Multifractal analysis of information processing in hippocampal neural ensembles during working memory under Δ9-tetrahydrocannabinol administration

PubMed Central

Fetterhoff, Dustin; Opris, Ioan; Simpson, Sean L.; Deadwyler, Sam A.; Hampson, Robert E.; Kraft, Robert A.

2014-01-01

Background Multifractal analysis quantifies the time-scale-invariant properties in data by describing the structure of variability over time. By applying this analysis to hippocampal interspike interval sequences recorded during performance of a working memory task, a measure of long-range temporal correlations and multifractal dynamics can reveal single neuron correlates of information processing. New method Wavelet leaders-based multifractal analysis (WLMA) was applied to hippocampal interspike intervals recorded during a working memory task. WLMA can be used to identify neurons likely to exhibit information processing relevant to operation of brain–computer interfaces and nonlinear neuronal models. Results Neurons involved in memory processing (“Functional Cell Types” or FCTs) showed a greater degree of multifractal firing properties than neurons without task-relevant firing characteristics. In addition, previously unidentified FCTs were revealed because multifractal analysis suggested further functional classification. The cannabinoid-type 1 receptor partial agonist, tetrahydrocannabinol (THC), selectively reduced multifractal dynamics in FCT neurons compared to non-FCT neurons. Comparison with existing methods WLMA is an objective tool for quantifying the memory-correlated complexity represented by FCTs that reveals additional information compared to classification of FCTs using traditional z-scores to identify neuronal correlates of behavioral events. Conclusion z-Score-based FCT classification provides limited information about the dynamical range of neuronal activity characterized by WLMA. Increased complexity, as measured with multifractal analysis, may be a marker of functional involvement in memory processing. The level of multifractal attributes can be used to differentially emphasize neural signals to improve computational models and algorithms underlying brain–computer interfaces. PMID:25086297

Multifractal and wavelet analysis of epileptic seizures

NASA Astrophysics Data System (ADS)

Dick, Olga E.; Mochovikova, Irina A.

The aim of the study is to develop quantitative parameters of human electroencephalographic (EEG) recordings with epileptic seizures. We used long-lasting recordings from subjects with epilepsy obtained as part of their clinical investigation. The continuous wavelet transform of the EEG segments and the wavelet-transform modulus maxima method enable us to evaluate the energy spectra of the segments, to fin lines of local maximums, to gain the scaling exponents and to construct the singularity spectra. We have shown that the significant increase of the global energy with respect to background and the redistribution of the energy over the frequency range are observed in the patterns involving the epileptic activity. The singularity spectra expand so that the degree of inhomogenety and multifractality of the patterns enhances. Comparing the results gained for the patterns during different functional probes such as open and closed eyes or hyperventilation we demonstrate the high sensitivity of the analyzed parameters (the maximal global energy, the width and asymmetry of the singularity spectrum) for detecting the epileptic patterns.

p-exponent and p-leaders, Part II: Multifractal analysis. Relations to detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Leonarduzzi, R.; Wendt, H.; Abry, P.; Jaffard, S.; Melot, C.; Roux, S. G.; Torres, M. E.

2016-04-01

Multifractal analysis studies signals, functions, images or fields via the fluctuations of their local regularity along time or space, which capture crucial features of their temporal/spatial dynamics. It has become a standard signal and image processing tool and is commonly used in numerous applications of different natures. In its common formulation, it relies on the Hölder exponent as a measure of local regularity, which is by nature restricted to positive values and can hence be used for locally bounded functions only. In this contribution, it is proposed to replace the Hölder exponent with a collection of novel exponents for measuring local regularity, the p-exponents. One of the major virtues of p-exponents is that they can potentially take negative values. The corresponding wavelet-based multiscale quantities, the p-leaders, are constructed and shown to permit the definition of a new multifractal formalism, yielding an accurate practical estimation of the multifractal properties of real-world data. Moreover, theoretical and practical connections to and comparisons against another multifractal formalism, referred to as multifractal detrended fluctuation analysis, are achieved. The performance of the proposed p-leader multifractal formalism is studied and compared to previous formalisms using synthetic multifractal signals and images, illustrating its theoretical and practical benefits. The present contribution is complemented by a companion article studying in depth the theoretical properties of p-exponents and the rich classification of local singularities it permits.

Multifractal Analysis for Nutritional Assessment

PubMed Central

Park, Youngja; Lee, Kichun; Ziegler, Thomas R.; Martin, Greg S.; Hebbar, Gautam; Vidakovic, Brani; Jones, Dean P.

2013-01-01

The concept of multifractality is currently used to describe self-similar and complex scaling properties observed in numerous biological signals. Fractals are geometric objects or dynamic variations which exhibit some degree of similarity (irregularity) to the original object in a wide range of scales. This approach determines irregularity of biologic signal as an indicator of adaptability, the capability to respond to unpredictable stress, and health. In the present work, we propose the application of multifractal analysis of wavelet-transformed proton nuclear magnetic resonance (1H NMR) spectra of plasma to determine nutritional insufficiency. For validation of this method on 1H NMR signal of human plasma, standard deviation from classical statistical approach and Hurst exponent (H), left slope and partition function from multifractal analysis were extracted from 1H NMR spectra to test whether multifractal indices could discriminate healthy subjects from unhealthy, intensive care unit patients. After validation, the multifractal approach was applied to spectra of plasma from a modified crossover study of sulfur amino acid insufficiency and tested for associations with blood lipids. The results showed that standard deviation and H, but not left slope, were significantly different for sulfur amino acid sufficiency and insufficiency. Quadratic discriminant analysis of H, left slope and the partition function showed 78% overall classification accuracy according to sulfur amino acid status. Triglycerides and apolipoprotein C3 were significantly correlated with a multifractal model containing H, left slope, and standard deviation, and cholesterol and high-sensitivity C-reactive protein were significantly correlated to H. In conclusion, multifractal analysis of 1H NMR spectra provides a new approach to characterize nutritional status. PMID:23990878

Non-stationary dynamics in the bouncing ball: A wavelet perspective

DOE Office of Scientific and Technical Information (OSTI.GOV)

Behera, Abhinna K., E-mail: abhinna@iiserkol.ac.in; Panigrahi, Prasanta K., E-mail: pprasanta@iiserkol.ac.in; Sekar Iyengar, A. N., E-mail: ansekar.iyengar@saha.ac.in

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 tomore » neutral turbulence, viscous dissipation regions, and different time varying periodic modulations.« less

Multifractal analysis of macro- and microcerebral circulation in rats

NASA Astrophysics Data System (ADS)

Pavlov, Alexey N.; Sindeeva, Olga S.; Sindeev, Sergey S.; Pavlova, Olga N.; Abdurashitov, Arkady S.; Rybalova, Elena V.; Semyachkina-Glushkovskaya, Oxana V.

