Modification of multifractal analysis based on multiplicative cascade image

DOI10.1016/j.physa.2022.127824OpenAlexW4289815033MaRDI QIDQ2162968

Jian Wang, Menghao Huang, Junseok Kim, Yu-Dong Zhang

Publication date: 9 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2022.127824

zbMATH Keywords

normMF-DFA2D MF-DFNmultiplicative cascade images

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Multifractal detrended fluctuation analysis of nonstationary time series
• Support-vector networks
• Multifractal Cascade Dynamics and Turbulent Intermittency
• MULTIFRACTAL ANALYSIS WITH DETRENDING WEIGHTED AVERAGE ALGORITHM OF HISTORICAL VOLATILITY

This page was built for publication: Modification of multifractal analysis based on multiplicative cascade image