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.)

Multifractal structure of multiparticle production in the branching models

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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

Dynamical Mechanism of Scaling Behaviors in Multifractal Structure

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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.

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

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

Science.gov (United States)

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 features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition

International Nuclear Information System (INIS)

Cao, Guangxi; Xu, Wei

2016-01-01

Basing on daily price data of carbon emission rights in futures markets of Certified Emission Reduction (CER) and European Union Allowances (EUA), we analyze the multiscale characteristics of the markets by using empirical mode decomposition (EMD) and multifractal detrended fluctuation analysis (MFDFA) based on EMD. The complexity of the daily returns of CER and EUA futures markets changes with multiple time scales and multilayered features. The two markets also exhibit clear multifractal characteristics and long-range correlation. We employ shuffle and surrogate approaches to analyze the origins of multifractality. The long-range correlations and fat-tail distributions significantly contribute to multifractality. Furthermore, we analyze the influence of high returns on multifractality by using threshold method. The multifractality of the two futures markets is related to the presence of high values of returns in the price series.

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.

NEW SUNS IN THE COSMOS. III. MULTIFRACTAL SIGNATURE ANALYSIS

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Freitas, D. B. de; Nepomuceno, M. M. F.; Junior, P. R. V. de Moraes; Chagas, M. L. Das; Bravo, J. P.; Costa, A. D.; Martins, B. L. Canto; Medeiros, J. R. De [Departamento de Física, Universidade Federal do Rio Grande do Norte, 59072-970 Natal, RN (Brazil); Lopes, C. E. F. [SUPA Wide-Field Astronomy Unit, Institute for Astronomy, School of Physics and Astronomy, University of Edinburgh, Royal Observatory, Blackford Hill, Edinburgh EH9 3HJ (United Kingdom); Leão, I. C. [European Southern Observatory, Karl-Schwarzschild-Str. 2, D-85748 Garching (Germany)

2016-11-01

In the present paper, we investigate the multifractality signatures in hourly time series extracted from the CoRoT spacecraft database. Our analysis is intended to highlight the possibility that astrophysical time series can be members of a particular class of complex and dynamic processes, which require several photometric variability diagnostics to characterize their structural and topological properties. To achieve this goal, we search for contributions due to a nonlinear temporal correlation and effects caused by heavier tails than the Gaussian distribution, using a detrending moving average algorithm for one-dimensional multifractal signals (MFDMA). We observe that the correlation structure is the main source of multifractality, while heavy-tailed distribution plays a minor role in generating the multifractal effects. Our work also reveals that the rotation period of stars is inherently scaled by the degree of multifractality. As a result, analyzing the multifractal degree of the referred series, we uncover an evolution of multifractality from shorter to larger periods.

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

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.

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%

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.

MULTIFRACTAL STRUCTURES DETECTED BY VOYAGER 1 AT THE HELIOSPHERIC BOUNDARIES

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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.

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 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 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)

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.

Multifractal Cross Wavelet Analysis

Science.gov (United States)

Jiang, Zhi-Qiang; Gao, Xing-Lu; Zhou, Wei-Xing; Stanley, H. Eugene

Complex systems are composed of mutually interacting components and the output values of these components usually exhibit long-range cross-correlations. Using wavelet analysis, we propose a method of characterizing the joint multifractal nature of these long-range cross correlations, a method we call multifractal cross wavelet analysis (MFXWT). We assess the performance of the MFXWT method by performing extensive numerical experiments on the dual binomial measures with multifractal cross correlations and the bivariate fractional Brownian motions (bFBMs) with monofractal cross correlations. For binomial multifractal measures, we find the empirical joint multifractality of MFXWT to be in approximate agreement with the theoretical formula. For bFBMs, MFXWT may provide spurious multifractality because of the wide spanning range of the multifractal spectrum. We also apply the MFXWT method to stock market indices, and in pairs of index returns and volatilities we find an intriguing joint multifractal behavior. The tests on surrogate series also reveal that the cross correlation behavior, particularly the cross correlation with zero lag, is the main origin of cross multifractality.

Determination of key parameters of vector multifractal vector fields

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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).

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 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).

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 complex networks

International Nuclear Information System (INIS)

Wang Dan-Ling; Yu Zu-Guo; Anh V

2012-01-01

Complex networks have recently attracted much attention in diverse areas of science and technology. Many networks such as the WWW and biological networks are known to display spatial heterogeneity which can be characterized by their fractal dimensions. Multifractal analysis is a useful way to systematically describe the spatial heterogeneity of both theoretical and experimental fractal patterns. In this paper, we introduce a new box-covering algorithm for multifractal analysis of complex networks. This algorithm is used to calculate the generalized fractal dimensions D q of some theoretical networks, namely scale-free networks, small world networks, and random networks, and one kind of real network, namely protein—protein interaction networks of different species. Our numerical results indicate the existence of multifractality in scale-free networks and protein—protein interaction networks, while the multifractal behavior is not clear-cut for small world networks and random networks. The possible variation of D q due to changes in the parameters of the theoretical network models is also discussed. (general)

Multifractal analysis of Moroccan family business stock returns

Science.gov (United States)

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.

Distinguishing cognitive state with multifractal complexity of hippocampal interspike interval sequences

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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.

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

Fractal and multifractal analyses of bipartite networks

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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.

Two-dimensional multifractal cross-correlation analysis

International Nuclear Information System (INIS)

Xi, Caiping; Zhang, Shuning; Xiong, Gang; Zhao, Huichang; Yang, Yonghong

2017-01-01

Highlights: • We study the mathematical models of 2D-MFXPF, 2D-MFXDFA and 2D-MFXDMA. • Present the definition of the two-dimensional N 2 -partitioned multiplicative cascading process. • Do the comparative analysis of 2D-MC by 2D-MFXPF, 2D-MFXDFA and 2D-MFXDMA. • Provide a reference on the choice and parameter settings of these methods in practice. - Abstract: There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. This paper presents two-dimensional multifractal cross-correlation analysis based on the partition function (2D-MFXPF), two-dimensional multifractal cross-correlation analysis based on the detrended fluctuation analysis (2D-MFXDFA) and two-dimensional multifractal cross-correlation analysis based on the detrended moving average analysis (2D-MFXDMA). We apply these methods to pairs of two-dimensional multiplicative cascades (2D-MC) to do a comparative study. Then, we apply the two-dimensional multifractal cross-correlation analysis based on the detrended fluctuation analysis (2D-MFXDFA) to real images and unveil intriguing multifractality in the cross correlations of the material structures. At last, we give the main conclusions and provide a valuable reference on how to choose the multifractal algorithms in the potential applications in the field of SAR image classification and detection.

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

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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.

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.

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

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.

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.

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)

(Multi)fractality of Earthquakes by use of Wavelet Analysis

Science.gov (United States)

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

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

Intermittency and multifractional Brownian character of geomagnetic time series

Directory of Open Access Journals (Sweden)

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.

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

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.

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.

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

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

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.

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.)

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.

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 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").

Fault diagnosis of rolling bearings based on multifractal detrended fluctuation analysis and Mahalanobis distance criterion

Science.gov (United States)

Lin, Jinshan; Chen, Qian

2013-07-01

Vibration data of faulty rolling bearings are usually nonstationary and nonlinear, and contain fairly weak fault features. As a result, feature extraction of rolling bearing fault data is always an intractable problem and has attracted considerable attention for a long time. This paper introduces multifractal detrended fluctuation analysis (MF-DFA) to analyze bearing vibration data and proposes a novel method for fault diagnosis of rolling bearings based on MF-DFA and Mahalanobis distance criterion (MDC). MF-DFA, an extension of monofractal DFA, is a powerful tool for uncovering the nonlinear dynamical characteristics buried in nonstationary time series and can capture minor changes of complex system conditions. To begin with, by MF-DFA, multifractality of bearing fault data was quantified with the generalized Hurst exponent, the scaling exponent and the multifractal spectrum. Consequently, controlled by essentially different dynamical mechanisms, the multifractality of four heterogeneous bearing fault data is significantly different; by contrast, controlled by slightly different dynamical mechanisms, the multifractality of homogeneous bearing fault data with different fault diameters is significantly or slightly different depending on different types of bearing faults. Therefore, the multifractal spectrum, as a set of parameters describing multifractality of time series, can be employed to characterize different types and severity of bearing faults. Subsequently, five characteristic parameters sensitive to changes of bearing fault conditions were extracted from the multifractal spectrum and utilized to construct fault features of bearing fault data. Moreover, Hilbert transform based envelope analysis, empirical mode decomposition (EMD) and wavelet transform (WT) were utilized to study the same bearing fault data. Also, the kurtosis and the peak levels of the EMD or the WT component corresponding to the bearing tones in the frequency domain were carefully checked

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

Science.gov (United States)

Schertzer, Daniel; Lovejoy, Shaun

2010-05-01

, we will point out more general questions, which can be put together into the following provocative question: how to convert the classical time evolving deterministic PDE's into dynamical multifractal systems? We will argue that this corresponds to an already active field of research, which include: multifractals as generic solutions of nonlinear PDE (exact results for 1D Burgers equation and a few other caricatures of Navier-Stokes equations, prospects for 3D Burgers equations), cascade structures of numerical weather models, links between multifractal processes and random dynamical systems, and the challenging debate on the most relevant stochastic multifractal formalism, whereas there is already a rather general consent about the deterministic one.

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.

Multifractal Scaling of Grayscale Patterns: Lacunarity and Correlation Dimension

Science.gov (United States)

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

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

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 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 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...

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

Science.gov (United States)

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.

A multifractal analysis of Asian foreign exchange markets

Science.gov (United States)

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.

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.

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...

Multifractal analysis of managed and independent float exchange rates

Science.gov (United States)

Stošić, Darko; Stošić, Dusan; Stošić, Tatijana; Stanley, H. Eugene

2015-06-01

We investigate multifractal properties of daily price changes in currency rates using the multifractal detrended fluctuation analysis (MF-DFA). We analyze managed and independent floating currency rates in eight countries, and determine the changes in multifractal spectrum when transitioning between the two regimes. We find that after the transition from managed to independent float regime the changes in multifractal spectrum (position of maximum and width) indicate an increase in market efficiency. The observed changes are more pronounced for developed countries that have a well established trading market. After shuffling the series, we find that the multifractality is due to both probability density function and long term correlations for managed float regime, while for independent float regime multifractality is in most cases caused by broad probability density function.

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.

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 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

Satellite information has contributed to improve our understanding of the spatial variability of hydro-climatic and ecological processes. Vegetation activity is tightly coupled with climate, hydro-ecological fluxes, and terrain dynamics in river basins at a wide range of space-time scales (Scheuring and Riedi, 1994). Indices of vegetation activity are constructed using satellite information of reflectance of the relevant spectral bands which enhance the contribution of vegetation being Normalized Difference Vegetation Index (NDVI) widely used. How can we study such a complex system? Multifractals and fractals are related techniques mainly used in physics to characterize the scaling behaviour of a system; they differ in that fractals look at the geometry of presence/absence patterns, while multifractals look at the arrangement of quantities such as population or biomass densities (Saravia et al., 2012). Scaling laws are an emergent general feature of ecological systems; they reflect constraints in their organization that can provide tracks about the underlying mechanisms (Solé and Bascompte, 2006). In this work, we have applied these techniques to study the spatial pattern through one year of NDVI maps. A rectangular area that includes the Community of Madrid and part of the surroundings, consisting of 300 x 280 pixels with a resolution of 500 x 500 m2 has been selected and monthly NDVI maps analyzed using the multifractal spectrum and the map of singularities (Cheng and Agterberg, 1996). The results show a cyclical pattern in the multifractal behaviour and singularity points related to river basin networks (Martín-Sotoca, 2014). References Cheng, Q. and Agterberg, F.P. (1996). Multifractal modeling and spatial statistics. Math. Geol. Vol 28, 1-16. Martín-Sotoca, J.J. (2014) Estructura Espacial de la Sequía en Pastos y sus Aplicaciones en el Seguro Agrario. Master Thesis, UPM (In Spanish). Saravia LA, Giorgi A, Momo F.: Multifractal growth in periphyton

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

Investigation of multifractality in the Brazilian stock market

Science.gov (United States)

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.

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.

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.

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

Directory of Open Access Journals (Sweden)

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.

Price-volume multifractal analysis of the Moroccan stock market

Science.gov (United States)

El Alaoui, Marwane

2017-11-01

In this paper, we analyzed price-volume multifractal cross-correlations of Moroccan Stock Exchange. We chose the period from January 1st 2000 to January 20th 2017 to investigate the multifractal behavior of price change and volume change series. Then, we used multifractal detrended cross-correlations analysis method (MF-DCCA) and multifractal detrended fluctuation analysis (MF-DFA) to analyze the series. We computed bivariate generalized Hurst exponent, Rényi exponent and spectrum of singularity for each pair of indices to measure quantitatively cross-correlations. Furthermore, we used detrended cross-correlations coefficient (DCCA) and cross-correlation test (Q(m)) to analyze cross-correlation quantitatively and qualitatively. By analyzing results, we found existence of price-volume multifractal cross-correlations. The spectrum width has a strong multifractal cross-correlation. We remarked that volume change series is anti-persistent when we analyzed the generalized Hurst exponent for all moments q. The cross-correlation test showed the presence of a significant cross-correlation. However, DCCA coefficient had a small positive value, which means that the level of correlation is not very significant. Finally, we analyzed sources of multifractality and their degree of contribution in the series.

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.

Spatial Characterization of Landscapes through Multifractal Analysis of DEM

Directory of Open Access Journals (Sweden)

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.

Multifractal Detrended Fluctuation Analysis of Human gait Diseases

Directory of Open Access Journals (Sweden)

Srimonti eDutta

2013-10-01

Full Text Available IIn this paper multifractal detrended fluctuation analysis is used to study the human gait time series for normal and diseased sets. It is observed that long range correlation is primarily responsible for the origin of multifractality. The study reveals that the degree of multifractality is more for normal set compared to diseased set. However the method fails to distinguish between the two diseased sets.

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.

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)

Joint multifractal analysis based on wavelet leaders

Science.gov (United States)

Jiang, Zhi-Qiang; Yang, Yan-Hong; Wang, Gang-Jin; Zhou, Wei-Xing

2017-12-01

Mutually interacting components form complex systems and these components usually have long-range cross-correlated outputs. Using wavelet leaders, we propose a method for characterizing the joint multifractal nature of these long-range cross correlations; we call this method joint multifractal analysis based on wavelet leaders (MF-X-WL). We test the validity of the MF-X-WL method by performing extensive numerical experiments on dual binomial measures with multifractal cross correlations and bivariate fractional Brownian motions (bFBMs) with monofractal cross correlations. Both experiments indicate that MF-X-WL is capable of detecting cross correlations in synthetic data with acceptable estimating errors. We also apply the MF-X-WL method to pairs of series from financial markets (returns and volatilities) and online worlds (online numbers of different genders and different societies) and determine intriguing joint multifractal behavior.

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

Introduction to the Multifractal Analysis of Images

OpenAIRE

Lévy Véhel , Jacques

1998-01-01

International audience; After a brief review of some classical approaches in image segmentation, the basics of multifractal theory and its application to image analysis are presented. Practical methods for multifractal spectrum estimation are discussed and some experimental results are given.

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

Fractal and multifractal analysis of LiF thin film surface

International Nuclear Information System (INIS)

Yadav, R.P.; Dwivedi, S.; Mittal, A.K.; Kumar, M.; Pandey, A.C.

