Multifractal time series analysis using the improved 0-1 test model

DOI10.1016/J.CHAOS.2014.11.016zbMath1351.62173OpenAlexW2004676424MaRDI QIDQ728168

Kaiye Xu, Pengjian Shang, Guo-Chen Feng

Publication date: 19 December 2016

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2014.11.016

zbMATH Keywords

nonstationary time seriesmultifractal signal fluctuation analysistraffic flow data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10)

Cites Work

• Multifractal detrended fluctuation analysis of nonstationary time series
• On the Implementation of the 0–1 Test for Chaos
• Fractal-based brain tumor detection in multimodal MRI
• Measuring the fractal geometry of landscapes
• The multifractal spectrum of statistically self-similar measures
• Mono- and multi-fractal investigation of scaling properties in temporal patterns of seismic sequences
• Chaotic analysis of traffic time series
• Fractal measures and their singularities: The characterization of strange sets
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