for the analysis. The wavelet analysis module includes algorithms to compute and analyse the PSD, the Scalogram, the Local Intermittency Measure (LIM) or the Flatness parameter. The PDF analysis module includes algorithms for computing the PDFs for a range of scales and parameters fully customizable by the user; it also computes the Flatness parameter and enables fast comparison with standard PDF profiles like, for instance, the Gaussian PDF. The library has been already tested on Cluster and Venus Express data and we will show relevant examples. Research supported by the European Community's Seventh Framework Programme (FP7/2007-2013) under grant agreement no 313038/STORM, and a grant of the Romanian Ministry of National Education, CNCS UEFISCDI, project number PN-II-ID PCE-2012-4-0418.

Wavelets, vibrations and scalings

CERN Document Server

Meyer, Yves

1997-01-01

Physicists and mathematicians are intensely studying fractal sets of fractal curves. Mandelbrot advocated modeling of real-life signals by fractal or multifractal functions. One example is fractional Brownian motion, where large-scale behavior is related to a corresponding infrared divergence. Self-similarities and scaling laws play a key role in this new area. There is a widely accepted belief that wavelet analysis should provide the best available tool to unveil such scaling laws. And orthonormal wavelet bases are the only existing bases which are structurally invariant through dyadic dilations. This book discusses the relevance of wavelet analysis to problems in which self-similarities are important. Among the conclusions drawn are the following: 1) A weak form of self-similarity can be given a simple characterization through size estimates on wavelet coefficients, and 2) Wavelet bases can be tuned in order to provide a sharper characterization of this self-similarity. A pioneer of the wavelet "saga", Meye...

Singularity Analysis: a powerful image processing tool in remote sensing of the oceans

Science.gov (United States)

Turiel, A.; Umbert, M.; Hoareau, N.; Ballabrera-Poy, J.; Portabella, M.

2012-04-01

The study of fully developed turbulence has given rise to the development of new methods to describe real data of scalars submitted to the action of a turbulent flow. The application of this brand of methodologies (known as Microcanonical Multifractal Formalism, MMF) on remote sensing ocean maps open new ways to exploit those data for oceanographic purposes. The main technique in MMF is that of Singularity Analysis (SA). By means of SA a singularity exponents is assigned to each point of a given image. The singularity exponent of a given point is a dimensionless measure of the regularity or irregularity of the scalar at that point. Singularity exponents arrange in singularity lines, which accurately track the flow streamlines from any scalar, as we have verified with remote sensing and simulated data. Applications of SA include quality assessment of different products, the estimation of surface velocities, the development of fusion techniques for different types of scalars, comparison with measures of ocean mixing, and improvement in assimilation schemes.

The selected models of the mesostructure of composites percolation, clusters, and force fields

CERN Document Server

Herega, Alexander

2018-01-01

This book presents the role of mesostructure on the properties of composite materials. A complex percolation model is developed for the material structure containing percolation clusters of phases and interior boundaries. Modeling of technological cracks and the percolation in the Sierpinski carpet are described. The interaction of mesoscopic interior boundaries of the material, including the fractal nature of interior boundaries, the oscillatory nature of it interaction and also the stochastic model of the interior boundaries’ interaction, the genesis, structure, and properties are discussed. One of part of the book introduces the percolation model of the long-range effect which is based on the notion on the multifractal clusters with transforming elements, and the theorem on the field interaction of multifractals is described. In addition small clusters, their characteristic properties and the criterion of stability are presented.

Power spectral density and scaling exponent of high frequency global solar radiation sequences

Science.gov (United States)