2012-01-01

Highlights: ► Fractal and multifractal analysis of surface morphologies of the LiF thin films. ► Complexity and roughness of the LiF thin films increases as thickness increases. ► LiF thin films are multifractal in nature. ► Strength of the multifractality increases with thickness of the film. - Abstract: Fractal and multifractal analysis is performed on the atomic force microscopy (AFM) images of the surface morphologies of the LiF thin films of thickness 10 nm, 20 nm, and 40 nm, respectively. Autocorrelation function, height–height correlation function, and two-dimensional multifractal detrended fluctuation analysis (MFDFA) are used for characterizing the surface. It is found that the interface width, average roughness, lateral correlation length, and fractal dimension of the LiF thin film increase with the thickness of the film, whereas the roughness exponent decreases with thickness. Thus, the complexity and roughness of the LiF thin films increases as thickness increases. It is also demonstrated that the LiF thin films are multifractal in nature. Strength of the multifractality increases with thickness of the film.

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 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.

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 Analysis for the Teichmueller Flow

Energy Technology Data Exchange (ETDEWEB)

Meson, Alejandro M., E-mail: meson@iflysib.unlp.edu.ar; Vericat, Fernando, E-mail: vericat@iflysib.unlp.edu.ar [Instituto de Fisica de Liquidos y Sistemas Biologicos (IFLYSIB) CCT-CONICET, La Plata-UNLP and Grupo de Aplicaciones Matematicas y Estadisticas de la Facultad de Ingenieria (GAMEFI) UNLP (Argentina)

2012-03-15

We present a multifractal description for Teichmueller flows. A key ingredient to do this is the Rauzy-Veech-Zorich reduction theory, which allows to treat the problem in the setting of suspension flows over subshifts. To perform the multifractal analysis we implement a thermodynamic formalism for suspension flows over countable alphabet subshifts a bit different from that developed by Barreira and Iommi.

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

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

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.

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

Science.gov (United States)

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

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

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

intensities. The empirical multifractal scaling exponent functions were derived, and theoretical universal multifractal model based on Lèvy stochastic variables was applied. The cluster analysis was finally used for the grouping of the precipitation gauges. It was possible to identify groups of similar gauges, as well as to explain the anomalous behavior of some gauges partly by the specific location or the influence of local conditions.

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.

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.

Introduction to multifractal detrended fluctuation analysis in matlab.

Science.gov (United States)

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.

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.

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.

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

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

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.

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.

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.

Multifractal analysis of real and imaginary movements: EEG study

Science.gov (United States)

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 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

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

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

Science.gov (United States)

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.

Multifractal detrended cross-correlation analysis in the MENA area

Science.gov (United States)

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.

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.

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 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 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.

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.

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...

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.

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

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 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.

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.)

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 signal reconstruction based on singularity power spectrum

International Nuclear Information System (INIS)

Xiong, Gang; Yu, Wenxian; Xia, Wenxiang; Zhang, Shuning

2016-01-01

Highlights: • We propose a novel multifractal reconstruction method based on singularity power spectrum analysis (MFR-SPS). • The proposed MFR-SPS method has better power characteristic than the algorithm in Fraclab. • Further, the SPS-ISE algorithm performs better than the SPS-MFS algorithm. • Based on the proposed MFR-SPS method, we can restructure singularity white fractal noise (SWFN) and linear singularity modulation (LSM) multifractal signal, in equivalent sense, similar with the linear frequency modulation(LFM) signal and WGN in the Fourier domain. - Abstract: Fractal reconstruction (FR) and multifractal reconstruction (MFR) can be considered as the inverse problem of singularity spectrum analysis, and it is challenging to reconstruct fractal signal in accord with multifractal spectrum (MFS). Due to the multiple solutions of fractal reconstruction, the traditional methods of FR/MFR, such as FBM based method, wavelet based method, random wavelet series, fail to reconstruct fractal signal deterministically, and besides, those methods neglect the power spectral distribution in the singular domain. In this paper, we propose a novel MFR method based singularity power spectrum (SPS). Supposing the consistent uniform covering of multifractal measurement, we control the traditional power law of each scale of wavelet coefficients based on the instantaneous singularity exponents (ISE) or MFS, simultaneously control the singularity power law based on the SPS, and deduce the principle and algorithm of MFR based on SPS. Reconstruction simulation and error analysis of estimated ISE, MFS and SPS show the effectiveness and the improvement of the proposed methods compared to those obtained by the Fraclab package.

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.

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.

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.

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

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.

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.

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.

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 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 ...

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.

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

Super-Resolution Reconstruction of Remote Sensing Images Using Multifractal Analysis

Directory of Open Access Journals (Sweden)

Mao-Gui Hu

2009-10-01

Full Text Available Satellite remote sensing (RS is an important contributor to Earth observation, providing various kinds of imagery every day, but low spatial resolution remains a critical bottleneck in a lot of applications, restricting higher spatial resolution analysis (e.g., intraurban. In this study, a multifractal-based super-resolution reconstruction method is proposed to alleviate this problem. The multifractal characteristic is common in Nature. The self-similarity or self-affinity presented in the image is useful to estimate details at larger and smaller scales than the original. We first look for the presence of multifractal characteristics in the images. Then we estimate parameters of the information transfer function and noise of the low resolution image. Finally, a noise-free, spatial resolutionenhanced image is generated by a fractal coding-based denoising and downscaling method. The empirical case shows that the reconstructed super-resolution image performs well indetail enhancement. This method is not only useful for remote sensing in investigating Earth, but also for other images with multifractal characteristics.

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.

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.

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.

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.

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.

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

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)

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.

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 analysis of forest fires in complex regions

Science.gov (United States)

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

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.

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

Science.gov (United States)

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.

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

Directory of Open Access Journals (Sweden)

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.

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.

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

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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

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.

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.

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....

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.

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.

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 -.

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.

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

Science.gov (United States)

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.

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.

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.

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 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.

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.

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...

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

Science.gov (United States)

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.

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.

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.

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

Directory of Open Access Journals (Sweden)

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.

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

Directory of Open Access Journals (Sweden)

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.

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.

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.

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.

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.

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.

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...

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

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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.

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

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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.

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.

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

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

Multi-time, multi-scale correlation functions in turbulence and in turbulent models

NARCIS (Netherlands)

Biferale, L.; Boffetta, G.; Celani, A.; Toschi, F.

1999-01-01

A multifractal-like representation for multi-time, multi-scale velocity correlation in turbulence and dynamical turbulent models is proposed. The importance of subleading contributions to time correlations is highlighted. The fulfillment of the dynamical constraints due to the equations of motion is

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

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.

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

Energy Technology Data Exchange (ETDEWEB)

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)

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

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.

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 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.

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

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.

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

Science.gov (United States)

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.

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.

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.

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

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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.

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 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.

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

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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.

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

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

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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

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.

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.

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

Multifractal analysis of 2D gray soil images

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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

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)

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.

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

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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.

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.

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

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E. Vidal Vázquez

2010-10-01

discriminate data sets with similar values for the vertical component of roughness. Conversely, both, rough and smooth soil surfaces, with high and low roughness values, respectively, can display similar levels of spectral complexity. Although in most of the studied cases trend removal produces increasing homogeneity in the spatial configuration of height readings, spectral complexity of individual data sets may increase or decrease, when slope or slope plus tillage tool marks are filtered. Increased cumulative rainfall had significant effects on various parameters from the generalized dimension, D_q, and singularity spectrum, f(α. Overall, micro-topography decay by rainfall was reflected on a shift of the singularity spectra, f(α from the left side (q>>0 to the right side (q<<0 and also on a shift of the generalized dimension spectra from the right side (q>>0 to the left side (q<<0. The use of an exponential model of vertical roughness indices, RR, and multifractal parameters accounting for the spatial configuration such as D₁ or D₅ improved estimation of water stored in surface depressions.

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.

Improved moment scaling estimation for multifractal signals

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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.

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.

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

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.

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.

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.)

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.

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

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.

Assessment of 48 Stock markets using adaptive multifractal approach

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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

Multiscale multifractal multiproperty analysis of financial time series based on Rényi entropy

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Yujun, Yang; Jianping, Li; Yimei, Yang

This paper introduces a multiscale multifractal multiproperty analysis based on Rényi entropy (3MPAR) method to analyze short-range and long-range characteristics of financial time series, and then applies this method to the five time series of five properties in four stock indices. Combining the two analysis techniques of Rényi entropy and multifractal detrended fluctuation analysis (MFDFA), the 3MPAR method focuses on the curves of Rényi entropy and generalized Hurst exponent of five properties of four stock time series, which allows us to study more universal and subtle fluctuation characteristics of financial time series. By analyzing the curves of the Rényi entropy and the profiles of the logarithm distribution of MFDFA of five properties of four stock indices, the 3MPAR method shows some fluctuation characteristics of the financial time series and the stock markets. Then, it also shows a richer information of the financial time series by comparing the profile of five properties of four stock indices. In this paper, we not only focus on the multifractality of time series but also the fluctuation characteristics of the financial time series and subtle differences in the time series of different properties. We find that financial time series is far more complex than reported in some research works using one property of time series.

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.

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.

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.

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 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

The weather and Climate: emergent laws and multifractal cascades

Science.gov (United States)

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

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.

Modeling Fluid’s Dynamics with Master Equations in Ultrametric Spaces Representing the Treelike Structure of Capillary Networks

Directory of Open Access Journals (Sweden)

Andrei Khrennikov

2016-07-01

Full Text Available We present a new conceptual approach for modeling of fluid flows in random porous media based on explicit exploration of the treelike geometry of complex capillary networks. Such patterns can be represented mathematically as ultrametric spaces and the dynamics of fluids by ultrametric diffusion. The images of p-adic fields, extracted from the real multiscale rock samples and from some reference images, are depicted. In this model the porous background is treated as the environment contributing to the coefficients of evolutionary equations. For the simplest trees, these equations are essentially less complicated than those with fractional differential operators which are commonly applied in geological studies looking for some fractional analogs to conventional Euclidean space but with anomalous scaling and diffusion properties. It is possible to solve the former equation analytically and, in particular, to find stationary solutions. The main aim of this paper is to attract the attention of researchers working on modeling of geological processes to the novel utrametric approach and to show some examples from the petroleum reservoir static and dynamic characterization, able to integrate the p-adic approach with multifractals, thermodynamics and scaling. We also present a non-mathematician friendly review of trees and ultrametric spaces and pseudo-differential operators on such spaces.

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

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.

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.

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

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.

Dynamical implications of sample shape for avalanches in 2-dimensional random-field Ising model with saw-tooth domain wall

Science.gov (United States)

Tadić, Bosiljka

2018-03-01

We study dynamics of a built-in domain wall (DW) in 2-dimensional disordered ferromagnets with different sample shapes using random-field Ising model on a square lattice rotated by 45 degrees. The saw-tooth DW of the length Lx is created along one side and swept through the sample by slow ramping of the external field until the complete magnetisation reversal and the wall annihilation at the open top boundary at a distance Ly. By fixing the number of spins N =Lx ×Ly = 106 and the random-field distribution at a value above the critical disorder, we vary the ratio of the DW length to the annihilation distance in the range Lx /Ly ∈ [ 1 / 16 , 16 ] . The periodic boundary conditions are applied in the y-direction so that these ratios comprise different samples, i.e., surfaces of cylinders with the changing perimeter Lx and height Ly. We analyse the avalanches of the DW slips between following field updates, and the multifractal structure of the magnetisation fluctuation time series. Our main findings are that the domain-wall lengths materialised in different sample shapes have an impact on the dynamics at all scales. Moreover, the domain-wall motion at the beginning of the hysteresis loop (HLB) probes the disorder effects resulting in the fluctuations that are significantly different from the large avalanches in the central part of the loop (HLC), where the strong fields dominate. Specifically, the fluctuations in HLB exhibit a wide multi-fractal spectrum, which shifts towards higher values of the exponents when the DW length is reduced. The distributions of the avalanches in this segments of the loops obey power-law decay and the exponential cutoffs with the exponents firmly in the mean-field universality class for long DW. In contrast, the avalanches in the HLC obey Tsallis density distribution with the power-law tails which indicate the new categories of the scale invariant behaviour for different ratios Lx /Ly. The large fluctuations in the HLC, on the other

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

Directory of Open Access Journals (Sweden)

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

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.

Fractal model of polarization switching kinetics in ferroelectrics under nonequilibrium conditions of electron irradiation

Science.gov (United States)

Maslovskaya, A. G.; Barabash, T. K.

2018-03-01

The paper presents the results of the fractal and multifractal analysis of polarization switching current in ferroelectrics under electron irradiation, which allows statistical memory effects to be estimated at dynamics of domain structure. The mathematical model of formation of electron beam-induced polarization current in ferroelectrics was suggested taking into account the fractal nature of domain structure dynamics. In order to realize the model the computational scheme was constructed using the numerical solution approximation of fractional differential equation. Evidences of electron beam-induced polarization switching process in ferroelectrics were specified at a variation of control model parameters.

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。

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

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 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.

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

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 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

[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.

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.

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.

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

Directory of Open Access Journals (Sweden)

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.

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

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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.

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.

The dynamic system corresponding to LOD and AAM.

Science.gov (United States)

Liu, Shida; Liu, Shikuo; Chen, Jiong

2000-02-01

Using wavelet transform, the authors can reconstruct the 1-D map of a multifractal object. The wavelet transform of LOD and AAM shows that at 20 years scale, annual scale and 2 - 3 years scale, the jump points of LOD and AAM accord with each other very well, and their reconstructing 1-D mapping dynamic system are also very similar.

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

Modeling the time-changing dependence in stock markets

International Nuclear Information System (INIS)

Frezza, Massimiliano

2012-01-01

The time-changing dependence in stock markets is investigated by assuming the multifractional process with random exponent (MPRE) as model for actual log price dynamics. By modeling its functional parameter S(t, ω) via the square root process (S.R.) a twofold aim is obtained. From one hand both the main financial and statistical properties shown by the estimated S(t) are captured by surrogates, on the other hand this capability reveals able to model the time-changing dependence shown by stocks or indexes. In particular, a new dynamical approach to interpreter market mechanisms is given. Empirical evidences are offered by analysing the behaviour of the daily closing prices of a very known index, the Industrial Average Dow Jones (DJIA), beginning on March,1990 and ending on February, 2005.

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

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

Directory of Open Access Journals (Sweden)

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

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.

Multiscale volatility duration characteristics on financial multi-continuum percolation dynamics

Science.gov (United States)

Wang, Min; Wang, Jun

A random stock price model based on the multi-continuum percolation system is developed to investigate the nonlinear dynamics of stock price volatility duration, in an attempt to explain various statistical facts found in financial data, and have a deeper understanding of mechanisms in the financial market. The continuum percolation system is usually referred to be a random coverage process or a Boolean model, it is a member of a class of statistical physics systems. In this paper, the multi-continuum percolation (with different values of radius) is employed to model and reproduce the dispersal of information among the investors. To testify the rationality of the proposed model, the nonlinear analyses of return volatility duration series are preformed by multifractal detrending moving average analysis and Zipf analysis. The comparison empirical results indicate the similar nonlinear behaviors for the proposed model and the actual Chinese stock market.

Multifractal-based nuclei segmentation in fish images.

Science.gov (United States)

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.

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.

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.

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.

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

Science.gov (United States)

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

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.

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.

The Respiratory Impedance in an Asymmetric Model of the Lung Structure

Directory of Open Access Journals (Sweden)

Robin De Keyser

2011-01-01

Full Text Available This paper presents a model of the respiratory tree as a recurrent, but asymmetric, structure. The intrinsic properties posed by such a system lead to a multi-fractal structure, i.e. a non-integer order model of the total impedance. The fractional order behavior of the asymmetric tree simulated as a dynamic system is assessed by means of Bode plots, on a wide range of frequencies. The results indicate than in a specific frequency range, both the symmetric
and asymmetric representation of the respiratory tree lead to similar values in the impedance.

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

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...

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.

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.

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.

Equivalent Dynamic Models.

