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Three-dimensional multifractal analysis of trabecular bone under clinical computed tomography
(American Association of Physicists in Medicine, 2017-12)
Purpose: An adequate understanding of bone structural properties is critical for predicting fragility conditions caused by diseases such as osteoporosis, and in gauging the success of fracture prevention treatments. In ...
Multifractal behavior of commodity markets: Fuel versus non-fuel products
(Elsevier Science, 2016-09-01)
We investigate multifractal properties of commodity time series using multifractal detrended fluctuation analysis (MF-DFA). We find that agricultural and energy-related commodities exhibit very similar behavior, while the ...
Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses
(Springer, 2020-04-03)
The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series containing non-uniform structures with only ...
Commodities agrícolas: análise multifractal do mercado brasileiro
(Universidade Federal de Santa MariaBrasilAdministraçãoUFSMPrograma de Pós-Graduação em AdministraçãoCentro de Ciências Sociais e Humanas, 2023-03-31)
The appreciation of the dollar against the real has made consumer items more expensive and
pressured inflation in Brazil, since from food to fuel and airline tickets, almost everything is
influenced by the exchange rate. ...
Multifractality in the random parameter model for multivariate time series
(ELSEVIER SCIENCE BV, 2009)
The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this ...
Wavelet leader multifractal analysis of period and amplitude sequences from sustained vowels
(Elsevier Science, 2015-09)
Irregularities in the amplitude and period are characteristic of both normal and pathological sustained vowels; they are a product of perturbations inherent in the phonation process. Their analysis provides useful diagnostic ...
The effects of observational correlated noises on multifractal detrended fluctuation analysis
(Elsevier Science, 2012-08)
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). ...
Scaling range automated selection for wavelet leader multifractal analysis
(Elsevier Science, 2014-12)
Scale invariance and multifractal analysis constitute paradigms nowadays widely used for real-world data characterization. In essence, they amount to assuming power law behaviors of well-chosen multiresolution quantities ...