2016-04-01

Application of noninvasive optical coherent-domain methods and advanced data processing tools such as the wavelet-based multifractal formalism allows revealing effective markers of early stages of functional distortions in the dynamics of cerebral vessels. Based on experiments performed in rats we discuss a possibility to diagnose a hidden stage of the development of intracranial hemorrhage (ICH). We also consider responses of the cerebrovascular dynamics to a pharmacologically induced increase in the peripheral blood pressure. We report distinctions occurring at the levels of macro- and microcerebral circulation.

Gradual multifractal reconstruction of time-series: Formulation of the method and an application to the coupling between stock market indices and their Hölder exponents

NASA Astrophysics Data System (ADS)

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.

Interaction-Dominant Dynamics in Human Cognition: Beyond 1/f[superscript [alpha

ERIC Educational Resources Information Center

Ihlen, Espen A. F.; Vereijken, Beatrix

2010-01-01

It has been suggested that human behavior in general and cognitive performance in particular emerge from coordination between multiple temporal scales. In this article, we provide quantitative support for such a theory of interaction-dominant dynamics in human cognition by using wavelet-based multifractal analysis and accompanying multiplicative…

Multifractal surrogate-data generation algorithm that preserves pointwise Hölder regularity structure, with initial applications to turbulence

NASA Astrophysics Data System (ADS)

Keylock, C. J.

2017-03-01

An algorithm is described that can generate random variants of a time series while preserving the probability distribution of original values and the pointwise Hölder regularity. Thus, it preserves the multifractal properties of the data. Our algorithm is similar in principle to well-known algorithms based on the preservation of the Fourier amplitude spectrum and original values of a time series. However, it is underpinned by a dual-tree complex wavelet transform rather than a Fourier transform. Our method, which we term the iterated amplitude adjusted wavelet transform can be used to generate bootstrapped versions of multifractal data, and because it preserves the pointwise Hölder regularity but not the local Hölder regularity, it can be used to test hypotheses concerning the presence of oscillating singularities in a time series, an important feature of turbulence and econophysics data. Because the locations of the data values are randomized with respect to the multifractal structure, hypotheses about their mutual coupling can be tested, which is important for the velocity-intermittency structure of turbulence and self-regulating processes.

Multifractal modeling, segmentation, prediction, and statistical validation of posterior fossa tumors

NASA Astrophysics Data System (ADS)

Islam, Atiq; Iftekharuddin, Khan M.; Ogg, Robert J.; Laningham, Fred H.; Sivakumar, Bhuvaneswari

2008-03-01

In this paper, we characterize the tumor texture in pediatric brain magnetic resonance images (MRIs) and exploit these features for automatic segmentation of posterior fossa (PF) tumors. We focus on PF tumor because of the prevalence of such tumor in pediatric patients. Due to varying appearance in MRI, we propose to model the tumor texture with a multi-fractal process, such as a multi-fractional Brownian motion (mBm). In mBm, the time-varying Holder exponent provides flexibility in modeling irregular tumor texture. We develop a detailed mathematical framework for mBm in two-dimension and propose a novel algorithm to estimate the multi-fractal structure of tissue texture in brain MRI based on wavelet coefficients. This wavelet based multi-fractal feature along with MR image intensity and a regular fractal feature obtained using our existing piecewise-triangular-prism-surface-area (PTPSA) method, are fused in segmenting PF tumor and non-tumor regions in brain T1, T2, and FLAIR MR images respectively. We also demonstrate a non-patient-specific automated tumor prediction scheme based on these image features. We experimentally show the tumor discriminating power of our novel multi-fractal texture along with intensity and fractal features in automated tumor segmentation and statistical prediction. To evaluate the performance of our tumor prediction scheme, we obtain ROCs and demonstrate how sharply the curves reach the specificity of 1.0 sacrificing minimal sensitivity. Experimental results show the effectiveness of our proposed techniques in automatic detection of PF tumors in pediatric MRIs.

Multifractal analysis of a GCM climate

NASA Astrophysics Data System (ADS)

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").

The dynamic system corresponding to LOD and AAM.

NASA Astrophysics Data System (ADS)

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.

Characterizing scaling properties of complex signals with missed data segments using the multifractal analysis.

PubMed

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.

Characterizing scaling properties of complex signals with missed data segments using the multifractal analysis

NASA Astrophysics Data System (ADS)

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.

Wavelet detection of coherent structures in interplanetary magnetic flux ropes and its role in the intermittent turbulence

NASA Astrophysics Data System (ADS)

Muñoz, P. R.; Chian, A. C.

2013-12-01

We implement a method to detect coherent magnetic structures using the Haar discrete wavelet transform (Salem et al., ApJ 702, 537, 2009), and apply it to an event detected by Cluster at the turbulent boundary layer of an interplanetary magnetic flux rope. The wavelet method is able to detect magnetic coherent structures and extract main features of solar wind intermittent turbulence, such as the power spectral density and the scaling exponent of structure functions. Chian and Muñoz (ApJL 733, L34, 2011) investigated the relation between current sheets, turbulence, and magnetic reconnections at the leading edge of an interplanetary coronal mass ejection measured by Cluster upstream of the Earth's bow shock on 2005 January 21. We found observational evidence of two magnetically reconnected current sheets in the vicinity of a front magnetic cloud boundary layer, where the scaling exponent of structure functions of magnetic fluctuations exhibits multifractal behavior. Using the wavelet technique, we show that the current sheets associated to magnetic reconnection are part of the set of magnetic coherent structures responsible for multifractality. By removing them using a filtering criteria, it is possible to recover a self-similar scaling exponent predicted for homogeneous turbulence. Finally, we discuss an extension of the wavelet technique to study coherent structures in two-dimensional solar magnetograms.

Turbulence Characteristics in an Elevated Shear Layer over Owens Valley

DTIC Science & Technology

2010-02-14

Arnéodo, G. Grasseau, Y. Gagne, E. J. Hopfinger, and U. Frisch, 1989: Wavelet analysis of turbulence reveals the multifractal nature of the Richardson...Helmholtz (KH) instability, the tur- bulence inertial subrange, turbulence intermittency, and cross -scale energy transfer over complex terrain. The...or cross -valley) and the normal (also referred to as along- valley) wind components, respectively. Figure 2 shows profiles derived from the 1800 UTC

Frozen Fractals all Around: Solar flares, Ampere’s Law, and the Search for Units in Scale-Free Processes.