Science.gov (United States)

Molenaar, Peter C M

2017-01-01

Equivalences of two classes of dynamic models for weakly stationary multivariate time series are discussed: dynamic factor models and autoregressive models. It is shown that exploratory dynamic factor models can be rotated, yielding an infinite set of equivalent solutions for any observed series. It also is shown that dynamic factor models with lagged factor loadings are not equivalent to the currently popular state-space models, and that restriction of attention to the latter type of models may yield invalid results. The known equivalent vector autoregressive model types, standard and structural, are given a new interpretation in which they are conceived of as the extremes of an innovating type of hybrid vector autoregressive models. It is shown that consideration of hybrid models solves many problems, in particular with Granger causality testing.

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)

Devil's carpet of topological entropy and complexity of global dynamical behavior

International Nuclear Information System (INIS)

Cao, K.-F.; Zhang, X.-S.; Zhou Zhong; Peng, S.-L.

2003-01-01

For bimodal maps the concept of an equal topological entropy class (ETEC) is established by the dual star products. All the infinitely many ETEC plateaus and single points are harmonically organized in the kneading parameter plane, they construct a multifractal devil's carpet, which possesses a perfect subregion similarity and a dual central symmetry. The entropy devil's carpet reveals the complexity of global dynamical behavior in the whole parameter plane of bimodal systems

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

Science.gov (United States)

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.

A deterministic width function model

Directory of Open Access Journals (Sweden)

C. E. Puente

2003-01-01

Full Text Available Use of a deterministic fractal-multifractal (FM geometric method to model width functions of natural river networks, as derived distributions of simple multifractal measures via fractal interpolating functions, is reported. It is first demonstrated that the FM procedure may be used to simulate natural width functions, preserving their most relevant features like their overall shape and texture and their observed power-law scaling on their power spectra. It is then shown, via two natural river networks (Racoon and Brushy creeks in the United States, that the FM approach may also be used to closely approximate existing width functions.

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

Science.gov (United States)

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.

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.

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.

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

Directory of Open Access Journals (Sweden)

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.

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.)

Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam's Window.

Science.gov (United States)

Onorante, Luca; Raftery, Adrian E

2016-01-01

Bayesian model averaging has become a widely used approach to accounting for uncertainty about the structural form of the model generating the data. When data arrive sequentially and the generating model can change over time, Dynamic Model Averaging (DMA) extends model averaging to deal with this situation. Often in macroeconomics, however, many candidate explanatory variables are available and the number of possible models becomes too large for DMA to be applied in its original form. We propose a new method for this situation which allows us to perform DMA without considering the whole model space, but using a subset of models and dynamically optimizing the choice of models at each point in time. This yields a dynamic form of Occam's window. We evaluate the method in the context of the problem of nowcasting GDP in the Euro area. We find that its forecasting performance compares well with that of other methods.

Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection

DEFF Research Database (Denmark)

Bork, Lasse; Møller, Stig Vinther

2015-01-01

We examine house price forecastability across the 50 states using Dynamic Model Averaging and Dynamic Model Selection, which allow for model change and parameter shifts. By allowing the entire forecasting model to change over time and across locations, the forecasting accuracy improves substantia......We examine house price forecastability across the 50 states using Dynamic Model Averaging and Dynamic Model Selection, which allow for model change and parameter shifts. By allowing the entire forecasting model to change over time and across locations, the forecasting accuracy improves...

Modeling dynamic swarms

KAUST Repository

Ghanem, Bernard

2013-01-01

This paper proposes the problem of modeling video sequences of dynamic swarms (DSs). We define a DS as a large layout of stochastically repetitive spatial configurations of dynamic objects (swarm elements) whose motions exhibit local spatiotemporal interdependency and stationarity, i.e., the motions are similar in any small spatiotemporal neighborhood. Examples of DS abound in nature, e.g., herds of animals and flocks of birds. To capture the local spatiotemporal properties of the DS, we present a probabilistic model that learns both the spatial layout of swarm elements (based on low-level image segmentation) and their joint dynamics that are modeled as linear transformations. To this end, a spatiotemporal neighborhood is associated with each swarm element, in which local stationarity is enforced both spatially and temporally. We assume that the prior on the swarm dynamics is distributed according to an MRF in both space and time. Embedding this model in a MAP framework, we iterate between learning the spatial layout of the swarm and its dynamics. We learn the swarm transformations using ICM, which iterates between estimating these transformations and updating their distribution in the spatiotemporal neighborhoods. We demonstrate the validity of our method by conducting experiments on real and synthetic video sequences. Real sequences of birds, geese, robot swarms, and pedestrians evaluate the applicability of our model to real world data. © 2012 Elsevier Inc. All rights reserved.

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.

Nonlinear dynamics and chaotic phenomena an introduction

CERN Document Server

Shivamoggi, Bhimsen K

2014-01-01

This book starts with a discussion of nonlinear ordinary differential equations, bifurcation theory and Hamiltonian dynamics. It then embarks on a systematic discussion of the traditional topics of modern nonlinear dynamics  -- integrable systems, Poincaré maps, chaos, fractals and strange attractors. The Baker’s transformation, the logistic map and Lorenz system are discussed in detail in view of their central place in the subject. There is a detailed discussion of solitons centered around the Korteweg-deVries equation in view of its central place in integrable systems. Then, there is a discussion of the Painlevé property of nonlinear differential equations which seems to provide a test of integrability. Finally, there is a detailed discussion of the application of fractals and multi-fractals to fully-developed turbulence -- a problem whose understanding has been considerably enriched by the application of the concepts and methods of modern nonlinear dynamics. On the application side, there is a special...

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.

Review of various dynamic modeling methods and development of an intuitive modeling method for dynamic systems

International Nuclear Information System (INIS)

Shin, Seung Ki; Seong, Poong Hyun

2008-01-01

Conventional static reliability analysis methods are inadequate for modeling dynamic interactions between components of a system. Various techniques such as dynamic fault tree, dynamic Bayesian networks, and dynamic reliability block diagrams have been proposed for modeling dynamic systems based on improvement of the conventional modeling methods. In this paper, we review these methods briefly and introduce dynamic nodes to the existing Reliability Graph with General Gates (RGGG) as an intuitive modeling method to model dynamic systems. For a quantitative analysis, we use a discrete-time method to convert an RGGG to an equivalent Bayesian network and develop a software tool for generation of probability tables

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.

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.

Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam’s Window*

Science.gov (United States)

Onorante, Luca; Raftery, Adrian E.

2015-01-01

Bayesian model averaging has become a widely used approach to accounting for uncertainty about the structural form of the model generating the data. When data arrive sequentially and the generating model can change over time, Dynamic Model Averaging (DMA) extends model averaging to deal with this situation. Often in macroeconomics, however, many candidate explanatory variables are available and the number of possible models becomes too large for DMA to be applied in its original form. We propose a new method for this situation which allows us to perform DMA without considering the whole model space, but using a subset of models and dynamically optimizing the choice of models at each point in time. This yields a dynamic form of Occam’s window. We evaluate the method in the context of the problem of nowcasting GDP in the Euro area. We find that its forecasting performance compares well with that of other methods. PMID:26917859

Dynamic Latent Classification Model

DEFF Research Database (Denmark)

Zhong, Shengtong; Martínez, Ana M.; Nielsen, Thomas Dyhre

as possible. Motivated by this problem setting, we propose a generative model for dynamic classification in continuous domains. At each time point the model can be seen as combining a naive Bayes model with a mixture of factor analyzers (FA). The latent variables of the FA are used to capture the dynamics...

Modeling dynamic swarms

KAUST Repository

Ghanem, Bernard; Ahuja, Narendra

2013-01-01

This paper proposes the problem of modeling video sequences of dynamic swarms (DSs). We define a DS as a large layout of stochastically repetitive spatial configurations of dynamic objects (swarm elements) whose motions exhibit local spatiotemporal

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)

Models for Dynamic Applications

DEFF Research Database (Denmark)

Sales-Cruz, Mauricio; Morales Rodriguez, Ricardo; Heitzig, Martina

2011-01-01

This chapter covers aspects of the dynamic modelling and simulation of several complex operations that include a controlled blending tank, a direct methanol fuel cell that incorporates a multiscale model, a fluidised bed reactor, a standard chemical reactor and finally a polymerisation reactor...... be applied to formulate, analyse and solve these dynamic problems and how in the case of the fuel cell problem the model consists of coupledmeso and micro scale models. It is shown how data flows are handled between the models and how the solution is obtained within the modelling environment....

Corruption dynamics model

Science.gov (United States)

Malafeyev, O. A.; Nemnyugin, S. A.; Rylow, D.; Kolpak, E. P.; Awasthi, Achal

2017-07-01

The corruption dynamics is analyzed by means of the lattice model which is similar to the three-dimensional Ising model. Agents placed at nodes of the corrupt network periodically choose to perfom or not to perform the act of corruption at gain or loss while making decisions based on the process history. The gain value and its dynamics are defined by means of the Markov stochastic process modelling with parameters established in accordance with the influence of external and individual factors on the agent's gain. The model is formulated algorithmically and is studied by means of the computer simulation. Numerical results are obtained which demonstrate asymptotic behaviour of the corruption network under various conditions.

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.

Dynamic Linear Models with R

CERN Document Server

Campagnoli, Patrizia; Petris, Giovanni

2009-01-01

State space models have gained tremendous popularity in as disparate fields as engineering, economics, genetics and ecology. Introducing general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. It illustrates the fundamental steps needed to use dynamic linear models in practice, using R package.

Multifractal spatial patterns and diversity in an ecological succession.

Directory of Open Access Journals (Sweden)

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.

Dynamics of electricity market correlations

Science.gov (United States)

Alvarez-Ramirez, J.; Escarela-Perez, R.; Espinosa-Perez, G.; Urrea, R.

2009-06-01

Electricity market participants rely on demand and price forecasts to decide their bidding strategies, allocate assets, negotiate bilateral contracts, hedge risks, and plan facility investments. However, forecasting is hampered by the non-linear and stochastic nature of price time series. Diverse modeling strategies, from neural networks to traditional transfer functions, have been explored. These approaches are based on the assumption that price series contain correlations that can be exploited for model-based prediction purposes. While many works have been devoted to the demand and price modeling, a limited number of reports on the nature and dynamics of electricity market correlations are available. This paper uses detrended fluctuation analysis to study correlations in the demand and price time series and takes the Australian market as a case study. The results show the existence of correlations in both demand and prices over three orders of magnitude in time ranging from hours to months. However, the Hurst exponent is not constant over time, and its time evolution was computed over a subsample moving window of 250 observations. The computations, also made for two Canadian markets, show that the correlations present important fluctuations over a seasonal one-year cycle. Interestingly, non-linearities (measured in terms of a multifractality index) and reduced price predictability are found for the June-July periods, while the converse behavior is displayed during the December-January period. In terms of forecasting models, our results suggest that non-linear recursive models should be considered for accurate day-ahead price estimation. On the other hand, linear models seem to suffice for demand forecasting purposes.

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.

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

Science.gov (United States)

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.

Nonlinear dynamics and damage induced properties of soft matter with application in oncology

Science.gov (United States)

Naimark, O.

2017-09-01

Molecular-morphological signs of oncogenesis could be linked to multiscale collective effects in molecular, cell and tissue related to defects (damage) dynamics. It was shown that nonlinear behavior of biological systems can be linked to the existence of characteristic collective open state modes providing the coherent expression dynamics. New type of criticality in nonequilibrium systems with defects—structural-scaling transition allows the definition of the `driving force' for a biological soft matter related to consolidated open states. The set of collective open states (breathers, autosolitons and blow-up modes) in the molecular ensembles provides the collective expression dynamics to attract the entire system (cell, tissue) toward a few preferred global states. The co-existence of three types of collective modes determines the multifractal scenario of biological soft matter dynamics. The appearance of `globally convergent' dynamics corresponding to the coherent behavior of multiscale blow-up open states (blow-up gene expression) leads to anomalous localized softening (blow-up localized damage) and the subjection of the cells (or tissue) to monofractal dynamics. This dynamics can be associated with cancer progression.

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.

Modelling dynamic roughness during floods

NARCIS (Netherlands)

Paarlberg, Andries; Dohmen-Janssen, Catarine M.; Hulscher, Suzanne J.M.H.; Termes, A.P.P.

2007-01-01

In this paper, we present a dynamic roughness model to predict water levels during floods. Hysteresis effects of dune development are explicitly included. It is shown that differences between the new dynamic roughness model, and models where the roughness coefficient is calibrated, are most

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

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.

Fractal dynamics of heartbeat time series of young persons with metabolic syndrome

Science.gov (United States)

Muñoz-Diosdado, A.; Alonso-Martínez, A.; Ramírez-Hernández, L.; Martínez-Hernández, G.

2012-10-01

Many physiological systems have been in recent years quantitatively characterized using fractal analysis. We applied it to study heart variability of young subjects with metabolic syndrome (MS); we examined the RR time series (time between two R waves in ECG) with the detrended fluctuation analysis (DFA) method, the Higuchi's fractal dimension method and the multifractal analysis to detect the possible presence of heart problems. The results show that although the young persons have MS, the majority do not present alterations in the heart dynamics. However, there were cases where the fractal parameter values differed significantly from the healthy people values.

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.

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.

Modelling MIZ dynamics in a global model

Science.gov (United States)

Rynders, Stefanie; Aksenov, Yevgeny; Feltham, Daniel; Nurser, George; Naveira Garabato, Alberto

2016-04-01

Exposure of large, previously ice-covered areas of the Arctic Ocean to the wind and surface ocean waves results in the Arctic pack ice cover becoming more fragmented and mobile, with large regions of ice cover evolving into the Marginal Ice Zone (MIZ). The need for better climate predictions, along with growing economic activity in the Polar Oceans, necessitates climate and forecasting models that can simulate fragmented sea ice with a greater fidelity. Current models are not fully fit for the purpose, since they neither model surface ocean waves in the MIZ, nor account for the effect of floe fragmentation on drag, nor include sea ice rheology that represents both the now thinner pack ice and MIZ ice dynamics. All these processes affect the momentum transfer to the ocean. We present initial results from a global ocean model NEMO (Nucleus for European Modelling of the Ocean) coupled to the Los Alamos sea ice model CICE. The model setup implements a novel rheological formulation for sea ice dynamics, accounting for ice floe collisions, thus offering a seamless framework for pack ice and MIZ simulations. The effect of surface waves on ice motion is included through wave pressure and the turbulent kinetic energy of ice floes. In the multidecadal model integrations we examine MIZ and basin scale sea ice and oceanic responses to the changes in ice dynamics. We analyse model sensitivities and attribute them to key sea ice and ocean dynamical mechanisms. The results suggest that the effect of the new ice rheology is confined to the MIZ. However with the current increase in summer MIZ area, which is projected to continue and may become the dominant type of sea ice in the Arctic, we argue that the effects of the combined sea ice rheology will be noticeable in large areas of the Arctic Ocean, affecting sea ice and ocean. With this study we assert that to make more accurate sea ice predictions in the changing Arctic, models need to include MIZ dynamics and physics.

Dynamical behaviour at the Onset of Chaos

Energy Technology Data Exchange (ETDEWEB)

Anania, G

1988-09-15

Power-law divergence of nearby trajectories on the Feigenbaum attractor is discussed in terms of the algebraic index ..beta.. A statistical analysis is performed by following a multifractal approach. As a result, a fluctuating spectrum h(..beta.. is found, whose complete characterization requires the introduction of a generalized ''multispectral'' analysis. A simple model of period-doubling is extensively discussed, allowing to clarify many details of the related problems. A similar approach is expected to work in generic transitions towards chaotic behaviour.

Dynamic accelerator modeling

International Nuclear Information System (INIS)

Nishimura, Hiroshi.