Calif, Rudy; Schmitt, François G.; Huang, Yongxiang

2013-04-01

The part of the solar power production from photovlotaïcs systems is constantly increasing in the electric grids. Solar energy converter devices such as photovoltaic cells are very sensitive to instantaneous solar radiation fluctuations. Thus rapid variation of solar radiation due to changes in the local meteorological condition can induce large amplitude fluctuations of the produced electrical power and reduce the overall efficiency of the system. When large amount of photovoltaic electricity is send into a weak or small electricity network such as island network, the electric grid security can be in jeopardy due to these power fluctuations. The integration of this energy in the electrical network remains a major challenge, due to the high variability of solar radiation in time and space. To palliate these difficulties, it is essential to identify the characteristic of these fluctuations in order to anticipate the eventuality of power shortage or power surge. The objective of this study is to present an approach based on Empirical Mode Decomposition (EMD) and Hilbert-Huang Transform (HHT) to highlight the scaling properties of global solar irradiance data G(t). The scale of invariance is detected on this dataset using the Empirical Mode Decomposition in association with arbitrary-order Hilbert spectral analysis, a generalization of (HHT) or Hilbert Spectral Analysis (HSA). The first step is the EMD, consists in decomposing the normalized global solar radiation data G'(t) into several Intrinsic Mode Functions (IMF) Ci(t) without giving an a priori basis. Consequently, the normalized original solar radiation sequence G'(t) can be written as a sum of Ci(t) with a residual rn. From all IMF modes, a joint PDF P(f,A) of locally and instantaneous frequency f and amplitude A, is estimated. To characterize the scaling behavior in amplitude-frequency space, an arbitrary-order Hilbert marginal spectrum is defined to: Iq(f) = 0 P (f,A)A dA (1) with q × 0 In case of scale

Comparison of Machine Learning Methods for the Arterial Hypertension Diagnostics

Directory of Open Access Journals (Sweden)

Vladimir S. Kublanov

2017-01-01

Full Text Available The paper presents results of machine learning approach accuracy applied analysis of cardiac activity. The study evaluates the diagnostics possibilities of the arterial hypertension by means of the short-term heart rate variability signals. Two groups were studied: 30 relatively healthy volunteers and 40 patients suffering from the arterial hypertension of II-III degree. The following machine learning approaches were studied: linear and quadratic discriminant analysis, k-nearest neighbors, support vector machine with radial basis, decision trees, and naive Bayes classifier. Moreover, in the study, different methods of feature extraction are analyzed: statistical, spectral, wavelet, and multifractal. All in all, 53 features were investigated. Investigation results show that discriminant analysis achieves the highest classification accuracy. The suggested approach of noncorrelated feature set search achieved higher results than data set based on the principal components.

3D Structure of Tillage Soils

Science.gov (United States)

González-Torre, Iván; Losada, Juan Carlos; Falconer, Ruth; Hapca, Simona; Tarquis, Ana M.

2015-04-01

Soil structure may be defined as the spatial arrangement of soil particles, aggregates and pores. The geometry of each one of these elements, as well as their spatial arrangement, has a great influence on the transport of fluids and solutes through the soil. Fractal/Multifractal methods have been increasingly applied to quantify soil structure thanks to the advances in computer technology (Tarquis et al., 2003). There is no doubt that computed tomography (CT) has provided an alternative for observing intact soil structure. These CT techniques reduce the physical impact to sampling, providing three-dimensional (3D) information and allowing rapid scanning to study sample dynamics in near real-time (Houston et al., 2013a). However, several authors have dedicated attention to the appropriate pore-solid CT threshold (Elliot and Heck, 2007; Houston et al., 2013b) and the better method to estimate the multifractal parameters (Grau et al., 2006; Tarquis et al., 2009). The aim of the present study is to evaluate the effect of the algorithm applied in the multifractal method (box counting and box gliding) and the cube size on the calculation of generalized fractal dimensions (Dq) in grey images without applying any threshold. To this end, soil samples were extracted from different areas plowed with three tools (moldboard, chissel and plow). Soil samples for each of the tillage treatment were packed into polypropylene cylinders of 8 cm diameter and 10 cm high. These were imaged using an mSIMCT at 155keV and 25 mA. An aluminium filter (0.25 mm) was applied to reduce beam hardening and later several corrections where applied during reconstruction. References Elliot, T.R. and Heck, R.J. 2007. A comparison of 2D and 3D thresholding of CT imagery. Can. J. Soil Sci., 87(4), 405-412. Grau, J, Médez, V.; Tarquis, A.M., Saa, A. and Díaz, M.C.. 2006. Comparison of gliding box and box-counting methods in soil image analysis. Geoderma, 134, 349-359. González-Torres, Iván. Theory and

Statistics and geometry of cosmic voids

International Nuclear Information System (INIS)