NASA Astrophysics Data System (ADS)

McAteer, R. T. James

2015-08-01

My soul is spiraling in frozen fractals all around, And one thought crystallizes like an icy blast, I'm never going back, the past is in the past.Elsa, from Disney’s Frozen, characterizes two fundamental aspects of scale-free processes in Nature: fractals are everywhere in space; fractals can be used to probe changes in time. Self-Organized Criticality provides a powerful set of tools to study scale-free processes. It connects spatial fractals (more generically, multifractals) to temporal evolution. The drawback is that this usually results in scale-free, unit-less, indices, which can be difficult to connect to everyday physics. Here, I show a novel method that connects one of the most powerful SOC tools - the wavelet transform modulus maxima approach to calculating multifractality - to one of the most powerful equations in all of physics - Ampere’s law. In doing so I show how the multifractal spectra can be expressed in terms of current density, and how current density can then be used for the prediction of future energy release from such a system.Our physical understanding of the solar magnetic field structure, and hence our ability to predict solar activity, is limited by the type of data currently available. I show that the multifractal spectrum provides a powerful physical connection between the details of photospheric magnetic gradients of current data and the coronal magnetic structure. By decomposing Ampere’s law and comparing it to the wavelet transform modulus maximum method, I show how the scale-free Holder exponent provides a direct measure of current density across all relevant sizes. The prevalence of this current density across various scales is connected to its stability in time, and hence to the ability of the magnetic structure to store and then release energy. Hence (spatial) multifractals inform us of (future) solar activity.Finally I discuss how such an approach can be used in any study of scale-free processes, and highlight the necessary key steps in identifying the nature of the mother wavelet to ensuring the viability of this powerful connection.

Log-Normality and Multifractal Analysis of Flame Surface Statistics

NASA Astrophysics Data System (ADS)

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.

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

NASA Astrophysics Data System (ADS)

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 and used as the bearing fault features. Next, MDC was used to classify the bearing fault features extracted by EMD, WT and MF-DFA in the time domain and assess the abilities of the three methods to extract fault features from bearing fault data. The results show that MF-DFA seems to outperform each of envelope analysis, statistical parameters, EMD and WT in feature extraction of bearing fault data and then the proposed method in this paper delivers satisfactory performances in distinguishing different types and severity of bearing faults. Furthermore, to further ascertain the nature causing the multifractality of bearing vibration data, the generalized Hurst exponents of the original bearing vibration data were compared with those of the shuffled and the surrogated data. Consequently, the long-range correlations for small and large fluctuations of data seem to be chiefly responsible for the multifractality of bearing vibration data.

Beyond Fractals and 1/f Noise: Multifractal Analysis of Complex Physiological Time Series

NASA Astrophysics Data System (ADS)

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.

Statistical physics and physiology: monofractal and multifractal approaches

NASA Technical Reports Server (NTRS)

Stanley, H. E.; Amaral, L. A.; Goldberger, A. L.; Havlin, S.; Peng, C. K.

1999-01-01

Even under healthy, basal conditions, physiologic systems show erratic fluctuations resembling those found in dynamical systems driven away from a single equilibrium state. Do such "nonequilibrium" fluctuations simply reflect the fact that physiologic systems are being constantly perturbed by external and intrinsic noise? Or, do these fluctuations actually, contain useful, "hidden" information about the underlying nonequilibrium control mechanisms? We report some recent attempts to understand the dynamics of complex physiologic fluctuations by adapting and extending concepts and methods developed very recently in statistical physics. Specifically, we focus on interbeat interval variability as an important quantity to help elucidate possibly non-homeostatic physiologic variability because (i) the heart rate is under direct neuroautonomic control, (ii) interbeat interval variability is readily measured by noninvasive means, and (iii) analysis of these heart rate dynamics may provide important practical diagnostic and prognostic information not obtainable with current approaches. The analytic tools we discuss may be used on a wider range of physiologic signals. We first review recent progress using two analysis methods--detrended fluctuation analysis and wavelets--sufficient for quantifying monofractual structures. We then describe recent work that quantifies multifractal features of interbeat interval series, and the discovery that the multifractal structure of healthy subjects is different than that of diseased subjects.

Analysis of HD 73045 light curve data

NASA Astrophysics Data System (ADS)

Das, Mrinal Kanti; Bhatraju, Naveen Kumar; Joshi, Santosh

2018-04-01

In this work we analyzed the Kepler light curve data of HD 73045. The raw data has been smoothened using standard filters. The power spectrum has been obtained by using a fast Fourier transform routine. It shows the presence of more than one period. In order to take care of any non-stationary behavior, we carried out a wavelet analysis to obtain the wavelet power spectrum. In addition, to identify the scale invariant structure, the data has been analyzed using a multifractal detrended fluctuation analysis. Further to characterize the diversity of embedded patterns in the HD 73045 flux time series, we computed various entropy-based complexity measures e.g. sample entropy, spectral entropy and permutation entropy. The presence of periodic structure in the time series was further analyzed using the visibility network and horizontal visibility network model of the time series. The degree distributions in the two network models confirm such structures.

Comparative Multifractal Analysis of Dynamic Infrared Thermograms and X-Ray Mammograms Enlightens Changes in the Environment of Malignant Tumors.

PubMed

Gerasimova-Chechkina, Evgeniya; Toner, Brian; Marin, Zach; Audit, Benjamin; Roux, Stephane G; Argoul, Francoise; Khalil, Andre; Gileva, Olga; Naimark, Oleg; Arneodo, Alain

2016-01-01

There is growing evidence that the microenvironment surrounding a tumor plays a special role in cancer development and cancer therapeutic resistance. Tumors arise from the dysregulation and alteration of both the malignant cells and their environment. By providing tumor-repressing signals, the microenvironment can impose and sustain normal tissue architecture. Once tissue homeostasis is lost, the altered microenvironment can create a niche favoring the tumorigenic transformation process. A major challenge in early breast cancer diagnosis is thus to show that these physiological and architectural alterations can be detected with currently used screening techniques. In a recent study, we used a 1D wavelet-based multi-scale method to analyze breast skin temperature temporal fluctuations collected with an IR thermography camera in patients with breast cancer. This study reveals that the multifractal complexity of temperature fluctuations superimposed on cardiogenic and vasomotor perfusion oscillations observed in healthy breasts is lost in malignant tumor foci in cancerous breasts. Here we use a 2D wavelet-based multifractal method to analyze the spatial fluctuations of breast density in the X-ray mammograms of the same panel of patients. As compared to the long-range correlations and anti-correlations in roughness fluctuations, respectively observed in dense and fatty breast areas, some significant change in the nature of breast density fluctuations with some clear loss of correlations is detected in the neighborhood of malignant tumors. This attests to some architectural disorganization that may deeply affect heat transfer and related thermomechanics in breast tissues, corroborating the change to homogeneous monofractal temperature fluctuations recorded in cancerous breasts with the IR camera. These results open new perspectives in computer-aided methods to assist in early breast cancer diagnosis.