1993-05-01

Object-Oriented Programming has been used extensively to model the LBL Advanced Light Source 1.5 GeV electron storage ring. This paper is on the present status of the class library construction with emphasis on a dynamic modeling

Dynamic Modelling Of A SCARA Robot

Science.gov (United States)

Turiel, J. Perez; Calleja, R. Grossi; Diez, V. Gutierrez

1987-10-01

This paper describes a method for modelling industrial robots that considers dynamic approach to manipulation systems motion generation, obtaining the complete dynamic model for the mechanic part of the robot and taking into account the dynamic effect of actuators acting at the joints. For a four degree of freedom SCARA robot we obtain the dynamic model for the basic (minimal) configuration, that is, the three degrees of freedom that allow us to place the robot end effector in a desired point, using the Lagrange Method to obtain the dynamic equations in matrix form. The manipulator is considered to be a set of rigid bodies inter-connected by joints in the form of simple kinematic pairs. Then, the state space model is obtained for the actuators that move the robot joints, uniting the models of the single actuators, that is, two DC permanent magnet servomotors and an electrohydraulic actuator. Finally, using a computer simulation program written in FORTRAN language, we can compute the matrices of the complete model.

System Dynamics Modelling for a Balanced Scorecard

DEFF Research Database (Denmark)

Nielsen, Steen; Nielsen, Erland Hejn

2008-01-01

/methodology/approach - We use a case study model to develop time or dynamic dimensions by using a System Dynamics modelling (SDM) approach. The model includes five perspectives and a number of financial and non-financial measures. All indicators are defined and related to a coherent number of different cause...... have a major influence on other indicators and profit and may be impossible to predict without using a dynamic model. Practical implications - The model may be used as the first step in quantifying the cause-and-effect relationships of an integrated BSC model. Using the System Dynamics model provides......Purpose - To construct a dynamic model/framework inspired by a case study based on an international company. As described by the theory, one of the main difficulties of BSC is to foresee the time lag dimension of different types of indicators and their combined dynamic effects. Design...

Multifractal analysis of Asian markets during 2007-2008 financial crisis

Science.gov (United States)

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.

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

Generative Models of Conformational Dynamics

Science.gov (United States)

Langmead, Christopher James

2014-01-01

Atomistic simulations of the conformational dynamics of proteins can be performed using either Molecular Dynamics or Monte Carlo procedures. The ensembles of three-dimensional structures produced during simulation can be analyzed in a number of ways to elucidate the thermodynamic and kinetic properties of the system. The goal of this chapter is to review both traditional and emerging methods for learning generative models from atomistic simulation data. Here, the term ‘generative’ refers to a model of the joint probability distribution over the behaviors of the constituent atoms. In the context of molecular modeling, generative models reveal the correlation structure between the atoms, and may be used to predict how the system will respond to structural perturbations. We begin by discussing traditional methods, which produce multivariate Gaussian models. We then discuss GAMELAN (GrAphical Models of Energy LANdscapes), which produces generative models of complex, non-Gaussian conformational dynamics (e.g., allostery, binding, folding, etc) from long timescale simulation data. PMID:24446358

Unsteady Vibration Aerodynamic Modeling and Evaluation of Dynamic Derivatives Using Computational Fluid Dynamics

Directory of Open Access Journals (Sweden)

Xu Liu

2015-01-01

Full Text Available Unsteady aerodynamic system modeling is widely used to solve the dynamic stability problems encountering aircraft design. In this paper, single degree-of-freedom (SDF vibration model and forced simple harmonic motion (SHM model for dynamic derivative prediction are developed on the basis of modified Etkin model. In the light of the characteristics of SDF time domain solution, the free vibration identification methods for dynamic stability parameters are extended and applied to the time domain numerical simulation of blunted cone calibration model examples. The dynamic stability parameters by numerical identification are no more than 0.15% deviated from those by experimental simulation, confirming the correctness of SDF vibration model. The acceleration derivatives, rotary derivatives, and combination derivatives of Army-Navy Spinner Rocket are numerically identified by using unsteady N-S equation and solving different SHV patterns. Comparison with the experimental result of Army Ballistic Research Laboratories confirmed the correctness of the SHV model and dynamic derivative identification. The calculation result of forced SHM is better than that by the slender body theory of engineering approximation. SDF vibration model and SHM model for dynamic stability parameters provide a solution to the dynamic stability problem encountering aircraft design.

Dynamic Airspace Managment - Models and Algorithms

OpenAIRE

Cheng, Peng; Geng, Rui

2010-01-01

This chapter investigates the models and algorithms for implementing the concept of Dynamic Airspace Management. Three models are discussed. First two models are about how to use or adjust air route dynamically in order to speed up air traffic flow and reduce delay. The third model gives a way to dynamically generate the optimal sector configuration for an air traffic control center to both balance the controller’s workload and save control resources. The first model, called the Dynami...

Computer Modelling of Dynamic Processes

Directory of Open Access Journals (Sweden)

B. Rybakin

2000-10-01

Full Text Available Results of numerical modeling of dynamic problems are summed in the article up. These problems are characteristic for various areas of human activity, in particular for problem solving in ecology. The following problems are considered in the present work: computer modeling of dynamic effects on elastic-plastic bodies, calculation and determination of performances of gas streams in gas cleaning equipment, modeling of biogas formation processes.

Hybrid dynamics for currency modeling

OpenAIRE

Theodosopoulos, Ted; Trifunovic, Alex

2006-01-01

We present a simple hybrid dynamical model as a tool to investigate behavioral strategies based on trend following. The multiplicative symbolic dynamics are generated using a lognormal diffusion model for the at-the-money implied volatility term structure. Thus, are model exploits information from derivative markets to obtain qualititative properties of the return distribution for the underlier. We apply our model to the JPY-USD exchange rate and the corresponding 1mo., 3mo., 6mo. and 1yr. im...

Dynamic wake meandering modeling

Energy Technology Data Exchange (ETDEWEB)

Larsen, Gunner C.; Aagaard Madsen, H.; Bingoel, F. (and others)

2007-06-15

We present a consistent, physically based theory for the wake meandering phenomenon, which we consider of crucial importance for the overall description of wind turbine loadings in wind farms. In its present version the model is confined to single wake situations. The model philosophy does, however, have the potential to include also mutual wake interaction phenomenons. The basic conjecture behind the dynamic wake meandering model is that wake transportation in the atmospheric boundary layer is driven by the large scale lateral- and vertical turbulence components. Based on this conjecture a stochastic model of the downstream wake meandering is formulated. In addition to the kinematic formulation of the dynamics of the 'meandering frame of reference', models characterizing the mean wake deficit as well as the added wake turbulence, described in the meandering frame of reference, are an integrated part the model complex. For design applications, the computational efficiency of wake deficit prediction is a key issue. Two computationally low cost models are developed for this purpose. The character of the added wake turbulence, generated by the up-stream turbine in the form of shed and trailed vorticity, has been approached by analytical as well as by numerical studies. The dynamic wake meandering philosophy has been verified by comparing model predictions with extensive full-scale measurements. These comparisons have demonstrated good agreement, both qualitatively and quantitatively, concerning both flow characteristics and turbine load characteristics. Contrary to previous attempts to model wake loading, the dynamic wake meandering approach opens for a unifying description in the sense that turbine power and load aspects can be treated simultaneously. This capability is a direct and attractive consequence of the model being based on the underlying physical process, and it potentially opens for optimization of wind farm topology, of wind farm operation as

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.

Dynamic modelling of nuclear steam generators

International Nuclear Information System (INIS)

Kerlin, T.W.; Katz, E.M.; Freels, J.; Thakkar, J.

1980-01-01

Moving boundary, nodal models with dynamic energy balances, dynamic mass balances, quasi-static momentum balances, and an equivalent single channel approach have been developed for steam generators used in nuclear power plants. The model for the U-tube recirculation type steam generator is described and comparisons are made of responses from models of different complexity; non-linear versus linear, high-order versus low order, detailed modeling of the control system versus a simple control assumption. The results of dynamic tests on nuclear power systems show that when this steam generator model is included in a system simulation there is good agreement with actual plant performance. (author)

Investigation of market efficiency and Financial Stability between S&P 500 and London Stock Exchange: Monthly and yearly Forecasting of Time Series Stock Returns using ARMA model

Science.gov (United States)

Rounaghi, Mohammad Mahdi; Nassir Zadeh, Farzaneh

2016-08-01

We investigated the presence and changes in, long memory features in the returns and volatility dynamics of S&P 500 and London Stock Exchange using ARMA model. Recently, multifractal analysis has been evolved as an important way to explain the complexity of financial markets which can hardly be described by linear methods of efficient market theory. In financial markets, the weak form of the efficient market hypothesis implies that price returns are serially uncorrelated sequences. In other words, prices should follow a random walk behavior. The random walk hypothesis is evaluated against alternatives accommodating either unifractality or multifractality. Several studies find that the return volatility of stocks tends to exhibit long-range dependence, heavy tails, and clustering. Because stochastic processes with self-similarity possess long-range dependence and heavy tails, it has been suggested that self-similar processes be employed to capture these characteristics in return volatility modeling. The present study applies monthly and yearly forecasting of Time Series Stock Returns in S&P 500 and London Stock Exchange using ARMA model. The statistical analysis of S&P 500 shows that the ARMA model for S&P 500 outperforms the London stock exchange and it is capable for predicting medium or long horizons using real known values. The statistical analysis in London Stock Exchange shows that the ARMA model for monthly stock returns outperforms the yearly. ​A comparison between S&P 500 and London Stock Exchange shows that both markets are efficient and have Financial Stability during periods of boom and bust.

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...

Wind Farm Decentralized Dynamic Modeling With Parameters

DEFF Research Database (Denmark)

Soltani, Mohsen; Shakeri, Sayyed Mojtaba; Grunnet, Jacob Deleuran

2010-01-01

Development of dynamic wind flow models for wind farms is part of the research in European research FP7 project AEOLUS. The objective of this report is to provide decentralized dynamic wind flow models with parameters. The report presents a structure for decentralized flow models with inputs from...... local models. The results of this report are especially useful, but not limited, to design a decentralized wind farm controller, since in centralized controller design one can also use the model and update it in a central computing node.......Development of dynamic wind flow models for wind farms is part of the research in European research FP7 project AEOLUS. The objective of this report is to provide decentralized dynamic wind flow models with parameters. The report presents a structure for decentralized flow models with inputs from...

An Agent Model Integrating an Adaptive Model for Environmental Dynamics

NARCIS (Netherlands)

Treur, J.; Umair, M.

2011-01-01

The environments in which agents are used often may be described by dynamical models, e.g., in the form of a set of differential equations. In this paper, an agent model is proposed that can perform model-based reasoning about the environment, based on a numerical (dynamical system) model of the

Dynamic modeling method for infrared smoke based on enhanced discrete phase model

Science.gov (United States)

Zhang, Zhendong; Yang, Chunling; Zhang, Yan; Zhu, Hongbo

2018-03-01

The dynamic modeling of infrared (IR) smoke plays an important role in IR scene simulation systems and its accuracy directly influences the system veracity. However, current IR smoke models cannot provide high veracity, because certain physical characteristics are frequently ignored in fluid simulation; simplifying the discrete phase as a continuous phase and ignoring the IR decoy missile-body spinning. To address this defect, this paper proposes a dynamic modeling method for IR smoke, based on an enhanced discrete phase model (DPM). A mathematical simulation model based on an enhanced DPM is built and a dynamic computing fluid mesh is generated. The dynamic model of IR smoke is then established using an extended equivalent-blackbody-molecule model. Experiments demonstrate that this model realizes a dynamic method for modeling IR smoke with higher veracity.

Supply based on demand dynamical model

Science.gov (United States)

Levi, Asaf; Sabuco, Juan; Sanjuán, Miguel A. F.

2018-04-01

We propose and numerically analyze a simple dynamical model that describes the firm behaviors under uncertainty of demand. Iterating this simple model and varying some parameter values, we observe a wide variety of market dynamics such as equilibria, periodic, and chaotic behaviors. Interestingly, the model is also able to reproduce market collapses.

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

Science.gov (United States)

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

Dynamic modeling of IGCC power plants

International Nuclear Information System (INIS)

Casella, F.; Colonna, P.

2012-01-01

Integrated Gasification Combined Cycle (IGCC) power plants are an effective option to reduce emissions and implement carbon-dioxide sequestration. The combination of a very complex fuel-processing plant and a combined cycle power station leads to challenging problems as far as dynamic operation is concerned. Dynamic performance is extremely relevant because recent developments in the electricity market push toward an ever more flexible and varying operation of power plants. A dynamic model of the entire system and models of its sub-systems are indispensable tools in order to perform computer simulations aimed at process and control design. This paper presents the development of the lumped-parameters dynamic model of an entrained-flow gasifier, with special emphasis on the modeling approach. The model is implemented into software by means of the Modelica language and validated by comparison with one set of data related to the steady operation of the gasifier of the Buggenum power station in the Netherlands. Furthermore, in order to demonstrate the potential of the proposed modeling approach and the use of simulation for control design purposes, a complete model of an exemplary IGCC power plant, including its control system, has been developed, by re-using existing models of combined cycle plant components; the results of a load dispatch ramp simulation are presented and shortly discussed. - Highlights: ► The acausal dynamic model of an entrained gasifier has been developed. ► The model can be used to perform system optimization and control studies. ► The model has been validated using field data. ► Model use is illustrated with an example showing the transient of an IGCC plant.

Dynamic term structure models

DEFF Research Database (Denmark)

Andreasen, Martin Møller; Meldrum, Andrew

This paper studies whether dynamic term structure models for US nominal bond yields should enforce the zero lower bound by a quadratic policy rate or a shadow rate specification. We address the question by estimating quadratic term structure models (QTSMs) and shadow rate models with at most four...

Energy Balance Models and Planetary Dynamics

Science.gov (United States)

Domagal-Goldman, Shawn

2012-01-01

We know that planetary dynamics can have a significant affect on the climate of planets. Planetary dynamics dominate the glacial-interglacial periods on Earth, leaving a significant imprint on the geological record. They have also been demonstrated to have a driving influence on the climates of other planets in our solar system. We should therefore expect th.ere to be similar relationships on extrasolar planets. Here we describe a simple energy balance model that can predict the growth and thickness of glaciers, and their feedbacks on climate. We will also describe model changes that we have made to include planetary dynamics effects. This is the model we will use at the start of our collaboration to handle the influence of dynamics on climate.

Discrete dynamic modeling of cellular signaling networks.

Science.gov (United States)

Albert, Réka; Wang, Rui-Sheng

2009-01-01

Understanding signal transduction in cellular systems is a central issue in systems biology. Numerous experiments from different laboratories generate an abundance of individual components and causal interactions mediating environmental and developmental signals. However, for many signal transduction systems there is insufficient information on the overall structure and the molecular mechanisms involved in the signaling network. Moreover, lack of kinetic and temporal information makes it difficult to construct quantitative models of signal transduction pathways. Discrete dynamic modeling, combined with network analysis, provides an effective way to integrate fragmentary knowledge of regulatory interactions into a predictive mathematical model which is able to describe the time evolution of the system without the requirement for kinetic parameters. This chapter introduces the fundamental concepts of discrete dynamic modeling, particularly focusing on Boolean dynamic models. We describe this method step-by-step in the context of cellular signaling networks. Several variants of Boolean dynamic models including threshold Boolean networks and piecewise linear systems are also covered, followed by two examples of successful application of discrete dynamic modeling in cell biology.

System dynamics modelling of situation awareness

CSIR Research Space (South Africa)

Oosthuizen, R

2015-11-01

Full Text Available . The feedback loops and delays in the Command and Control system also contribute to the complex dynamic behavior. This paper will build on existing situation awareness models to develop a System Dynamics model to support a qualitative investigation through...

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.

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.