Gaite, José

2009-01-01

We introduce new statistical methods for the study of cosmic voids, focusing on the statistics of largest size voids. We distinguish three different types of distributions of voids, namely, Poisson-like, lognormal-like and Pareto-like distributions. The last two distributions are connected with two types of fractal geometry of the matter distribution. Scaling voids with Pareto distribution appear in fractal distributions with box-counting dimension smaller than three (its maximum value), whereas the lognormal void distribution corresponds to multifractals with box-counting dimension equal to three. Moreover, voids of the former type persist in the continuum limit, namely, as the number density of observable objects grows, giving rise to lacunar fractals, whereas voids of the latter type disappear in the continuum limit, giving rise to non-lacunar (multi)fractals. We propose both lacunar and non-lacunar multifractal models of the cosmic web structure of the Universe. A non-lacunar multifractal model is supported by current galaxy surveys as well as cosmological N-body simulations. This model suggests, in particular, that small dark matter halos and, arguably, faint galaxies are present in cosmic voids

Characterization of local turbulence in magnetic confinement devices

International Nuclear Information System (INIS)

Rajkovic, Milan; Skoric, Milos; Solna, Knut; Antar, Ghassan

2007-07-01

A multifractal analysis based on evaluation and interpretation of Large Deviation spectra is applied to plasma edge turbulence data from different devices (MAST and Tore Supra). It is demonstrated that in spite of some universal features there are unique characteristics for each device as well as for different confinement regimes. In the second part of the exposition the issue of estimating the variable power law behavior of spectral densities is addressed. The analysis of this issue is performed using fractional Brownian motion (fBm) as the underlying stochastic model whose parameters are estimated locally in time by wavelet scale spectra. In such a manner information about the inertial range as well as variability of the fBm parameters is obtained giving more information important for understanding edge turbulence and intermittency. (author)

OHBM 2017: Practical intensity based meta-analysis

OpenAIRE

Maumet, Camille

2017-01-01

"Practical intensity-based meta-analysis" slides from my talk in the OHBM 2017 educational talk on Neuroimaging meta-analysis.http://www.humanbrainmapping.org/files/2017/ED Courses/Neuroimaging Meta-Analysis.pdf

YersiniaBase: a genomic resource and analysis platform for comparative analysis of Yersinia.

Science.gov (United States)

Tan, Shi Yang; Dutta, Avirup; Jakubovics, Nicholas S; Ang, Mia Yang; Siow, Cheuk Chuen; Mutha, Naresh Vr; Heydari, Hamed; Wee, Wei Yee; Wong, Guat Jah; Choo, Siew Woh

2015-01-16

Yersinia is a Gram-negative bacteria that includes serious pathogens such as the Yersinia pestis, which causes plague, Yersinia pseudotuberculosis, Yersinia enterocolitica. The remaining species are generally considered non-pathogenic to humans, although there is evidence that at least some of these species can cause occasional infections using distinct mechanisms from the more pathogenic species. With the advances in sequencing technologies, many genomes of Yersinia have been sequenced. However, there is currently no specialized platform to hold the rapidly-growing Yersinia genomic data and to provide analysis tools particularly for comparative analyses, which are required to provide improved insights into their biology, evolution and pathogenicity. To facilitate the ongoing and future research of Yersinia, especially those generally considered non-pathogenic species, a well-defined repository and analysis platform is needed to hold the Yersinia genomic data and analysis tools for the Yersinia research community. Hence, we have developed the YersiniaBase, a robust and user-friendly Yersinia resource and analysis platform for the analysis of Yersinia genomic data. YersiniaBase has a total of twelve species and 232 genome sequences, of which the majority are Yersinia pestis. In order to smooth the process of searching genomic data in a large database, we implemented an Asynchronous JavaScript and XML (AJAX)-based real-time searching system in YersiniaBase. Besides incorporating existing tools, which include JavaScript-based genome browser (JBrowse) and Basic Local Alignment Search Tool (BLAST), YersiniaBase also has in-house developed tools: (1) Pairwise Genome Comparison tool (PGC) for comparing two user-selected genomes; (2) Pathogenomics Profiling Tool (PathoProT) for comparative pathogenomics analysis of Yersinia genomes; (3) YersiniaTree for constructing phylogenetic tree of Yersinia. We ran analyses based on the tools and genomic data in YersiniaBase and the

Volatility Behaviors of Financial Time Series by Percolation System on Sierpinski Carpet Lattice

Science.gov (United States)

Pei, Anqi; Wang, Jun

2015-01-01

The financial time series is simulated and investigated by the percolation system on the Sierpinski carpet lattice, where percolation is usually employed to describe the behavior of connected clusters in a random graph, and the Sierpinski carpet lattice is a graph which corresponds the fractal — Sierpinski carpet. To study the fluctuation behavior of returns for the financial model and the Shanghai Composite Index, we establish a daily volatility measure — multifractal volatility (MFV) measure to obtain MFV series, which have long-range cross-correlations with squared daily return series. The autoregressive fractionally integrated moving average (ARFIMA) model is used to analyze the MFV series, which performs better when compared to other volatility series. By a comparative study of the multifractality and volatility analysis of the data, the simulation data of the proposed model exhibits very similar behaviors to those of the real stock index, which indicates somewhat rationality of the model to the market application.