Comparative Multifractal Analysis of Dynamic Infrared Thermograms and X-Ray Mammograms Enlightens Changes in the Environment of Malignant Tumors

PubMed Central

Gerasimova-Chechkina, Evgeniya; Toner, Brian; Marin, Zach; Audit, Benjamin; Roux, Stephane G.; Argoul, Francoise; Khalil, Andre; Gileva, Olga; Naimark, Oleg; Arneodo, Alain

2016-01-01

There is growing evidence that the microenvironment surrounding a tumor plays a special role in cancer development and cancer therapeutic resistance. Tumors arise from the dysregulation and alteration of both the malignant cells and their environment. By providing tumor-repressing signals, the microenvironment can impose and sustain normal tissue architecture. Once tissue homeostasis is lost, the altered microenvironment can create a niche favoring the tumorigenic transformation process. A major challenge in early breast cancer diagnosis is thus to show that these physiological and architectural alterations can be detected with currently used screening techniques. In a recent study, we used a 1D wavelet-based multi-scale method to analyze breast skin temperature temporal fluctuations collected with an IR thermography camera in patients with breast cancer. This study reveals that the multifractal complexity of temperature fluctuations superimposed on cardiogenic and vasomotor perfusion oscillations observed in healthy breasts is lost in malignant tumor foci in cancerous breasts. Here we use a 2D wavelet-based multifractal method to analyze the spatial fluctuations of breast density in the X-ray mammograms of the same panel of patients. As compared to the long-range correlations and anti-correlations in roughness fluctuations, respectively observed in dense and fatty breast areas, some significant change in the nature of breast density fluctuations with some clear loss of correlations is detected in the neighborhood of malignant tumors. This attests to some architectural disorganization that may deeply affect heat transfer and related thermomechanics in breast tissues, corroborating the change to homogeneous monofractal temperature fluctuations recorded in cancerous breasts with the IR camera. These results open new perspectives in computer-aided methods to assist in early breast cancer diagnosis. PMID:27555823

Multifractals embedded in short time series: An unbiased estimation of probability moment

NASA Astrophysics Data System (ADS)

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.

Fractal density modeling of crustal heterogeneity from the KTB deep hole

NASA Astrophysics Data System (ADS)

Chen, Guoxiong; Cheng, Qiuming

2017-03-01

Fractal or multifractal concepts have significantly enlightened our understanding of crustal heterogeneity. Much attention has focused on 1/f scaling natures of physicochemical heterogeneity of Earth crust from fractal increment perspective. In this study, fractal density model from fractal clustering point of view is used to characterize the scaling behaviors of heterogeneous sources recorded at German Continental Deep Drilling Program (KTB) main hole, and of special contribution is the local and global multifractal analysis revisited by using Haar wavelet transform (HWT). Fractal density modeling of mass accumulation generalizes the unit of rock density from integer (e.g., g/cm3) to real numbers (e.g., g/cmα), so that crustal heterogeneities with respect to source accumulation are quantified by singularity strength of fractal density in α-dimensional space. From that perspective, we found that the bulk densities of metamorphic rocks exhibit fractal properties but have a weak multifractality, decreasing with the depth. The multiscaling natures of chemical logs also have been evidenced, and the observed distinct fractal laws for mineral contents are related to their different geochemical behaviors within complex lithological context. Accordingly, scaling distributions of mineral contents have been recognized as a main contributor to the multifractal natures of heterogeneous density for low-porosity crystalline rocks. This finally allows us to use de Wijs cascade process to explain the mechanism of fractal density. In practice, the proposed local singularity analysis based on HWT is suggested as an attractive high-pass filtering to amplify weak signatures of well logs as well as to delineate microlithological changes.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Davis, A.B.; Clothiaux, E.

Because of Earth`s gravitational field, its atmosphere is strongly anisotropic with respect to the vertical; the effect of the Earth`s rotation on synoptic wind patterns also causes a more subtle form of anisotropy in the horizontal plane. The authors survey various approaches to statistically robust anisotropy from a wavelet perspective and present a new one adapted to strongly non-isotropic fields that are sampled on a rectangular grid with a large aspect ratio. This novel technique uses an anisotropic version of Multi-Resolution Analysis (MRA) in image analysis; the authors form a tensor product of the standard dyadic Haar basis, where themore » dividing ratio is {lambda}{sub z} = 2, and a nonstandard triadic counterpart, where the dividing ratio is {lambda}{sub x} = 3. The natural support of the field is therefore 2{sup n} pixels (vertically) by 3{sup n} pixels (horizontally) where n is the number of levels in the MRA. The natural triadic basis includes the French top-hat wavelet which resonates with bumps in the field whereas the Haar wavelet responds to ramps or steps. The complete 2D basis has one scaling function and five wavelets. The resulting anisotropic MRA is designed for application to the liquid water content (LWC) field in boundary-layer clouds, as the prevailing wind advects them by a vertically pointing mm-radar system. Spatial correlations are notoriously long-range in cloud structure and the authors use the wavelet coefficients from the new MRA to characterize these correlations in a multifractal analysis scheme. In the present study, the MRA is used (in synthesis mode) to generate fields that mimic cloud structure quite realistically although only a few parameters are used to control the randomness of the LWC`s wavelet coefficients.« less

Nonstationarity Versus Intermittency: A Wavelet/Multifractal Perspective with Operational Criteria

NASA Astrophysics Data System (ADS)

Davis, A. B.; Marshak, A.