GIS and dynamic phenomena modeling

Czech Academy of Sciences Publication Activity Database

Klimešová, Dana

2006-01-01

Roč. 4, č. 4 (2006), s. 11-15 ISSN 0139-570X Institutional research plan: CEZ:AV0Z10750506 Keywords : dynamic modelling * temporal analysis * dynamics evaluation * temporal space Subject RIV: BC - Control Systems Theory

A dynamical model of terrorism

Directory of Open Access Journals (Sweden)

Firdaus Udwadia

2006-01-01

Full Text Available This paper develops a dynamical model of terrorism. We consider the population in a given region as being made up of three primary components: terrorists, those susceptible to both terrorist and pacifist propaganda, and nonsusceptibles, or pacifists. The dynamical behavior of these three populations is studied using a model that incorporates the effects of both direct military/police intervention to reduce the terrorist population, and nonviolent, persuasive intervention to influence the susceptibles to become pacifists. The paper proposes a new paradigm for studying terrorism, and looks at the long-term dynamical evolution in time of these three population components when such interventions are carried out. Many important features—some intuitive, others not nearly so—of the nature of terrorism emerge from the dynamical model proposed, and they lead to several important policy implications for the management of terrorism. The different circumstances in which nonviolent intervention and/or military/police intervention may be beneficial, and the specific conditions under which each mode of intervention, or a combination of both, may be useful, are obtained. The novelty of the model presented herein is that it deals with the time evolution of terrorist activity. It appears to be one of the few models that can be tested, evaluated, and improved upon, through the use of actual field data.

A Lagrangian dynamic subgrid-scale model turbulence

Science.gov (United States)

Meneveau, C.; Lund, T. S.; Cabot, W.

1994-01-01

A new formulation of the dynamic subgrid-scale model is tested in which the error associated with the Germano identity is minimized over flow pathlines rather than over directions of statistical homogeneity. This procedure allows the application of the dynamic model with averaging to flows in complex geometries that do not possess homogeneous directions. The characteristic Lagrangian time scale over which the averaging is performed is chosen such that the model is purely dissipative, guaranteeing numerical stability when coupled with the Smagorinsky model. The formulation is tested successfully in forced and decaying isotropic turbulence and in fully developed and transitional channel flow. In homogeneous flows, the results are similar to those of the volume-averaged dynamic model, while in channel flow, the predictions are superior to those of the plane-averaged dynamic model. The relationship between the averaged terms in the model and vortical structures (worms) that appear in the LES is investigated. Computational overhead is kept small (about 10 percent above the CPU requirements of the volume or plane-averaged dynamic model) by using an approximate scheme to advance the Lagrangian tracking through first-order Euler time integration and linear interpolation in space.

Modelling group dynamic animal movement

DEFF Research Database (Denmark)

Langrock, Roland; Hopcraft, J. Grant C.; Blackwell, Paul G.

2014-01-01

makes its movement decisions relative to the group centroid. The basic idea is framed within the flexible class of hidden Markov models, extending previous work on modelling animal movement by means of multi-state random walks. While in simulation experiments parameter estimators exhibit some bias......, to date, practical statistical methods which can include group dynamics in animal movement models have been lacking. We consider a flexible modelling framework that distinguishes a group-level model, describing the movement of the group's centre, and an individual-level model, such that each individual......Group dynamic movement is a fundamental aspect of many species' movements. The need to adequately model individuals' interactions with other group members has been recognised, particularly in order to differentiate the role of social forces in individual movement from environmental factors. However...

Modelling forest dynamics along climate gradients in Bolivia

NARCIS (Netherlands)

Seiler, C.; Hutjes, R.W.A.; Kruijt, B.; Quispe, J.; Añez, S.; Arora, V.K.; Melton, J.R.; Hickler, T.; Kabat, P.

2014-01-01

Dynamic vegetation models have been used to assess the resilience of tropical forests to climate change, but the global application of these modeling experiments often misrepresents carbon dynamics at a regional level, limiting the validity of future projections. Here a dynamic vegetation model

Dynamic panel data models

NARCIS (Netherlands)

Bun, M.J.G.; Sarafidis, V.

2013-01-01

This Chapter reviews the recent literature on dynamic panel data models with a short time span and a large cross-section. Throughout the discussion we considerlinear models with additional endogenous covariates. First we give a broad overview of available inference methods placing emphasis on GMM.

Simple Models for the Dynamic Modeling of Rotating Tires

Directory of Open Access Journals (Sweden)

J.C. Delamotte

2008-01-01

Full Text Available Large Finite Element (FE models of tires are currently used to predict low frequency behavior and to obtain dynamic model coefficients used in multi-body models for riding and comfort. However, to predict higher frequency behavior, which may explain irregular wear, critical rotating speeds and noise radiation, FE models are not practical. Detailed FE models are not adequate for optimization and uncertainty predictions either, as in such applications the dynamic solution must be computed a number of times. Therefore, there is a need for simpler models that can capture the physics of the tire and be used to compute the dynamic response with a low computational cost. In this paper, the spectral (or continuous element approach is used to derive such a model. A circular beam spectral element that takes into account the string effect is derived, and a method to simulate the response to a rotating force is implemented in the frequency domain. The behavior of a circular ring under different internal pressures is investigated using modal and frequency/wavenumber representations. Experimental results obtained with a real untreaded truck tire are presented and qualitatively compared with the simple model predictions with good agreement. No attempt is made to obtain equivalent parameters for the simple model from the real tire results. On the other hand, the simple model fails to represent the correct variation of the quotient of the natural frequency by the number of circumferential wavelengths with the mode count. Nevertheless, some important features of the real tire dynamic behavior, such as the generation of standing waves and part of the frequency/wavenumber behavior, can be investigated using the proposed simplified model.

Some comments on nonlinear dynamics

Indian Academy of Sciences (India)

although that too was true, but had to do with the new way of doing science. So what .... chaos, multifractals, elementary methods for spatially extended systems, etc. Time series ... Brownian motion, equilibrium statistical mechanics, phase transitions and critical ... social, cultural and economical order, epidemiology, etc.

Opinion dynamics model based on quantum formalism

Energy Technology Data Exchange (ETDEWEB)

Artawan, I. Nengah, E-mail: nengahartawan@gmail.com [Theoretical Physics Division, Department of Physics, Udayana University (Indonesia); Trisnawati, N. L. P., E-mail: nlptrisnawati@gmail.com [Biophysics, Department of Physics, Udayana University (Indonesia)

2016-03-11

Opinion dynamics model based on quantum formalism is proposed. The core of the quantum formalism is on the half spin dynamics system. In this research the implicit time evolution operators are derived. The analogy between the model with Deffuant dan Sznajd models is discussed.

Differential equation models for sharp threshold dynamics.

Science.gov (United States)

Schramm, Harrison C; Dimitrov, Nedialko B

2014-01-01

We develop an extension to differential equation models of dynamical systems to allow us to analyze probabilistic threshold dynamics that fundamentally and globally change system behavior. We apply our novel modeling approach to two cases of interest: a model of infectious disease modified for malware where a detection event drastically changes dynamics by introducing a new class in competition with the original infection; and the Lanchester model of armed conflict, where the loss of a key capability drastically changes the effectiveness of one of the sides. We derive and demonstrate a step-by-step, repeatable method for applying our novel modeling approach to an arbitrary system, and we compare the resulting differential equations to simulations of the system's random progression. Our work leads to a simple and easily implemented method for analyzing probabilistic threshold dynamics using differential equations. Published by Elsevier Inc.

Coupling population dynamics with earth system models: the POPEM model.

Science.gov (United States)

Navarro, Andrés; Moreno, Raúl; Jiménez-Alcázar, Alfonso; Tapiador, Francisco J

2017-09-16

Precise modeling of CO 2 emissions is important for environmental research. This paper presents a new model of human population dynamics that can be embedded into ESMs (Earth System Models) to improve climate modeling. Through a system dynamics approach, we develop a cohort-component model that successfully simulates historical population dynamics with fine spatial resolution (about 1°×1°). The population projections are used to improve the estimates of CO 2 emissions, thus transcending the bulk approach of existing models and allowing more realistic non-linear effects to feature in the simulations. The module, dubbed POPEM (from Population Parameterization for Earth Models), is compared with current emission inventories and validated against UN aggregated data. Finally, it is shown that the module can be used to advance toward fully coupling the social and natural components of the Earth system, an emerging research path for environmental science and pollution research.

Swarm Intelligence for Urban Dynamics Modelling

International Nuclear Information System (INIS)

Ghnemat, Rawan; Bertelle, Cyrille; Duchamp, Gerard H. E.

2009-01-01

In this paper, we propose swarm intelligence algorithms to deal with dynamical and spatial organization emergence. The goal is to model and simulate the developement of spatial centers using multi-criteria. We combine a decentralized approach based on emergent clustering mixed with spatial constraints or attractions. We propose an extension of the ant nest building algorithm with multi-center and adaptive process. Typically, this model is suitable to analyse and simulate urban dynamics like gentrification or the dynamics of the cultural equipment in urban area.

Swarm Intelligence for Urban Dynamics Modelling

Science.gov (United States)

Ghnemat, Rawan; Bertelle, Cyrille; Duchamp, Gérard H. E.

2009-04-01

In this paper, we propose swarm intelligence algorithms to deal with dynamical and spatial organization emergence. The goal is to model and simulate the developement of spatial centers using multi-criteria. We combine a decentralized approach based on emergent clustering mixed with spatial constraints or attractions. We propose an extension of the ant nest building algorithm with multi-center and adaptive process. Typically, this model is suitable to analyse and simulate urban dynamics like gentrification or the dynamics of the cultural equipment in urban area.

Dynamic optimization deterministic and stochastic models

CERN Document Server

Hinderer, Karl; Stieglitz, Michael

2016-01-01

This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple proofs and illustrate the main results with numerous examples and exercises (without solutions). With relevant material covered in four appendices, this book is completely self-contained.

Hydration dynamics near a model protein surface

International Nuclear Information System (INIS)

Russo, Daniela; Hura, Greg; Head-Gordon, Teresa

2003-01-01

The evolution of water dynamics from dilute to very high concentration solutions of a prototypical hydrophobic amino acid with its polar backbone, N-acetyl-leucine-methylamide (NALMA), is studied by quasi-elastic neutron scattering and molecular dynamics simulation for both the completely deuterated and completely hydrogenated leucine monomer. We observe several unexpected features in the dynamics of these biological solutions under ambient conditions. The NALMA dynamics shows evidence of de Gennes narrowing, an indication of coherent long timescale structural relaxation dynamics. The translational water dynamics are analyzed in a first approximation with a jump diffusion model. At the highest solute concentrations, the hydration water dynamics is significantly suppressed and characterized by a long residential time and a slow diffusion coefficient. The analysis of the more dilute concentration solutions takes into account the results of the 2.0M solution as a model of the first hydration shell. Subtracting the first hydration layer based on the 2.0M spectra, the translational diffusion dynamics is still suppressed, although the rotational relaxation time and residential time are converged to bulk-water values. Molecular dynamics analysis shows spatially heterogeneous dynamics at high concentration that becomes homogeneous at more dilute concentrations. We discuss the hydration dynamics results of this model protein system in the context of glassy systems, protein function, and protein-protein interfaces

Dynamic neutron scattering from conformational dynamics. I. Theory and Markov models.

Science.gov (United States)

Lindner, Benjamin; Yi, Zheng; Prinz, Jan-Hendrik; Smith, Jeremy C; Noé, Frank

2013-11-07

The dynamics of complex molecules can be directly probed by inelastic neutron scattering experiments. However, many of the underlying dynamical processes may exist on similar timescales, which makes it difficult to assign processes seen experimentally to specific structural rearrangements. Here, we show how Markov models can be used to connect structural changes observed in molecular dynamics simulation directly to the relaxation processes probed by scattering experiments. For this, a conformational dynamics theory of dynamical neutron and X-ray scattering is developed, following our previous approach for computing dynamical fingerprints of time-correlation functions [F. Noé, S. Doose, I. Daidone, M. Löllmann, J. Chodera, M. Sauer, and J. Smith, Proc. Natl. Acad. Sci. U.S.A. 108, 4822 (2011)]. Markov modeling is used to approximate the relaxation processes and timescales of the molecule via the eigenvectors and eigenvalues of a transition matrix between conformational substates. This procedure allows the establishment of a complete set of exponential decay functions and a full decomposition into the individual contributions, i.e., the contribution of every atom and dynamical process to each experimental relaxation process.

Adaptive numerical modeling of dynamic crack propagation

International Nuclear Information System (INIS)

Adouani, H.; Tie, B.; Berdin, C.; Aubry, D.

2006-01-01

We propose an adaptive numerical strategy that aims at developing reliable and efficient numerical tools to model dynamic crack propagation and crack arrest. We use the cohesive zone theory as behavior of interface-type elements to model crack. Since the crack path is generally unknown beforehand, adaptive meshing is proposed to model the dynamic crack propagation. The dynamic study requires the development of specific solvers for time integration. As both geometry and finite element mesh of the studied structure evolve in time during transient analysis, the stability behavior of dynamic solver becomes a major concern. For this purpose, we use the space-time discontinuous Galerkin finite element method, well-known to provide a natural framework to manage meshes that evolve in time. As an important result, we prove that the space-time discontinuous Galerkin solver is unconditionally stable, when the dynamic crack propagation is modeled by the cohesive zone theory, which is highly non-linear. (authors)

Modelling the Dynamics of an Aedes albopictus Population

Directory of Open Access Journals (Sweden)

Thomas Anung Basuki

2010-08-01

Full Text Available We present a methodology for modelling population dynamics with formal means of computer science. This allows unambiguous description of systems and application of analysis tools such as simulators and model checkers. In particular, the dynamics of a population of Aedes albopictus (a species of mosquito and its modelling with the Stochastic Calculus of Looping Sequences (Stochastic CLS are considered. The use of Stochastic CLS to model population dynamics requires an extension which allows environmental events (such as changes in the temperature and rainfalls to be taken into account. A simulator for the constructed model is developed via translation into the specification language Maude, and used to compare the dynamics obtained from the model with real data.

Modeling the Dynamic Digestive System Microbiome†

OpenAIRE

Estes, Anne M.

2015-01-01

“Modeling the Dynamic Digestive System Microbiome” is a hands-on activity designed to demonstrate the dynamics of microbiome ecology using dried pasta and beans to model disturbance events in the human digestive system microbiome. This exercise demonstrates how microbiome diversity is influenced by: 1) niche availability and habitat space and 2) a major disturbance event, such as antibiotic use. Students use a pictorial key to examine prepared models of digestive system microbiomes to determi...

An individual-based model of Zebrafish population dynamics accounting for energy dynamics

DEFF Research Database (Denmark)

Beaudouin, Remy; Goussen, Benoit; Piccini, Benjamin

2015-01-01

Developing population dynamics models for zebrafish is crucial in order to extrapolate from toxicity data measured at the organism level to biological levels relevant to support and enhance ecological risk assessment. To achieve this, a dynamic energy budget for individual zebrafish (DEB model...

Understanding and Modeling Teams As Dynamical Systems

Science.gov (United States)

Gorman, Jamie C.; Dunbar, Terri A.; Grimm, David; Gipson, Christina L.

2017-01-01

By its very nature, much of teamwork is distributed across, and not stored within, interdependent people working toward a common goal. In this light, we advocate a systems perspective on teamwork that is based on general coordination principles that are not limited to cognitive, motor, and physiological levels of explanation within the individual. In this article, we present a framework for understanding and modeling teams as dynamical systems and review our empirical findings on teams as dynamical systems. We proceed by (a) considering the question of why study teams as dynamical systems, (b) considering the meaning of dynamical systems concepts (attractors; perturbation; synchronization; fractals) in the context of teams, (c) describe empirical studies of team coordination dynamics at the perceptual-motor, cognitive-behavioral, and cognitive-neurophysiological levels of analysis, and (d) consider the theoretical and practical implications of this approach, including new kinds of explanations of human performance and real-time analysis and performance modeling. Throughout our discussion of the topics we consider how to describe teamwork using equations and/or modeling techniques that describe the dynamics. Finally, we consider what dynamical equations and models do and do not tell us about human performance in teams and suggest future research directions in this area. PMID:28744231

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.