Non-stationary dynamics in the bouncing ball: A wavelet perspective

Energy Technology Data Exchange (ETDEWEB)

Behera, Abhinna K., E-mail: abhinna@iiserkol.ac.in; Panigrahi, Prasanta K., E-mail: pprasanta@iiserkol.ac.in [Department of Physical Sciences, Indian Institute of Science Education and Research (IISER) Kolkata, Mohanpur 741246 (India); Sekar Iyengar, A. N., E-mail: ansekar.iyengar@saha.ac.in [Plasma Physics Division, Saha Institute of Nuclear Physics (SINP), Sector 1, Block-AF, Bidhannagar, Kolkata 700064 (India)

2014-12-01

The non-stationary dynamics of a bouncing ball, comprising both periodic as well as chaotic behavior, is studied through wavelet transform. The multi-scale characterization of the time series displays clear signatures of self-similarity, complex scaling behavior, and periodicity. Self-similar behavior is quantified by the generalized Hurst exponent, obtained through both wavelet based multi-fractal detrended fluctuation analysis and Fourier methods. The scale dependent variable window size of the wavelets aptly captures both the transients and non-stationary periodic behavior, including the phase synchronization of different modes. The optimal time-frequency localization of the continuous Morlet wavelet is found to delineate the scales corresponding to neutral turbulence, viscous dissipation regions, and different time varying periodic modulations.

Network-based analysis of proteomic profiles

KAUST Repository

Wong, Limsoon

2016-01-26

Mass spectrometry (MS)-based proteomics is a widely used and powerful tool for profiling systems-wide protein expression changes. It can be applied for various purposes, e.g. biomarker discovery in diseases and study of drug responses. Although RNA-based high-throughput methods have been useful in providing glimpses into the underlying molecular processes, the evidences they provide are indirect. Furthermore, RNA and corresponding protein levels have been known to have poor correlation. On the other hand, MS-based proteomics tend to have consistency issues (poor reproducibility and inter-sample agreement) and coverage issues (inability to detect the entire proteome) that need to be urgently addressed. In this talk, I will discuss how these issues can be addressed by proteomic profile analysis techniques that use biological networks (especially protein complexes) as the biological context. In particular, I will describe several techniques that we have been developing for network-based analysis of proteomics profile. And I will present evidence that these techniques are useful in identifying proteomics-profile analysis results that are more consistent, more reproducible, and more biologically coherent, and that these techniques allow expansion of the detected proteome to uncover and/or discover novel proteins.

Kullback-Leibler divergence measure of intermittency: Application to turbulence

Science.gov (United States)

Granero-Belinchón, Carlos; Roux, Stéphane G.; Garnier, Nicolas B.

2018-01-01

For generic systems exhibiting power law behaviors, and hence multiscale dependencies, we propose a simple tool to analyze multifractality and intermittency, after noticing that these concepts are directly related to the deformation of a probability density function from Gaussian at large scales to non-Gaussian at smaller scales. Our framework is based on information theory and uses Shannon entropy and Kullback-Leibler divergence. We provide an extensive application to three-dimensional fully developed turbulence, seen here as a paradigmatic complex system where intermittency was historically defined and the concepts of scale invariance and multifractality were extensively studied and benchmarked. We compute our quantity on experimental Eulerian velocity measurements, as well as on synthetic processes and phenomenological models of fluid turbulence. Our approach is very general and does not require any underlying model of the system, although it can probe the relevance of such a model.