2001-12-01

The signal from a seismograph is mostly low-level white background- and/or instrumental noise with the occasional burst of high-level transient activity that results from a (generally) remote earthquake. The former component can justifiably be deemed stationary on intuitive grounds; by contrast, the latter component has been called ``nonstationary'' by statisticians since it seriously perturbs their running means and variances over relatively short time-scales. Recall here that the eminently theoretical definition of stationarity as time-invariance of ensemble-averages is of little use when a single realization is available, the generic case in geophysics. A high-pass filtered trace of turbulent velocity looks much the same as the seismic signal but the bursts are seen by physicists as a manifestation of ``intermittency'' rather than nonstationarity. We side with the second characterization by allegiance, but fully appreciate the statistician's concern for robustness. In this context, the weaknesses of the nonstationarity model are: the over-reliance on low-order moments (Gaussian ideology), the restriction on scales, and the need for a threshold to define ``serious perturbation.'' At the same time, an added advantage of the intermittency model for bursts is that it frees up the notion of nonstationarity to describe the low-pass components of turbulent geophysical signals which are as important as their high-pass counterparts, if not more, in many applications. The stationarity versus nonstationarity question is best recast in terms of spatial correlations and scaling enables us to do this, even when dealing with a single realization: are they short-range (as in ``noises'') or long-range (as in ``motions'')? However, care must be taken about what spatial statistic to use here, and finite sample-size effects can add to the confusion. Every quantification of intermittency based on higher-order multifractal statistics should also be scrutinized for finite-sample effects. Using the unifying framework of wavelet transforms for multifractal analysis, we offer unambiguous criteria to decide whether a given dataset that is scaling (within limits) is stationary or not, and then intermittent or not. In the latter case, there is an arbitrary threshold that is easily set in any specific application. Having established the presence of significant intermittency, we can anticipate that the selection of one particular brand of multifractality versus another will be quite difficult based on data alone. This relates in particular to the proliferation of competing multifractal theories of turbulence in spite of on-going efforts to collect high-quality data.

A picture for the coupling of unemployment and inflation

NASA Astrophysics Data System (ADS)

Safdari, H.; Hosseiny, A.; Vasheghani Farahani, S.; Jafari, G. R.

2016-02-01

The aim of this article is to illustrate the scaling features of two well heard characters in the media; unemployment and inflation. We carry out a scaling analysis on the coupling between unemployment and inflation. This work is based on the wavelet analysis as well as the detrended fluctuation analysis (DFA). Through our analysis we state that while unemployment is time scale invariant, inflation is bi-scale. We show that inflation possess a five year time scale where it experiences different behaviours before and after this scale period. This behaviour of inflation provides basis for the coupling to inherit the stated time interval. Although inflation is bi-scale, it is unemployment that shows a strong multifractality feature. Owing to the cross wavelet analysis we provide a picture that illustrates the dynamics of coupling between unemployment and inflation regarding intensity, direction, and scale. The fact of the matter is that the coupling between inflation and unemployment is not equal in one way compared to the opposite. Regarding the scaling; coupling exhibits different features in various scales. In a sense that although in one scale its correlation behaves in a positive/negative manner, at the same time it can be negative/positive for another scale.

Nonlinear dynamics of laser systems with elements of a chaos: Advanced computational code

NASA Astrophysics Data System (ADS)

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.

Application of wavelet based MFDFA on Mueller matrix images for cervical pre-cancer detection

NASA Astrophysics Data System (ADS)

Zaffar, Mohammad; Pradhan, Asima

2018-02-01

A systematic study has been conducted on application of wavelet based multifractal de-trended fluctuation analysis (MFDFA) on Mueller matrix (MM) images of cervical tissue sections for early cancer detection. Changes in multiple scattering and orientation of fibers are observed by utilizing a discrete wavelet transform (Daubechies) which identifies fluctuations over polynomial trends. Fluctuation profiles, after 9th level decomposition, for all elements of MM qualitatively establish a demarcation of different grades of cancer from normal tissue. Moreover, applying MFDFA on MM images, Hurst exponent profiles for images of MM qualitatively are seen to display differences. In addition, the values of Hurst exponent increase for the diagonal elements of MM with increasing grades of the cervical cancer, while the value for the elements which correspond to linear polarizance decrease. However, for circular polarizance the value increases with increasing grades. These fluctuation profiles reveal the trend of local variation of refractive -indices and along with Hurst exponent profile, may serve as a useful biological metric in the early detection of cervical cancer. The quantitative measurements of Hurst exponent for diagonal and first column (polarizance governing elements) elements which reflect changes in multiple scattering and structural anisotropy in stroma, may be sensitive indicators of pre-cancer.

Multifractal characterization of energy stocks in China: A multifractal detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Yang, Liansheng; Zhu, Yingming; Wang, Yudong

2016-06-01

In this paper, we investigate the impacts of oil price changes on energy stocks in Chinese stock market from the multifractal perspective. The well-known multifractal detrended fluctuation analysis (MF-DFA) is applied to detect the multifractality. We find that both returns and volatilities of energy industry index display apparent multifractal behavior. Oil market activity is an important source of multifractality in energy stocks index in addition to long-range correlations and fat-tail distributions.

Comparison of Machine Learning Methods for the Arterial Hypertension Diagnostics

PubMed Central

Belo, David; Gamboa, Hugo

2017-01-01

The paper presents results of machine learning approach accuracy applied analysis of cardiac activity. The study evaluates the diagnostics possibilities of the arterial hypertension by means of the short-term heart rate variability signals. Two groups were studied: 30 relatively healthy volunteers and 40 patients suffering from the arterial hypertension of II-III degree. The following machine learning approaches were studied: linear and quadratic discriminant analysis, k-nearest neighbors, support vector machine with radial basis, decision trees, and naive Bayes classifier. Moreover, in the study, different methods of feature extraction are analyzed: statistical, spectral, wavelet, and multifractal. All in all, 53 features were investigated. Investigation results show that discriminant analysis achieves the highest classification accuracy. The suggested approach of noncorrelated feature set search achieved higher results than data set based on the principal components. PMID:28831239

Scale-Free and Multifractal Time Dynamics of fMRI Signals during Rest and Task

PubMed Central

Ciuciu, P.; Varoquaux, G.; Abry, P.; Sadaghiani, S.; Kleinschmidt, A.