System dynamics and control with bond graph modeling

CERN Document Server

Kypuros, Javier

2013-01-01

Part I Dynamic System ModelingIntroduction to System DynamicsIntroductionSystem Decomposition and Model ComplexityMathematical Modeling of Dynamic SystemsAnalysis and Design of Dynamic SystemsControl of Dynamic SystemsDiagrams of Dynamic SystemsA Graph-Centered Approach to ModelingSummaryPracticeExercisesBasic Bond Graph ElementsIntroductionPower and Energy VariablesBasic 1-Port ElementsBasic 2-Ports ElementsJunction ElementsSimple Bond Graph ExamplesSummaryPracticeExercisesBond Graph Synthesis and Equation DerivationIntroductionGeneral GuidelinesMechanical TranslationMechanical RotationElectrical CircuitsHydraulic CircuitsMixed SystemsState Equation DerivationState-Space RepresentationsAlgebraic Loops and Derivative CausalitySummaryPracticeExercisesImpedance Bond GraphsIntroductionLaplace Transform of the State-Space EquationBasic 1-Port ImpedancesImpedance Bond Graph SynthesisJunctions, Transformers, and GyratorsEffort and Flow DividersSign ChangesTransfer Function DerivationAlternative Derivation of Transf...

A Dynamic Model of Sustainment Investment

Science.gov (United States)

2015-02-01

Sustainment System Dynamics Model 11 Figure 7: Core Structure of Sustainment Work 12 Figure 8: Bandwagon Effect Loop 13 Figure 9: Limits to Growth Loop 14...Dynamics Model sustainment capacity sustainment performance gap Bandwagon Effect R1 Limits to Growth B1 S Work Smarter B3 Work Bigger B2 desired...which is of concern primarily when using the model as a vehicle for research. Figure 8 depicts a reinforcing loop called the “ Bandwagon Effect

Dynamic skin deformation simulation using musculoskeletal model and soft tissue dynamics

Institute of Scientific and Technical Information of China (English)

Akihiko Murai; Q. Youn Hong; Katsu Yamane; Jessica K. Hodgins

2017-01-01

Deformation of skin and muscle is essential for bringing an animated character to life. This deformation is difficult to animate in a realistic fashion using traditional techniques because of the subtlety of the skin deformations that must move appropriately for the character design. In this paper, we present an algorithm that generates natural, dynamic, and detailed skin deformation (movement and jiggle) from joint angle data sequences. The algorithm has two steps: identification of parameters for a quasi-static muscle deformation model, and simulation of skin deformation. In the identification step, we identify the model parameters using a musculoskeletal model and a short sequence of skin deformation data captured via a dense marker set. The simulation step first uses the quasi-static muscle deformation model to obtain the quasi-static muscle shape at each frame of the given motion sequence (slow jump). Dynamic skin deformation is then computed by simulating the passive muscle and soft tissue dynamics modeled as a mass–spring–damper system. Having obtained the model parameters, we can simulate dynamic skin deformations for subjects with similar body types from new motion data. We demonstrate our method by creating skin deformations for muscle co-contraction and external impacts from four different behaviors captured as skeletal motion capture data. Experimental results show that the simulated skin deformations are quantitatively and qualitatively similar to measured actual skin deformations.

Dynamic skin deformation simulation using musculoskeletal model and soft tissue dynamics

Institute of Scientific and Technical Information of China (English)

Akihiko Murai; Q.Youn Hong; Katsu Yamane; Jessica K.Hodgins

2017-01-01

Deformation of skin and muscle is essential for bringing an animated character to life. This deformation is difficult to animate in a realistic fashion using traditional techniques because of the subtlety of the skin deformations that must move appropriately for the character design. In this paper, we present an algorithm that generates natural, dynamic, and detailed skin deformation(movement and jiggle) from joint angle data sequences. The algorithm has two steps: identification of parameters for a quasi-static muscle deformation model, and simulation of skin deformation. In the identification step, we identify the model parameters using a musculoskeletal model and a short sequence of skin deformation data captured via a dense marker set. The simulation step first uses the quasi-static muscle deformation model to obtain the quasi-static muscle shape at each frame of the given motion sequence(slow jump). Dynamic skin deformation is then computed by simulating the passive muscle and soft tissue dynamics modeled as a mass–spring–damper system. Having obtained the model parameters, we can simulate dynamic skin deformations for subjects with similar body types from new motion data. We demonstrate our method by creating skin deformations for muscle co-contraction and external impacts from four different behaviors captured as skeletal motion capture data. Experimental results show that the simulated skin deformations are quantitatively and qualitatively similar to measured actual skin deformations.

High-energy outer radiation belt dynamic modeling

International Nuclear Information System (INIS)

Chiu, Y.T.; Nightingale, R.W.; Rinaldi, M.A.

1989-01-01

Specification of the average high-energy radiation belt environment in terms of phenomenological montages of satellite measurements has been available for some time. However, for many reasons both scientific and applicational (including concerns for a better understanding of the high-energy radiatino background in space), it is desirable to model the dynamic response of the high-energy radiation belts to sources, to losses, and to geomagnetic activity. Indeed, in the outer electron belt, this is the only mode of modeling that can handle the large intensity fluctuations. Anticipating the dynamic modeling objective of the upcoming Combined Release and Radiation Effects Satellite (CRRES) program, we have undertaken to initiate the study of the various essential elements in constructing a dynamic radiation belt model based on interpretation of satellite data according to simultaneous radial and pitch-angle diffusion theory. In order to prepare for the dynamic radiation belt modeling based on a large data set spanning a relatively large segment of L-values, such as required for CRRES, it is important to study a number of test cases with data of similar characteristics but more restricted in space-time coverage. In this way, models of increasing comprehensiveness can be built up from the experience of elucidating the dynamics of more restrictive data sets. The principal objectives of this paper are to discuss issues concerning dynamic modeling in general and to summarize in particular the good results of an initial attempt at constructing the dynamics of the outer electron radiation belt based on a moderately active data period from Lockheed's SC-3 instrument flown on board the SCATHA (P78-2) spacecraft. Further, we shall discuss the issues brought out and lessons learned in this test case

Modelling, simulation and applications of longitudinal train dynamics

Science.gov (United States)

Cole, Colin; Spiryagin, Maksym; Wu, Qing; Sun, Yan Quan

2017-10-01

Significant developments in longitudinal train simulation and an overview of the approaches to train models and modelling vehicle force inputs are firstly presented. The most important modelling task, that of the wagon connection, consisting of energy absorption devices such as draft gears and buffers, draw gear stiffness, coupler slack and structural stiffness is then presented. Detailed attention is given to the modelling approaches for friction wedge damped and polymer draft gears. A significant issue in longitudinal train dynamics is the modelling and calculation of the input forces - the co-dimensional problem. The need to push traction performances higher has led to research and improvement in the accuracy of traction modelling which is discussed. A co-simulation method that combines longitudinal train simulation, locomotive traction control and locomotive vehicle dynamics is presented. The modelling of other forces, braking propulsion resistance, curve drag and grade forces are also discussed. As extensions to conventional longitudinal train dynamics, lateral forces and coupler impacts are examined in regards to interaction with wagon lateral and vertical dynamics. Various applications of longitudinal train dynamics are then presented. As an alternative to the tradition single wagon mass approach to longitudinal train dynamics, an example incorporating fully detailed wagon dynamics is presented for a crash analysis problem. Further applications of starting traction, air braking, distributed power, energy analysis and tippler operation are also presented.

System Dynamics Modeling for Supply Chain Information Sharing

Science.gov (United States)

Feng, Yang

In this paper, we try to use the method of system dynamics to model supply chain information sharing. Firstly, we determine the model boundaries, establish system dynamics model of supply chain before information sharing, analyze the model's simulation results under different changed parameters and suggest improvement proposal. Then, we establish system dynamics model of supply chain information sharing and make comparison and analysis on the two model's simulation results, to show the importance of information sharing in supply chain management. We wish that all these simulations would provide scientific supports for enterprise decision-making.

The FFA dynamic stall model. The Beddoes-Leishman dynamic stall model modified for lead-lag oscillations

Energy Technology Data Exchange (ETDEWEB)

Bjoerck, A. [FFA, The Aeronautical Research Institute of Sweden, Bromma (Sweden)

1997-08-01

For calculations of the dynamics of wind turbines the inclusion of a dynamic stall model is necessary in order to obtain reliable results at high winds. For blade vibrations in the lead-lag motion the velocity relative to the blade will vary in time. In the present paper modifications to the Beddoes-Leishman model is presented in order to improve the model for calculations of cases with a varying relative velocity. Comparisons with measurement are also shown and the influence on the calculated aerodynamic damping by the modifications are investigated. (au)

Fractional-order in a macroeconomic dynamic model

Science.gov (United States)

David, S. A.; Quintino, D. D.; Soliani, J.

2013-10-01

In this paper, we applied the Riemann-Liouville approach in order to realize the numerical simulations to a set of equations that represent a fractional-order macroeconomic dynamic model. It is a generalization of a dynamic model recently reported in the literature. The aforementioned equations have been simulated for several cases involving integer and non-integer order analysis, with some different values to fractional order. The time histories and the phase diagrams have been plotted to visualize the effect of fractional order approach. The new contribution of this work arises from the fact that the macroeconomic dynamic model proposed here involves the public sector deficit equation, which renders the model more realistic and complete when compared with the ones encountered in the literature. The results reveal that the fractional-order macroeconomic model can exhibit a real reasonable behavior to macroeconomics systems and might offer greater insights towards the understanding of these complex dynamic systems.

Modeling Dynamic Regulatory Processes in Stroke

Science.gov (United States)

McDermott, Jason E.; Jarman, Kenneth; Taylor, Ronald; Lancaster, Mary; Shankaran, Harish; Vartanian, Keri B.; Stevens, Susan L.; Stenzel-Poore, Mary P.; Sanfilippo, Antonio

2012-01-01

The ability to examine the behavior of biological systems in silico has the potential to greatly accelerate the pace of discovery in diseases, such as stroke, where in vivo analysis is time intensive and costly. In this paper we describe an approach for in silico examination of responses of the blood transcriptome to neuroprotective agents and subsequent stroke through the development of dynamic models of the regulatory processes observed in the experimental gene expression data. First, we identified functional gene clusters from these data. Next, we derived ordinary differential equations (ODEs) from the data relating these functional clusters to each other in terms of their regulatory influence on one another. Dynamic models were developed by coupling these ODEs into a model that simulates the expression of regulated functional clusters. By changing the magnitude of gene expression in the initial input state it was possible to assess the behavior of the networks through time under varying conditions since the dynamic model only requires an initial starting state, and does not require measurement of regulatory influences at each time point in order to make accurate predictions. We discuss the implications of our models on neuroprotection in stroke, explore the limitations of the approach, and report that an optimized dynamic model can provide accurate predictions of overall system behavior under several different neuroprotective paradigms. PMID:23071432

Dynamic models in research and management of biological invasions.

Science.gov (United States)

Buchadas, Ana; Vaz, Ana Sofia; Honrado, João P; Alagador, Diogo; Bastos, Rita; Cabral, João A; Santos, Mário; Vicente, Joana R

2017-07-01

Invasive species are increasing in number, extent and impact worldwide. Effective invasion management has thus become a core socio-ecological challenge. To tackle this challenge, integrating spatial-temporal dynamics of invasion processes with modelling approaches is a promising approach. The inclusion of dynamic processes in such modelling frameworks (i.e. dynamic or hybrid models, here defined as models that integrate both dynamic and static approaches) adds an explicit temporal dimension to the study and management of invasions, enabling the prediction of invasions and optimisation of multi-scale management and governance. However, the extent to which dynamic approaches have been used for that purpose is under-investigated. Based on a literature review, we examined the extent to which dynamic modelling has been used to address invasions worldwide. We then evaluated how the use of dynamic modelling has evolved through time in the scope of invasive species management. The results suggest that modelling, in particular dynamic modelling, has been increasingly applied to biological invasions, especially to support management decisions at local scales. Also, the combination of dynamic and static modelling approaches (hybrid models with a spatially explicit output) can be especially effective, not only to support management at early invasion stages (from prevention to early detection), but also to improve the monitoring of invasion processes and impact assessment. Further development and testing of such hybrid models may well be regarded as a priority for future research aiming to improve the management of invasions across scales. Copyright © 2017 Elsevier Ltd. All rights reserved.

Analytical dynamic modeling of fast trilayer polypyrrole bending actuators

International Nuclear Information System (INIS)

Amiri Moghadam, Amir Ali; Moavenian, Majid; Tahani, Masoud; Torabi, Keivan

2011-01-01

Analytical modeling of conjugated polymer actuators with complicated electro-chemo-mechanical dynamics is an interesting area for research, due to the wide range of applications including biomimetic robots and biomedical devices. Although there have been extensive reports on modeling the electrochemical dynamics of polypyrrole (PPy) bending actuators, mechanical dynamics modeling of the actuators remains unexplored. PPy actuators can operate with low voltage while producing large displacement in comparison to robotic joints, they do not have friction or backlash, but they suffer from some disadvantages such as creep and hysteresis. In this paper, a complete analytical dynamic model for fast trilayer polypyrrole bending actuators has been proposed and named the analytical multi-domain dynamic actuator (AMDDA) model. First an electrical admittance model of the actuator will be obtained based on a distributed RC line; subsequently a proper mechanical dynamic model will be derived, based on Hamilton's principle. The purposed modeling approach will be validated based on recently published experimental results

Dynamic complexities in a parasitoid-host-parasitoid ecological model

International Nuclear Information System (INIS)

Yu Hengguo; Zhao Min; Lv Songjuan; Zhu Lili

2009-01-01

Chaotic dynamics have been observed in a wide range of population models. In this study, the complex dynamics in a discrete-time ecological model of parasitoid-host-parasitoid are presented. The model shows that the superiority coefficient not only stabilizes the dynamics, but may strongly destabilize them as well. Many forms of complex dynamics were observed, including pitchfork bifurcation with quasi-periodicity, period-doubling cascade, chaotic crisis, chaotic bands with narrow or wide periodic window, intermittent chaos, and supertransient behavior. Furthermore, computation of the largest Lyapunov exponent demonstrated the chaotic dynamic behavior of the model

Dynamic complexities in a parasitoid-host-parasitoid ecological model

Energy Technology Data Exchange (ETDEWEB)

Yu Hengguo [School of Mathematic and Information Science, Wenzhou University, Wenzhou, Zhejiang 325035 (China); Zhao Min [School of Life and Environmental Science, Wenzhou University, Wenzhou, Zhejiang 325027 (China)], E-mail: zmcn@tom.com; Lv Songjuan; Zhu Lili [School of Mathematic and Information Science, Wenzhou University, Wenzhou, Zhejiang 325035 (China)

2009-01-15

Chaotic dynamics have been observed in a wide range of population models. In this study, the complex dynamics in a discrete-time ecological model of parasitoid-host-parasitoid are presented. The model shows that the superiority coefficient not only stabilizes the dynamics, but may strongly destabilize them as well. Many forms of complex dynamics were observed, including pitchfork bifurcation with quasi-periodicity, period-doubling cascade, chaotic crisis, chaotic bands with narrow or wide periodic window, intermittent chaos, and supertransient behavior. Furthermore, computation of the largest Lyapunov exponent demonstrated the chaotic dynamic behavior of the model.