Plug-in Based Analysis Framework for LHC Post-Mortem Analysis

CERN Document Server

Gorbonosov, R; Zerlauth, M; Baggiolini, V

2014-01-01

Plug-in based software architectures [1] are extensible, enforce modularity and allow several teams to work in parallel. But they have certain technical and organizational challenges, which we discuss in this paper. We gained our experience when developing the Post-Mortem Analysis (PMA) system, which is a mission critical system for the Large Hadron Collider (LHC). We used a plugin-based architecture with a general-purpose analysis engine, for which physicists and equipment experts code plugins containing the analysis algorithms. We have over 45 analysis plugins developed by a dozen of domain experts. This paper focuses on the design challenges we faced in order to mitigate the risks of executing third-party code: assurance that even a badly written plugin doesn't perturb the work of the overall application; plugin execution control which allows to detect plugin misbehaviour and react; robust communication mechanism between plugins, diagnostics facilitation in case of plugin failure; testing of the plugins be...

Multiscale structure of Cs-137 soil contamination on the Bryansk Region (Russia) due to the accident at the Chernobyl NPP

Science.gov (United States)

Linnik, Vitaly; Sokolov, Alexander

2013-04-01

The Cs-137 contamination of the Bryansk Region occurred in the period from April 27 to May 10 into several stages. The complicated character of the soil radionuclide contamination on the Bryansk Region is caused by different nature of the radioactive fallout: dry and wet. Thus, in a number of cases Cs-137 soil pollution is directly connected with the rain intensity, which is well known, have multifractal nature. In some parts of contaminated territory the overlay of different types of fallout was observed. The radioactive contamination of the landscape is a result from nonlinear interplay of geophysical factors which intervene over a large range of scale. As a result of the fallout Cs-137 pattern can be described as a multifractal. Consequently, fields of contamination observed have an extreme spatial variability, frequently cited "hot spots" or "leopard's skin. As an estimate of background radiation levels, we relied on a dataset of air-gamma-survey of the Bryansk Region, carried out by SSC AEROGEOFIZIKA in the summer of 1993. This dataset includes geo-positioned data of Cs-137 deposition in a grid of 100x100 m with values range from 3 to 11*104 kBq/m2. Airborne gamma survey gave the smoothed values of the Cs-137 density of contamination in comparison with the data, obtained directly as a result of soil sampling. However, even in this case in the east part of the Bryansk test site we can observed the"hot spots" (by size several hundred meters) as natural phenomenon. The article presents the results of the geostatistical and multifractal analysis of the Cs-137 contamination. Scaling analysis was conducted to investigate the linkages between the spatial variability of soil Cs-137 contamination and some landscape characteristics.

An SQL-based approach to physics analysis

International Nuclear Information System (INIS)

Limper, Dr Maaike

2014-01-01

As part of the CERN openlab collaboration a study was made into the possibility of performing analysis of the data collected by the experiments at the Large Hadron Collider (LHC) through SQL-queries on data stored in a relational database. Currently LHC physics analysis is done using data stored in centrally produced 'ROOT-ntuple' files that are distributed through the LHC computing grid. The SQL-based approach to LHC physics analysis presented in this paper allows calculations in the analysis to be done at the database and can make use of the database's in-built parallelism features. Using this approach it was possible to reproduce results for several physics analysis benchmarks. The study shows the capability of the database to handle complex analysis tasks but also illustrates the limits of using row-based storage for storing physics analysis data, as performance was limited by the I/O read speed of the system.

A scenario-based procedure for seismic risk analysis

International Nuclear Information System (INIS)

Kluegel, J.-U.; Mualchin, L.; Panza, G.F.

2006-12-01

A new methodology for seismic risk analysis based on probabilistic interpretation of deterministic or scenario-based hazard analysis, in full compliance with the likelihood principle and therefore meeting the requirements of modern risk analysis, has been developed. The proposed methodology can easily be adjusted to deliver its output in a format required for safety analysts and civil engineers. The scenario-based approach allows the incorporation of all available information collected in a geological, seismotectonic and geotechnical database of the site of interest as well as advanced physical modelling techniques to provide a reliable and robust deterministic design basis for civil infrastructures. The robustness of this approach is of special importance for critical infrastructures. At the same time a scenario-based seismic hazard analysis allows the development of the required input for probabilistic risk assessment (PRA) as required by safety analysts and insurance companies. The scenario-based approach removes the ambiguity in the results of probabilistic seismic hazard analysis (PSHA) which relies on the projections of Gutenberg-Richter (G-R) equation. The problems in the validity of G-R projections, because of incomplete to total absence of data for making the projections, are still unresolved. Consequently, the information from G-R must not be used in decisions for design of critical structures or critical elements in a structure. The scenario-based methodology is strictly based on observable facts and data and complemented by physical modelling techniques, which can be submitted to a formalised validation process. By means of sensitivity analysis, knowledge gaps related to lack of data can be dealt with easily, due to the limited amount of scenarios to be investigated. The proposed seismic risk analysis can be used with confidence for planning, insurance and engineering applications. (author)

Space shuttle booster multi-engine base flow analysis

Science.gov (United States)

Tang, H. H.; Gardiner, C. R.; Anderson, W. A.; Navickas, J.