2012-01-01

Scaling temporal dynamics in functional MRI (fMRI) signals have been evidenced for a decade as intrinsic characteristics of ongoing brain activity (Zarahn et al., 1997). Recently, scaling properties were shown to fluctuate across brain networks and to be modulated between rest and task (He, 2011): notably, Hurst exponent, quantifying long memory, decreases under task in activating and deactivating brain regions. In most cases, such results were obtained: First, from univariate (voxelwise or regionwise) analysis, hence focusing on specific cognitive systems such as Resting-State Networks (RSNs) and raising the issue of the specificity of this scale-free dynamics modulation in RSNs. Second, using analysis tools designed to measure a single scaling exponent related to the second order statistics of the data, thus relying on models that either implicitly or explicitly assume Gaussianity and (asymptotic) self-similarity, while fMRI signals may significantly depart from those either of those two assumptions (Ciuciu et al., 2008; Wink et al., 2008). To address these issues, the present contribution elaborates on the analysis of the scaling properties of fMRI temporal dynamics by proposing two significant variations. First, scaling properties are technically investigated using the recently introduced Wavelet Leader-based Multifractal formalism (WLMF; Wendt et al., 2007). This measures a collection of scaling exponents, thus enables a richer and more versatile description of scale invariance (beyond correlation and Gaussianity), referred to as multifractality. Also, it benefits from improved estimation performance compared to tools previously used in the literature. Second, scaling properties are investigated in both RSN and non-RSN structures (e.g., artifacts), at a broader spatial scale than the voxel one, using a multivariate approach, namely the Multi-Subject Dictionary Learning (MSDL) algorithm (Varoquaux et al., 2011) that produces a set of spatial components that appear more sparse than their Independent Component Analysis (ICA) counterpart. These tools are combined and applied to a fMRI dataset comprising 12 subjects with resting-state and activation runs (Sadaghiani et al., 2009). Results stemming from those analysis confirm the already reported task-related decrease of long memory in functional networks, but also show that it occurs in artifacts, thus making this feature not specific to functional networks. Further, results indicate that most fMRI signals appear multifractal at rest except in non-cortical regions. Task-related modulation of multifractality appears only significant in functional networks and thus can be considered as the key property disentangling functional networks from artifacts. These finding are discussed in the light of the recent literature reporting scaling dynamics of EEG microstate sequences at rest and addressing non-stationarity issues in temporally independent fMRI modes. PMID:22715328

BOOK REVIEW: The Illustrated Wavelet Transform Handbook: Introductory Theory and Applications in Science, Engineering, Medicine and Finance

NASA Astrophysics Data System (ADS)

Ng, J.; Kingsbury, N. G.

2004-02-01

This book provides an overview of the theory and practice of continuous and discrete wavelet transforms. Divided into seven chapters, the first three chapters of the book are introductory, describing the various forms of the wavelet transform and their computation, while the remaining chapters are devoted to applications in fluids, engineering, medicine and miscellaneous areas. Each chapter is well introduced, with suitable examples to demonstrate key concepts. Illustrations are included where appropriate, thus adding a visual dimension to the text. A noteworthy feature is the inclusion, at the end of each chapter, of a list of further resources from the academic literature which the interested reader can consult. The first chapter is purely an introduction to the text. The treatment of wavelet transforms begins in the second chapter, with the definition of what a wavelet is. The chapter continues by defining the continuous wavelet transform and its inverse and a description of how it may be used to interrogate signals. The continuous wavelet transform is then compared to the short-time Fourier transform. Energy and power spectra with respect to scale are also discussed and linked to their frequency counterparts. Towards the end of the chapter, the two-dimensional continuous wavelet transform is introduced. Examples of how the continuous wavelet transform is computed using the Mexican hat and Morlet wavelets are provided throughout. The third chapter introduces the discrete wavelet transform, with its distinction from the discretized continuous wavelet transform having been made clear at the end of the second chapter. In the first half of the chapter, the logarithmic discretization of the wavelet function is described, leading to a discussion of dyadic grid scaling, frames, orthogonal and orthonormal bases, scaling functions and multiresolution representation. The fast wavelet transform is introduced and its computation is illustrated with an example using the Haar wavelet. The second half of the chapter groups together miscellaneous points about the discrete wavelet transform, including coefficient manipulation for signal denoising and smoothing, a description of Daubechies’ wavelets, the properties of translation invariance and biorthogonality, the two-dimensional discrete wavelet transforms and wavelet packets. The fourth chapter is dedicated to wavelet transform methods in the author’s own specialty, fluid mechanics. Beginning with a definition of wavelet-based statistical measures for turbulence, the text proceeds to describe wavelet thresholding in the analysis of fluid flows. The remainder of the chapter describes wavelet analysis of engineering flows, in particular jets, wakes, turbulence and coherent structures, and geophysical flows, including atmospheric and oceanic processes. The fifth chapter describes the application of wavelet methods in various branches of engineering, including machining, materials, dynamics and information engineering. Unlike previous chapters, this (and subsequent) chapters are styled more as literature reviews that describe the findings of other authors. The areas addressed in this chapter include: the monitoring of machining processes, the monitoring of rotating machinery, dynamical systems, chaotic systems, non-destructive testing, surface characterization and data compression. The sixth chapter continues in this vein with the attention now turned to wavelets in the analysis of medical signals. Most of the chapter is devoted to the analysis of one-dimensional signals (electrocardiogram, neural waveforms, acoustic signals etc.), although there is a small section on the analysis of two-dimensional medical images. The seventh and final chapter of the book focuses on the application of wavelets in three seemingly unrelated application areas: fractals, finance and geophysics. The treatment on wavelet methods in fractals focuses on stochastic fractals with a short section on multifractals. The treatment on finance touches on the use of wavelets by other authors in studying stock prices, commodity behaviour, market dynamics and foreign exchange rates. The treatment on geophysics covers what was omitted from the fourth chapter, namely, seismology, well logging, topographic feature analysis and the analysis of climatic data. The text concludes with an assortment of other application areas which could only be mentioned in passing. Unlike most other publications in the subject, this book does not treat wavelet transforms in a mathematically rigorous manner but rather aims to explain the mechanics of the wavelet transform in a way that is easy to understand. Consequently, it serves as an excellent overview of the subject rather than as a reference text. Keeping the mathematics to a minimum and omitting cumbersome and detailed proofs from the text, the book is best-suited to those who are new to wavelets or who want an intuitive understanding of the subject. Such an audience may include graduate students in engineering and professionals and researchers in engineering and the applied sciences.

Joint multifractal analysis based on the partition function approach: analytical analysis, numerical simulation and empirical application

NASA Astrophysics Data System (ADS)

Xie, Wen-Jie; Jiang, Zhi-Qiang; Gu, Gao-Feng; Xiong, Xiong; Zhou, Wei-Xing

2015-10-01

Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these long-range cross correlations. However, several important issues about these methods are not well understood and most methods consider only one moment order. We study the joint multifractal analysis based on partition function with two moment orders, which was initially invented to investigate fluid fields, and derive analytically several important properties. We apply the method numerically to binomial measures with multifractal cross correlations and bivariate fractional Brownian motions without multifractal cross correlations. For binomial multifractal measures, the explicit expressions of mass function, singularity strength and multifractal spectrum of the cross correlations are derived, which agree excellently with the numerical results. We also apply the method to stock market indexes and unveil intriguing multifractality in the cross correlations of index volatilities.