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

A Multi-Actor Dynamic Integrated Assessment Model (MADIAM)

OpenAIRE

Weber, Michael

2004-01-01

The interactions between climate and the socio-economic system are investigated with a Multi-Actor Dynamic Integrated Assessment Model (MADIAM) obtained by coupling a nonlinear impulse response model of the climate sub-system (NICCS) to a multi-actor dynamic economic model (MADEM). The main goal is to initiate a model development that is able to treat the dynamics of the coupled climate socio-economic system, including endogenous technological change, in a non-equilibrium situation, thereby o...

Modeling Dynamic Systems with Efficient Ensembles of Process-Based Models.

Directory of Open Access Journals (Sweden)

Nikola Simidjievski

Full Text Available Ensembles are a well established machine learning paradigm, leading to accurate and robust models, predominantly applied to predictive modeling tasks. Ensemble models comprise a finite set of diverse predictive models whose combined output is expected to yield an improved predictive performance as compared to an individual model. In this paper, we propose a new method for learning ensembles of process-based models of dynamic systems. The process-based modeling paradigm employs domain-specific knowledge to automatically learn models of dynamic systems from time-series observational data. Previous work has shown that ensembles based on sampling observational data (i.e., bagging and boosting, significantly improve predictive performance of process-based models. However, this improvement comes at the cost of a substantial increase of the computational time needed for learning. To address this problem, the paper proposes a method that aims at efficiently learning ensembles of process-based models, while maintaining their accurate long-term predictive performance. This is achieved by constructing ensembles with sampling domain-specific knowledge instead of sampling data. We apply the proposed method to and evaluate its performance on a set of problems of automated predictive modeling in three lake ecosystems using a library of process-based knowledge for modeling population dynamics. The experimental results identify the optimal design decisions regarding the learning algorithm. The results also show that the proposed ensembles yield significantly more accurate predictions of population dynamics as compared to individual process-based models. Finally, while their predictive performance is comparable to the one of ensembles obtained with the state-of-the-art methods of bagging and boosting, they are substantially more efficient.

Modeling and Forecasting Persistent Financial Durations

Czech Academy of Sciences Publication Activity Database

Žikeš, F.; Baruník, Jozef; Shenai, N.

2017-01-01

Roč. 36, č. 10 (2017), s. 1081-1110 ISSN 0747-4938 R&D Projects: GA ČR GA13-32263S EU Projects: European Commission 612955 - FINMAP Institutional support: RVO:67985556 Keywords : price durations * long memory * multifractal models * realized volatility * Whittle estimation Subject RIV: AH - Economics OBOR OECD: Applied Economics , Econometrics Impact factor: 1.333, year: 2016 http://library.utia.cas.cz/separaty/2014/E/barunik-0434201.pdf

Models with Men and Women: Representing Gender in Dynamic Modeling of Social Systems.

Science.gov (United States)

Palmer, Erika; Wilson, Benedicte

2018-04-01

Dynamic engineering models have yet to be evaluated in the context of feminist engineering ethics. Decision-making concerning gender in dynamic modeling design is a gender and ethical issue that is important to address regardless of the system in which the dynamic modeling is applied. There are many dynamic modeling tools that operationally include the female population, however, there is an important distinction between females and women; it is the difference between biological sex and the social construct of gender, which is fluid and changes over time and geography. The ethical oversight in failing to represent or misrepresenting gender in model design when it is relevant to the model purpose can have implications for model validity and policy model development. This paper highlights this gender issue in the context of feminist engineering ethics using a dynamic population model. Women are often represented in this type of model only in their biological capacity, while lacking their gender identity. This illustrative example also highlights how language, including the naming of variables and communication with decision-makers, plays a role in this gender issue.

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.

Automated adaptive inference of phenomenological dynamical models

Science.gov (United States)

Daniels, Bryan

Understanding the dynamics of biochemical systems can seem impossibly complicated at the microscopic level: detailed properties of every molecular species, including those that have not yet been discovered, could be important for producing macroscopic behavior. The profusion of data in this area has raised the hope that microscopic dynamics might be recovered in an automated search over possible models, yet the combinatorial growth of this space has limited these techniques to systems that contain only a few interacting species. We take a different approach inspired by coarse-grained, phenomenological models in physics. Akin to a Taylor series producing Hooke's Law, forgoing microscopic accuracy allows us to constrain the search over dynamical models to a single dimension. This makes it feasible to infer dynamics with very limited data, including cases in which important dynamical variables are unobserved. We name our method Sir Isaac after its ability to infer the dynamical structure of the law of gravitation given simulated planetary motion data. Applying the method to output from a microscopically complicated but macroscopically simple biological signaling model, it is able to adapt the level of detail to the amount of available data. Finally, using nematode behavioral time series data, the method discovers an effective switch between behavioral attractors after the application of a painful stimulus.

Multi-fractal characterization of bacterial swimming dynamics: a case study on real and simulated Serratia marcescens

OpenAIRE

Koorehdavoudi, Hana; Bogdan, Paul; Wei, Guopeng; Marculescu, Radu; Zhuang, Jiang; Carlsen, Rika Wright; Sitti, Metin

2017-01-01

To add to the current state of knowledge about bacterial swimming dynamics, in this paper, we study the fractal swimming dynamics of populations of Serratia marcescens bacteria both in vitro and in silico, while accounting for realistic conditions like volume exclusion, chemical interactions, obstacles and distribution of chemoattractant in the environment. While previous research has shown that bacterial motion is non-ergodic, we demonstrate that, besides the non-ergodicity, the bacterial sw...

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

Urban eco-efficiency and system dynamics modelling

Energy Technology Data Exchange (ETDEWEB)

Hradil, P., Email: petr.hradil@vtt.fi

2012-06-15

Assessment of urban development is generally based on static models of economic, social or environmental impacts. More advanced dynamic models have been used mostly for prediction of population and employment changes as well as for other macro-economic issues. This feasibility study was arranged to test the potential of system dynamic modelling in assessing eco-efficiency changes during urban development. (orig.)

Benchmarking novel approaches for modelling species range dynamics.

Science.gov (United States)

Zurell, Damaris; Thuiller, Wilfried; Pagel, Jörn; Cabral, Juliano S; Münkemüller, Tamara; Gravel, Dominique; Dullinger, Stefan; Normand, Signe; Schiffers, Katja H; Moore, Kara A; Zimmermann, Niklaus E

2016-08-01

Increasing biodiversity loss due to climate change is one of the most vital challenges of the 21st century. To anticipate and mitigate biodiversity loss, models are needed that reliably project species' range dynamics and extinction risks. Recently, several new approaches to model range dynamics have been developed to supplement correlative species distribution models (SDMs), but applications clearly lag behind model development. Indeed, no comparative analysis has been performed to evaluate their performance. Here, we build on process-based, simulated data for benchmarking five range (dynamic) models of varying complexity including classical SDMs, SDMs coupled with simple dispersal or more complex population dynamic models (SDM hybrids), and a hierarchical Bayesian process-based dynamic range model (DRM). We specifically test the effects of demographic and community processes on model predictive performance. Under current climate, DRMs performed best, although only marginally. Under climate change, predictive performance varied considerably, with no clear winners. Yet, all range dynamic models improved predictions under climate change substantially compared to purely correlative SDMs, and the population dynamic models also predicted reasonable extinction risks for most scenarios. When benchmarking data were simulated with more complex demographic and community processes, simple SDM hybrids including only dispersal often proved most reliable. Finally, we found that structural decisions during model building can have great impact on model accuracy, but prior system knowledge on important processes can reduce these uncertainties considerably. Our results reassure the clear merit in using dynamic approaches for modelling species' response to climate change but also emphasize several needs for further model and data improvement. We propose and discuss perspectives for improving range projections through combination of multiple models and for making these approaches

Complex networks under dynamic repair model

Science.gov (United States)

Chaoqi, Fu; Ying, Wang; Kun, Zhao; Yangjun, Gao

2018-01-01

Invulnerability is not the only factor of importance when considering complex networks' security. It is also critical to have an effective and reasonable repair strategy. Existing research on network repair is confined to the static model. The dynamic model makes better use of the redundant capacity of repaired nodes and repairs the damaged network more efficiently than the static model; however, the dynamic repair model is complex and polytropic. In this paper, we construct a dynamic repair model and systematically describe the energy-transfer relationships between nodes in the repair process of the failure network. Nodes are divided into three types, corresponding to three structures. We find that the strong coupling structure is responsible for secondary failure of the repaired nodes and propose an algorithm that can select the most suitable targets (nodes or links) to repair the failure network with minimal cost. Two types of repair strategies are identified, with different effects under the two energy-transfer rules. The research results enable a more flexible approach to network repair.

Brand Equity Evolution: a System Dynamics Model

Directory of Open Access Journals (Sweden)

Edson Crescitelli

2009-04-01

Full Text Available One of the greatest challenges in brand management lies in monitoring brand equity over time. This paper aimsto present a simulation model able to represent this evolution. The model was drawn on brand equity concepts developed by Aaker and Joachimsthaler (2000, using the system dynamics methodology. The use ofcomputational dynamic models aims to create new sources of information able to sensitize academics and managers alike to the dynamic implications of their brand management. As a result, an easily implementable model was generated, capable of executing continuous scenario simulations by surveying casual relations among the variables that explain brand equity. Moreover, the existence of a number of system modeling tools will allow extensive application of the concepts used in this study in practical situations, both in professional and educational settings

Dynamic hysteretic sensing model of bending-mode Galfenol transducer

International Nuclear Information System (INIS)

Cao, Shuying; Zheng, Jiaju; Sang, Jie; Zhang, Pengfei; Wang, Bowen; Huang, Wenmei

2015-01-01

A dynamic hysteretic sensing model has been developed to predict the dynamic responses of the magnetic induction, the stress, and the output voltage for a bending-mode Galfenol unimorph transducer subjected simultaneously to acceleration and bias magnetic field. This model is obtained by coupling the hysteretic Armstrong model and the structural dynamic model of the Galfenol unimorph beam. The structural dynamic model of the beam is founded based on the Euler-Bernouli beam theory, the nonlinear constitutive equations, and the Faraday law of electromagnetic induction. Comparisons between the calculated and measured results show the model can describe dynamic nonlinear voltage characteristics of the device, and can predict hysteretic behaviors between the magnetic induction and the stress. Moreover, the model can effectively analyze the effects of the bias magnetic field, the acceleration amplitude, and frequency on the root mean square voltage of the device

Dynamic hysteretic sensing model of bending-mode Galfenol transducer

Energy Technology Data Exchange (ETDEWEB)

Cao, Shuying, E-mail: shuying-cao@hebut.edu.cn; Zheng, Jiaju; Sang, Jie; Zhang, Pengfei; Wang, Bowen; Huang, Wenmei [Province-Ministry Joint Key Laboratory of Electromagnetic Field and Electrical Apparatus Reliability, Hebei University of Technology, Tianjin 300130 (China)

2015-05-07

A dynamic hysteretic sensing model has been developed to predict the dynamic responses of the magnetic induction, the stress, and the output voltage for a bending-mode Galfenol unimorph transducer subjected simultaneously to acceleration and bias magnetic field. This model is obtained by coupling the hysteretic Armstrong model and the structural dynamic model of the Galfenol unimorph beam. The structural dynamic model of the beam is founded based on the Euler-Bernouli beam theory, the nonlinear constitutive equations, and the Faraday law of electromagnetic induction. Comparisons between the calculated and measured results show the model can describe dynamic nonlinear voltage characteristics of the device, and can predict hysteretic behaviors between the magnetic induction and the stress. Moreover, the model can effectively analyze the effects of the bias magnetic field, the acceleration amplitude, and frequency on the root mean square voltage of the device.

Multifractal analysis of different hydrological products of X-band radar

Science.gov (United States)

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

Nonlinear Dynamic Models in Advanced Life Support

Science.gov (United States)

Jones, Harry

2002-01-01

To facilitate analysis, ALS systems are often assumed to be linear and time invariant, but they usually have important nonlinear and dynamic aspects. Nonlinear dynamic behavior can be caused by time varying inputs, changes in system parameters, nonlinear system functions, closed loop feedback delays, and limits on buffer storage or processing rates. Dynamic models are usually cataloged according to the number of state variables. The simplest dynamic models are linear, using only integration, multiplication, addition, and subtraction of the state variables. A general linear model with only two state variables can produce all the possible dynamic behavior of linear systems with many state variables, including stability, oscillation, or exponential growth and decay. Linear systems can be described using mathematical analysis. Nonlinear dynamics can be fully explored only by computer simulations of models. Unexpected behavior is produced by simple models having only two or three state variables with simple mathematical relations between them. Closed loop feedback delays are a major source of system instability. Exceeding limits on buffer storage or processing rates forces systems to change operating mode. Different equilibrium points may be reached from different initial conditions. Instead of one stable equilibrium point, the system may have several equilibrium points, oscillate at different frequencies, or even behave chaotically, depending on the system inputs and initial conditions. The frequency spectrum of an output oscillation may contain harmonics and the sums and differences of input frequencies, but it may also contain a stable limit cycle oscillation not related to input frequencies. We must investigate the nonlinear dynamic aspects of advanced life support systems to understand and counter undesirable behavior.

Nonparametric modeling of dynamic functional connectivity in fmri data

DEFF Research Database (Denmark)

Nielsen, Søren Føns Vind; Madsen, Kristoffer H.; Røge, Rasmus

2015-01-01

dynamic changes. The existing approaches modeling dynamic connectivity have primarily been based on time-windowing the data and k-means clustering. We propose a nonparametric generative model for dynamic FC in fMRI that does not rely on specifying window lengths and number of dynamic states. Rooted...

Modeling Gas Dynamics in California Sea Lions

Science.gov (United States)

2015-09-30

W. and Fahlman, A. (2009). Could beaked whales get the bends?. Effect of diving behaviour and physiology on modelled gas exchange for three species...1 DISTRIBUTION STATEMENT A. Approved for public release; distribution is unlimited. Modeling Gas Dynamics in California Sea Lions Andreas...to update a current gas dynamics model with recently acquired data for respiratory compliance (P-V), and body compartment size estimates in

CFTSIM-ITER dynamic fuel cycle model

International Nuclear Information System (INIS)

Busigin, A.; Gierszewski, P.

1998-01-01

Dynamic system models have been developed for specific tritium systems with considerable detail and for integrated fuel cycles with lesser detail (e.g. D. Holland, B. Merrill, Analysis of tritium migration and deposition in fusion reactor systems, Proceedings of the Ninth Symposium Eng. Problems of Fusion Research (1981); M.A. Abdou, E. Vold, C. Gung, M. Youssef, K. Shin, DT fuel self-sufficiency in fusion reactors, Fusion Technol. (1986); G. Spannagel, P. Gierszewski, Dynamic tritium inventory of a NET/ITER fuel cycle with lithium salt solution blanket, Fusion Eng. Des. (1991); W. Kuan, M.A. Abdou, R.S. Willms, Dynamic simulation of a proposed ITER tritium processing system, Fusion Technol. (1995)). In order to provide a tool to understand and optimize the behavior of the ITER fuel cycle, a dynamic fuel cycle model called CFTSIM is under development. The CFTSIM code incorporates more detailed ITER models, specifically for the important isotope separation system, and also has an easier-to-use graphical interface. This paper provides an overview of CFTSIM Version 1.0. The models included are those with significant and varying tritium inventories over a test campaign: fueling, plasma and first wall, pumping, fuel cleanup, isotope separation and storage. An illustration of the results is shown. (orig.)

Next Generation Carbon-Nitrogen Dynamics Model

Science.gov (United States)

Xu, C.; Fisher, R. A.; Vrugt, J. A.; Wullschleger, S. D.; McDowell, N. G.

