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

DOI10.1063/1.4942582OpenAlexW2281471714WikidataQ50701341 ScholiaQ50701341MaRDI QIDQ4563845

Luciano Telesca, Zbigniew Czechowski, Michele Lovallo

Publication date: 4 June 2018

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.4942582

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Reconstruction of the modified discrete Langevin equation from persistent time series

Cites Work

• Multifractal detrended fluctuation analysis of nonstationary time series
• Complex network approach for recurrence analysis of time series
• Analysis of data sets of stochastic systems
• RECURRENCE-BASED TIME SERIES ANALYSIS BY MEANS OF COMPLEX NETWORK METHODS
• Recurrence networks—a novel paradigm for nonlinear time series analysis
• Superfamily phenomena and motifs of networks induced from time series
• From time series to complex networks: The visibility graph
• Modeling with Itô Stochastic Differential Equations
• Handbook of stochastic methods for physics, chemistry and natural sciences.

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