Understanding the multifractality in portfolio excess returns

NASA Astrophysics Data System (ADS)

Chen, Cheng; Wang, Yudong

2017-01-01

The multifractality in stock returns have been investigated extensively. However, whether the autocorrelations in portfolio returns are multifractal have not been considered in the literature. In this paper, we detect multifractal behavior of returns of portfolios constructed based on two popular trading rules, size and book-to-market (BM) ratio. Using the multifractal detrended fluctuation analysis, we find that the portfolio returns are significantly multifractal and the multifractality is mainly attributed to long-range dependence. We also investigate the multifractal cross-correlation between portfolio return and market average return using the detrended cross-correlation analysis. Our results show that the cross-correlations of small fluctuations are persistent, while those of large fluctuations are anti-persistent.

An Integrated Nonlinear Analysis library - (INA) for solar system plasma turbulence

NASA Astrophysics Data System (ADS)

Munteanu, Costel; Kovacs, Peter; Echim, Marius; Koppan, Andras

2014-05-01

We present an integrated software library dedicated to the analysis of time series recorded in space and adapted to investigate turbulence, intermittency and multifractals. The library is written in MATLAB and provides a graphical user interface (GUI) customized for the analysis of space physics data available online like: Coordinated Data Analysis Web (CDAWeb), Automated Multi Dataset Analysis system (AMDA), Planetary Science Archive (PSA), World Data Center Kyoto (WDC), Ulysses Final Archive (UFA) and Cluster Active Archive (CAA). Three main modules are already implemented in INA : the Power Spectral Density (PSD) Analysis, the Wavelet and Intemittency Analysis and the Probability Density Functions (PDF) analysis.The layered structure of the software allows the user to easily switch between different modules/methods while retaining the same time interval for the analysis. The wavelet analysis module includes algorithms to compute and analyse the PSD, the Scalogram, the Local Intermittency Measure (LIM) or the Flatness parameter. The PDF analysis module includes algorithms for computing the PDFs for a range of scales and parameters fully customizable by the user; it also computes the Flatness parameter and enables fast comparison with standard PDF profiles like, for instance, the Gaussian PDF. The library has been already tested on Cluster and Venus Express data and we will show relevant examples. Research supported by the European Community's Seventh Framework Programme (FP7/2007-2013) under grant agreement no 313038/STORM, and a grant of the Romanian Ministry of National Education, CNCS UEFISCDI, project number PN-II-ID PCE-2012-4-0418.

Anti-correlation and multifractal features of Spain electricity spot market

NASA Astrophysics Data System (ADS)

Norouzzadeh, P.; Dullaert, W.; Rahmani, B.

2007-07-01

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 analysis, fluctuations behavior, the scaling exponents and generalized Hurst exponents are studied. Moreover, contribution of fat-tailed probability distributions and nonlinear temporal correlations to multifractality is studied.

Coupling detrended fluctuation analysis for multiple warehouse-out behavioral sequences

NASA Astrophysics Data System (ADS)

Yao, Can-Zhong; Lin, Ji-Nan; Zheng, Xu-Zhou

2017-01-01

Interaction patterns among different warehouses could make the warehouse-out behavioral sequences less predictable. We firstly take a coupling detrended fluctuation analysis on the warehouse-out quantity, and find that the multivariate sequences exhibit significant coupling multifractal characteristics regardless of the types of steel products. Secondly, we track the sources of multifractal warehouse-out sequences by shuffling and surrogating original ones, and we find that fat-tail distribution contributes more to multifractal features than the long-term memory, regardless of types of steel products. From perspective of warehouse contribution, some warehouses steadily contribute more to multifractal than other warehouses. Finally, based on multiscale multifractal analysis, we propose Hurst surface structure to investigate coupling multifractal, and show that multiple behavioral sequences exhibit significant coupling multifractal features that emerge and usually be restricted within relatively greater time scale interval.

Multifractality of stock markets based on cumulative distribution function and multiscale multifractal analysis

NASA Astrophysics Data System (ADS)

Lin, Aijing; Shang, Pengjian

2016-04-01

Considering the diverse application of multifractal techniques in natural scientific disciplines, this work underscores the versatility of multiscale multifractal detrended fluctuation analysis (MMA) method to investigate artificial and real-world data sets. The modified MMA method based on cumulative distribution function is proposed with the objective of quantifying the scaling exponent and multifractality of nonstationary time series. It is demonstrated that our approach can provide a more stable and faithful description of multifractal properties in comprehensive range rather than fixing the window length and slide length. Our analyzes based on CDF-MMA method reveal significant differences in the multifractal characteristics in the temporal dynamics between US and Chinese stock markets, suggesting that these two stock markets might be regulated by very different mechanism. The CDF-MMA method is important for evidencing the stable and fine structure of multiscale and multifractal scaling behaviors and can be useful to deepen and broaden our understanding of scaling exponents and multifractal characteristics.

Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives

NASA Astrophysics Data System (ADS)

He, Ling-Yun; Chen, Shu-Peng

2010-08-01

In this article, we investigated the multifractality and its underlying formation mechanisms in international crude oil markets, namely, Brent and WTI, which are the most important oil pricing benchmarks globally. We attempt to find the answers to the following questions: (1) Are those different markets multifractal? (2) What are the dynamical causes for multifractality in those markets (if any)? To answer these questions, we applied both multifractal detrended fluctuation analysis (MF-DFA) and multifractal singular spectrum analysis (MF-SSA) based on the partition function, two widely used multifractality detecting methods. We found that both markets exhibit multifractal properties by means of these methods. Furthermore, in order to identify the underlying formation mechanisms of multifractal features, we destroyed the underlying nonlinear temporal correlation by shuffling the original time series; thus, we identified that the causes of the multifractality are influenced mainly by a nonlinear temporal correlation mechanism instead of a non-Gaussian distribution. At last, by tracking the evolution of left- and right-half multifractal spectra, we found that the dynamics of the large price fluctuations is significantly different from that of the small ones. Our main contribution is that we not only provided empirical evidence of the existence of multifractality in the markets, but also the sources of multifractality and plausible explanations to current literature; furthermore, we investigated the different dynamical price behaviors influenced by large and small price fluctuations.