2012-12-01

Nitrogen is a key regulator of vegetation dynamics, soil carbon release, and terrestrial carbon cycles. Thus, to assess energy impacts on the global carbon cycle and future climates, it is critical that we have a mechanism-based and data-calibrated nitrogen model that simulates nitrogen limitation upon both above and belowground carbon dynamics. In this study, we developed a next generation nitrogen-carbon dynamic model within the NCAR Community Earth System Model (CESM). This next generation nitrogen-carbon dynamic model utilized 1) a mechanistic model of nitrogen limitation on photosynthesis with nitrogen trade-offs among light absorption, electron transport, carboxylation, respiration and storage; 2) an optimal leaf nitrogen model that links soil nitrogen availability and leaf nitrogen content; and 3) an ecosystem demography (ED) model that simulates the growth and light competition of tree cohorts and is currently coupled to CLM. Our three test cases with changes in CO2 concentration, growing temperature and radiation demonstrate the model's ability to predict the impact of altered environmental conditions on nitrogen allocations. Currently, we are testing the model against different datasets including soil fertilization and Free Air CO2 enrichment (FACE) experiments across different forest types. We expect that our calibrated model will considerably improve our understanding and predictability of vegetation-climate interactions.itrogen allocation model evaluations. The figure shows the scatter plots of predicted and measured Vc,max and Jmax scaled to 25 oC (i.e.,Vc,max25 and Jmax25) at elevated CO2 (570 ppm, test case one), reduced radiation in canopy (0.1-0.9 of the radiation at the top of canopy, test case two) and reduced growing temperature (15oC, test case three). The model is first calibrated using control data under ambient CO2 (370 ppm), radiation at the top of the canopy (621 μmol photon/m2/s), the normal growing temperature (30oC). The fitted model

Relating structure and dynamics in organisation models

NARCIS (Netherlands)

Jonkers, C.M.; Treur, J.

2002-01-01

To understand how an organisational structure relates to dynamics is an interesting fundamental challenge in the area of social modelling. Specifications of organisational structure usually have a diagrammatic form that abstracts from more detailed dynamics. Dynamic properties of agent systems,

Relating structure and dynamics in organisation models

NARCIS (Netherlands)

Jonker, C.M.; Treur, J.

2003-01-01

To understand how an organisational structure relates to dynamics is an interesting fundamental challenge in the area of social modelling. Specifications of organisational structure usually have a diagrammatic form that abstracts from more detailed dynamics. Dynamic properties of agent systems, on

Dynamical models of the Galaxy

Directory of Open Access Journals (Sweden)

McMillan P.J.

2012-02-01

Full Text Available I discuss the importance of dynamical models for exploiting survey data, focusing on the advantages of “torus” models. I summarize a number of applications of these models to the study of the Milky Way, including the determination of the peculiar Solar velocity and investigation of the Hyades moving group.

Propagation of registration uncertainty during multi-fraction cervical cancer brachytherapy

Science.gov (United States)

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.

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.

Field theory modelling of vortex tube entanglement in turbulent magnetohydrodynamics

International Nuclear Information System (INIS)

Moriconi, L.; Nobre, F.A. S.

2000-01-01

Full text follows: We study the dynamics of interacting closed vortex tubes in magnetohydrodynamics, in terms of a (1+1)-dimensional field theory derived within the context of the Martin-Siggia-Rose formalism. The fluid is stirred by large scale stochastic forces which affect smaller scales through foldings of the velocity and magnetic vortex tubes. Numerical computations are done by means of a length-preserving scheme, motivated by the usual self-induction approximation. In order to understand the origin of intermittency effects, we investigate the multifractal exponents for the equilibrium vortex tube configurations, as well as correlations developed between different tubes. (author)

The applications of Complexity Theory and Tsallis Non-extensive Statistics at Solar Plasma Dynamics

Science.gov (United States)

Pavlos, George

2015-04-01

series at three cases: sunspot index, solar flare and solar wind data. The non-linear analysis of the sunspot index is embedded in the non-extensive statistical theory of Tsallis (1988; 2004; 2009). The q-triplet of Tsallis, as well as the correlation dimension and the Lyapunov exponent spectrum were estimated for the SVD components of the sunspot index timeseries. Also the multifractal scaling exponent spectrum f(a), the generalized Renyi dimension spectrum D(q) and the spectrum J(p) of the structure function exponents were estimated experimentally and theoretically by using the q-entropy principle included in Tsallis non-extensive statistical theory, following Arimitsu and Arimitsu (2000, 2001). Our analysis showed clearly the following: (a) a phase transition process in the solar dynamics from high dimensional non-Gaussian SOC state to a low dimensional non-Gaussian chaotic state, (b) strong intermittent solar turbulence and anomalous (multifractal) diffusion solar process, which is strengthened as the solar dynamics makes a phase transition to low dimensional chaos in accordance to Ruzmaikin, Zelenyi and Milovanov's studies (Zelenyi and Milovanov, 1991; Milovanov and Zelenyi, 1993; Ruzmakin et al., 1996), (c) faithful agreement of Tsallis non-equilibrium statistical theory with the experimental estimations of: (i) non-Gaussian probability distribution function P(x), (ii) multifractal scaling exponent spectrum f(a) and generalized Renyi dimension spectrum Dq, (iii) exponent spectrum J(p) of the structure functions estimated for the sunspot index and its underlying non equilibrium solar dynamics. Also, the q-triplet of Tsallis as well as the correlation dimension and the Lyapunov exponent spectrum were estimated for the singular value decomposition (SVD) components of the solar flares timeseries. Also the multifractal scaling exponent spectrum f(a), the generalized Renyi dimension spectrum D(q) and the spectrum J(p) of the structure function exponents were estimated

Maritime piracy situation modelling with dynamic Bayesian networks

CSIR Research Space (South Africa)

Dabrowski, James M

2015-05-01

Full Text Available A generative model for modelling maritime vessel behaviour is proposed. The model is a novel variant of the dynamic Bayesian network (DBN). The proposed DBN is in the form of a switching linear dynamic system (SLDS) that has been extended into a...

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.

Quasiperiodicity, mode-locking, and universal scaling in Rayleigh-Benard convection

International Nuclear Information System (INIS)

Ecke, R.E.

1990-01-01

This major review paper describes research on a model nonlinear dynamical system of small-aspect-ratio Rayleigh-Benard convection in 3 He - 4 He mixtures. The nonlinear effects of mode locking and quasiperiodic behavior are described. Analysis techniques for characterizing the state of the dynamical system include Fourier transforms, Poincare sections, phase differences, transients, multifractal f(∝) spectra and scaling function dynamics. Theoretical results such as the fractal staircase of mode-locked intervals and the Arnold tongues are reproduced in experimental data. New techniques for analyzing scaling dynamics are developed and discussed. This is a tutorial article that introduces the major important concepts in nonlinear dynamics and focuses on experimental problems and techniques. 77 refs

Fractional integration and radiative transfer in a multifractal atmosphere

Energy Technology Data Exchange (ETDEWEB)

Naud, C.; Schertzer, D. [Universite Pierre et Marie Curie, Paris (France); Lovejoy, S. [McGill Univ., Montreal (Canada)

1996-04-01

Recently, Cess et al. (1995) and Ramathan et al. (1995) cited observations which exhibit an anomalous absorption of cloudy skies in comparison with the value predicted by usual models and which thus introduce large uncertainties for climatic change assessments. These observation raise questions concerning the way general circulation models have been tuned for decades, relying on classical methods, of both radiative transfer and dynamical modeling. The observations also tend to demonstrate that homogeneous models are simply not relevant in relating the highly variable properties of clouds and radiation fields. However smoothed, the intensity of cloud`s multi-scattered radiation fields reflect this extreme variability.

Model for macroevolutionary dynamics.

Science.gov (United States)

Maruvka, Yosef E; Shnerb, Nadav M; Kessler, David A; Ricklefs, Robert E

2013-07-02

The highly skewed distribution of species among genera, although challenging to macroevolutionists, provides an opportunity to understand the dynamics of diversification, including species formation, extinction, and morphological evolution. Early models were based on either the work by Yule [Yule GU (1925) Philos Trans R Soc Lond B Biol Sci 213:21-87], which neglects extinction, or a simple birth-death (speciation-extinction) process. Here, we extend the more recent development of a generic, neutral speciation-extinction (of species)-origination (of genera; SEO) model for macroevolutionary dynamics of taxon diversification. Simulations show that deviations from the homogeneity assumptions in the model can be detected in species-per-genus distributions. The SEO model fits observed species-per-genus distributions well for class-to-kingdom-sized taxonomic groups. The model's predictions for the appearance times (the time of the first existing species) of the taxonomic groups also approximately match estimates based on molecular inference and fossil records. Unlike estimates based on analyses of phylogenetic reconstruction, fitted extinction rates for large clades are close to speciation rates, consistent with high rates of species turnover and the relatively slow change in diversity observed in the fossil record. Finally, the SEO model generally supports the consistency of generic boundaries based on morphological differences between species and provides a comparator for rates of lineage splitting and morphological evolution.

Modeling Nonstationary Emotion Dynamics in Dyads using a Time-Varying Vector-Autoregressive Model.

Science.gov (United States)

Bringmann, Laura F; Ferrer, Emilio; Hamaker, Ellen L; Borsboom, Denny; Tuerlinckx, Francis

2018-01-01

Emotion dynamics are likely to arise in an interpersonal context. Standard methods to study emotions in interpersonal interaction are limited because stationarity is assumed. This means that the dynamics, for example, time-lagged relations, are invariant across time periods. However, this is generally an unrealistic assumption. Whether caused by an external (e.g., divorce) or an internal (e.g., rumination) event, emotion dynamics are prone to change. The semi-parametric time-varying vector-autoregressive (TV-VAR) model is based on well-studied generalized additive models, implemented in the software R. The TV-VAR can explicitly model changes in temporal dependency without pre-existing knowledge about the nature of change. A simulation study is presented, showing that the TV-VAR model is superior to the standard time-invariant VAR model when the dynamics change over time. The TV-VAR model is applied to empirical data on daily feelings of positive affect (PA) from a single couple. Our analyses indicate reliable changes in the male's emotion dynamics over time, but not in the female's-which were not predicted by her own affect or that of her partner. This application illustrates the usefulness of using a TV-VAR model to detect changes in the dynamics in a system.

Linking spatial and dynamic models for traffic maneuvers

DEFF Research Database (Denmark)

Olderog, Ernst-Rüdiger; Ravn, Anders Peter; Wisniewski, Rafal

2015-01-01

For traffic maneuvers of multiple vehicles on highways we build an abstract spatial and a concrete dynamic model. In the spatial model we show the safety (collision freedom) of lane-change maneuvers. By linking the spatial and dynamic model via suitable refinements of the spatial atoms to distance...

Dynamics in Higher Education Politics: A Theoretical Model

Science.gov (United States)

Kauko, Jaakko

2013-01-01

This article presents a model for analysing dynamics in higher education politics (DHEP). Theoretically the model draws on the conceptual history of political contingency, agenda-setting theories and previous research on higher education dynamics. According to the model, socio-historical complexity can best be analysed along two dimensions: the…

Containing Terrorism: A Dynamic Model

Directory of Open Access Journals (Sweden)

Giti Zahedzadeh

2017-06-01

Full Text Available The strategic interplay between counterterror measures and terror activity is complex. Herein, we propose a dynamic model to depict this interaction. The model generates stylized prognoses: (i under conditions of inefficient counterterror measures, terror groups enjoy longer period of activity but only if recruitment into terror groups remains low; high recruitment shortens the period of terror activity (ii highly efficient counterterror measures effectively contain terror activity, but only if recruitment remains low. Thus, highly efficient counterterror measures can effectively contain terrorism if recruitment remains restrained. We conclude that the trajectory of the dynamics between counterterror measures and terror activity is heavily altered by recruitment.

Model tests on dynamic performance of RC shear walls

International Nuclear Information System (INIS)

Nagashima, Toshio; Shibata, Akenori; Inoue, Norio; Muroi, Kazuo.

1991-01-01

For the inelastic dynamic response analysis of a reactor building subjected to earthquakes, it is essentially important to properly evaluate its restoring force characteristics under dynamic loading condition and its damping performance. Reinforced concrete shear walls are the main structural members of a reactor building, and dominate its seismic behavior. In order to obtain the basic information on the dynamic restoring force characteristics and damping performance of shear walls, the dynamic test using a large shaking table, static displacement control test and the pseudo-dynamic test on the models of a shear wall were conducted. In the dynamic test, four specimens were tested on a large shaking table. In the static test, four specimens were tested, and in the pseudo-dynamic test, three specimens were tested. These tests are outlined. The results of these tests were compared, placing emphasis on the restoring force characteristics and damping performance of the RC wall models. The strength was higher in the dynamic test models than in the static test models mainly due to the effect of loading rate. (K.I.)

A dynamic model of renal blood flow autoregulation

DEFF Research Database (Denmark)

Holstein-Rathlou, N H; Marsh, D J

1994-01-01

To test whether a mathematical model combining dynamic models of the tubuloglomerular feedback (TGF) mechanism and the myogenic mechanism was sufficient to explain dynamic autoregulation of renal blood flow, we compared model simulations with experimental data. To assess the dynamic characteristics...... of renal autoregulation, a broad band perturbation of the arterial pressure was employed in both the simulations and the experiments. Renal blood flow and tubular pressure were used as response variables in the comparison. To better approximate the situation in vivo where a large number of individual...... data, which shows a unimodal curve for the admittance phase. The ability of the model to reproduce the experimental data supports the hypothesis that dynamic autoregulation of renal blood flow is due to the combined action of TGF and the myogenic response....

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

A comprehensive dynamic modeling approach for giant magnetostrictive material actuators

International Nuclear Information System (INIS)

Gu, Guo-Ying; Zhu, Li-Min; Li, Zhi; Su, Chun-Yi

2013-01-01

In this paper, a comprehensive modeling approach for a giant magnetostrictive material actuator (GMMA) is proposed based on the description of nonlinear electromagnetic behavior, the magnetostrictive effect and frequency response of the mechanical dynamics. It maps the relationships between current and magnetic flux at the electromagnetic part to force and displacement at the mechanical part in a lumped parameter form. Towards this modeling approach, the nonlinear hysteresis effect of the GMMA appearing only in the electrical part is separated from the linear dynamic plant in the mechanical part. Thus, a two-module dynamic model is developed to completely characterize the hysteresis nonlinearity and the dynamic behaviors of the GMMA. The first module is a static hysteresis model to describe the hysteresis nonlinearity, and the cascaded second module is a linear dynamic plant to represent the dynamic behavior. To validate the proposed dynamic model, an experimental platform is established. Then, the linear dynamic part and the nonlinear hysteresis part of the proposed model are identified in sequence. For the linear part, an approach based on axiomatic design theory is adopted. For the nonlinear part, a Prandtl–Ishlinskii model is introduced to describe the hysteresis nonlinearity and a constrained quadratic optimization method is utilized to identify its coefficients. Finally, experimental tests are conducted to demonstrate the effectiveness of the proposed dynamic model and the corresponding identification method. (paper)

Dynamic Evolution Model Based on Social Network Services

Science.gov (United States)

Xiong, Xi; Gou, Zhi-Jian; Zhang, Shi-Bin; Zhao, Wen

2013-11-01

Based on the analysis of evolutionary characteristics of public opinion in social networking services (SNS), in the paper we propose a dynamic evolution model, in which opinions are coupled with topology. This model shows the clustering phenomenon of opinions in dynamic network evolution. The simulation results show that the model can fit the data from a social network site. The dynamic evolution of networks accelerates the opinion, separation and aggregation. The scale and the number of clusters are influenced by confidence limit and rewiring probability. Dynamic changes of the topology reduce the number of isolated nodes, while the increased confidence limit allows nodes to communicate more sufficiently. The two effects make the distribution of opinion more neutral. The dynamic evolution of networks generates central clusters with high connectivity and high betweenness, which make it difficult to control public opinions in SNS.

The Quadrotor Dynamic Modeling and Indoor Target Tracking Control Method

Directory of Open Access Journals (Sweden)