1972-01-01

A comprehensive review of currently available techniques pertinent to several prominent aspects of the base thermal problem of the space shuttle booster is given along with a brief review of experimental results. A tractable engineering analysis, capable of predicting the power-on base pressure, base heating, and other base thermal environmental conditions, such as base gas temperature, is presented and used for an analysis of various space shuttle booster configurations. The analysis consists of a rational combination of theoretical treatments of the prominent flow interaction phenomena in the base region. These theories consider jet mixing, plume flow, axisymmetric flow effects, base injection, recirculating flow dynamics, and various modes of heat transfer. Such effects as initial boundary layer expansion at the nozzle lip, reattachment, recompression, choked vent flow, and nonisoenergetic mixing processes are included in the analysis. A unified method was developed and programmed to numerically obtain compatible solutions for the various flow field components in both flight and ground test conditions. Preliminary prediction for a 12-engine space shuttle booster base thermal environment was obtained for a typical trajectory history. Theoretical predictions were also obtained for some clustered-engine experimental conditions. Results indicate good agreement between the data and theoretical predicitons.

Dynamic Chest Image Analysis: Model-Based Perfusion Analysis in Dynamic Pulmonary Imaging

Directory of Open Access Journals (Sweden)

Kiuru Aaro

2003-01-01

Full Text Available The "Dynamic Chest Image Analysis" project aims to develop model-based computer analysis and visualization methods for showing focal and general abnormalities of lung ventilation and perfusion based on a sequence of digital chest fluoroscopy frames collected with the dynamic pulmonary imaging technique. We have proposed and evaluated a multiresolutional method with an explicit ventilation model for ventilation analysis. This paper presents a new model-based method for pulmonary perfusion analysis. According to perfusion properties, we first devise a novel mathematical function to form a perfusion model. A simple yet accurate approach is further introduced to extract cardiac systolic and diastolic phases from the heart, so that this cardiac information may be utilized to accelerate the perfusion analysis and improve its sensitivity in detecting pulmonary perfusion abnormalities. This makes perfusion analysis not only fast but also robust in computation; consequently, perfusion analysis becomes computationally feasible without using contrast media. Our clinical case studies with 52 patients show that this technique is effective for pulmonary embolism even without using contrast media, demonstrating consistent correlations with computed tomography (CT and nuclear medicine (NM studies. This fluoroscopical examination takes only about 2 seconds for perfusion study with only low radiation dose to patient, involving no preparation, no radioactive isotopes, and no contrast media.

Survey of sampling-based methods for uncertainty and sensitivity analysis

International Nuclear Information System (INIS)

Helton, J.C.; Johnson, J.D.; Sallaberry, C.J.; Storlie, C.B.

2006-01-01

Sampling-based methods for uncertainty and sensitivity analysis are reviewed. The following topics are considered: (i) definition of probability distributions to characterize epistemic uncertainty in analysis inputs (ii) generation of samples from uncertain analysis inputs (iii) propagation of sampled inputs through an analysis (iv) presentation of uncertainty analysis results, and (v) determination of sensitivity analysis results. Special attention is given to the determination of sensitivity analysis results, with brief descriptions and illustrations given for the following procedures/techniques: examination of scatterplots, correlation analysis, regression analysis, partial correlation analysis, rank transformations, statistical tests for patterns based on gridding, entropy tests for patterns based on gridding, nonparametric regression analysis, squared rank differences/rank correlation coefficient test, two-dimensional Kolmogorov-Smirnov test, tests for patterns based on distance measures, top down coefficient of concordance, and variance decomposition

Survey of sampling-based methods for uncertainty and sensitivity analysis.

Energy Technology Data Exchange (ETDEWEB)

Johnson, Jay Dean; Helton, Jon Craig; Sallaberry, Cedric J. PhD. (.; .); Storlie, Curt B. (Colorado State University, Fort Collins, CO)