Direct determination approach for the multifractal detrending moving average analysis

NASA Astrophysics Data System (ADS)

Xu, Hai-Chuan; Gu, Gao-Feng; Zhou, Wei-Xing

2017-11-01

In the canonical framework, we propose an alternative approach for the multifractal analysis based on the detrending moving average method (MF-DMA). We define a canonical measure such that the multifractal mass exponent τ (q ) is related to the partition function and the multifractal spectrum f (α ) can be directly determined. The performances of the direct determination approach and the traditional approach of the MF-DMA are compared based on three synthetic multifractal and monofractal measures generated from the one-dimensional p -model, the two-dimensional p -model, and the fractional Brownian motions. We find that both approaches have comparable performances to unveil the fractal and multifractal nature. In other words, without loss of accuracy, the multifractal spectrum f (α ) can be directly determined using the new approach with less computation cost. We also apply the new MF-DMA approach to the volatility time series of stock prices and confirm the presence of multifractality.

Finite-size effect and the components of multifractality in transport economics volatility based on multifractal detrending moving average method

NASA Astrophysics Data System (ADS)

Chen, Feier; Tian, Kang; Ding, Xiaoxu; Miao, Yuqi; Lu, Chunxia

2016-11-01

Analysis of freight rate volatility characteristics attracts more attention after year 2008 due to the effect of credit crunch and slowdown in marine transportation. The multifractal detrended fluctuation analysis technique is employed to analyze the time series of Baltic Dry Bulk Freight Rate Index and the market trend of two bulk ship sizes, namely Capesize and Panamax for the period: March 1st 1999-February 26th 2015. In this paper, the degree of the multifractality with different fluctuation sizes is calculated. Besides, multifractal detrending moving average (MF-DMA) counting technique has been developed to quantify the components of multifractal spectrum with the finite-size effect taken into consideration. Numerical results show that both Capesize and Panamax freight rate index time series are of multifractal nature. The origin of multifractality for the bulk freight rate market series is found mostly due to nonlinear correlation.

Multifractal analysis of white matter structural changes on 3D magnetic resonance imaging between normal aging and early Alzheimer’s disease

NASA Astrophysics Data System (ADS)

Ni, Huang-Jing; Zhou, Lu-Ping; Zeng, Peng; Huang, Xiao-Lin; Liu, Hong-Xing; Ning, Xin-Bao

2015-07-01

Applications of multifractal analysis to white matter structure changes on magnetic resonance imaging (MRI) have recently received increasing attentions. Although some progresses have been made, there is no evident study on applying multifractal analysis to evaluate the white matter structural changes on MRI for Alzheimer’s disease (AD) research. In this paper, to explore multifractal analysis of white matter structural changes on 3D MRI volumes between normal aging and early AD, we not only extend the traditional box-counting multifractal analysis (BCMA) into the 3D case, but also propose a modified integer ratio based BCMA (IRBCMA) algorithm to compensate for the rigid division rule in BCMA. We verify multifractal characteristics in 3D white matter MRI volumes. In addition to the previously well studied multifractal feature, Δα, we also demonstrated Δf as an alternative and effective multifractal feature to distinguish NC from AD subjects. Both Δα and Δf are found to have strong positive correlation with the clinical MMSE scores with statistical significance. Moreover, the proposed IRBCMA can be an alternative and more accurate algorithm for 3D volume analysis. Our findings highlight the potential usefulness of multifractal analysis, which may contribute to clarify some aspects of the etiology of AD through detection of structural changes in white matter. Project supported by the National Natural Science Foundation of China (Grant No. 61271079), the Vice Chancellor Research Grant in University of Wollongong, and the Priority Academic Program Development of Jiangsu Higher Education Institutions, China.

Multifractal analysis of managed and independent float exchange rates

NASA Astrophysics Data System (ADS)

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.

Multifractal analysis and the NYHA index

NASA Astrophysics Data System (ADS)

Muñoz-Diosdado, A.; Ramírez-Hernández, L.; Aguilar-Molina, A. M.; Zamora-Justo, J. A.; Gutiérrez-Calleja, R. A.; Virgilio-González, C. D.

2014-11-01

We did multifractal analysis of heartbeat interval time series of healthy persons and patients with congestive heart failure (CHF). To analyze circadian rhythm variations we analyzed time series of 24 hours records and segments of six hours when the subject is asleep and segments of six hours when is awake. A decrease in the multifractality degree occurs in the heartbeat interval time series of CHF patients. This multifractality loss is associated with the width reduction of the spectrum and the complexity loss of the signal. Multifractal spectra of healthy persons are right skewed, but the spectra of CHF patients tend to be symmetrical and in some cases are left skewed. To determine the therapy for CHF patients, cardiologists use an index proposed by the NYHA (New York Heart Association). There is a correlation between this index and the multifractal analysis parameters, i.e. while higher is the NYHA index the width of the multifractal spectrum is lower and it is also more symmetrical. In contrast, patients with NYHA index equal to 1 have multifractal parameters similar to those of healthy subjects.

Multifractal Detrended Fluctuation Analysis of Regional Precipitation Sequences Based on the CEEMDAN-WPT

NASA Astrophysics Data System (ADS)

Liu, Dong; Cheng, Chen; Fu, Qiang; Liu, Chunlei; Li, Mo; Faiz, Muhammad Abrar; Li, Tianxiao; Khan, Muhammad Imran; Cui, Song

2018-03-01

In this paper, the complete ensemble empirical mode decomposition with the adaptive noise (CEEMDAN) algorithm is introduced into the complexity research of precipitation systems to improve the traditional complexity measure method specific to the mode mixing of the Empirical Mode Decomposition (EMD) and incomplete decomposition of the ensemble empirical mode decomposition (EEMD). We combined the CEEMDAN with the wavelet packet transform (WPT) and multifractal detrended fluctuation analysis (MF-DFA) to create the CEEMDAN-WPT-MFDFA, and used it to measure the complexity of the monthly precipitation sequence of 12 sub-regions in Harbin, Heilongjiang Province, China. The results show that there are significant differences in the monthly precipitation complexity of each sub-region in Harbin. The complexity of the northwest area of Harbin is the lowest and its predictability is the best. The complexity and predictability of the middle and Midwest areas of Harbin are about average. The complexity of the southeast area of Harbin is higher than that of the northwest, middle, and Midwest areas of Harbin and its predictability is worse. The complexity of Shuangcheng is the highest and its predictability is the worst of all the studied sub-regions. We used terrain and human activity as factors to analyze the causes of the complexity of the local precipitation. The results showed that the correlations between the precipitation complexity and terrain are obvious, and the correlations between the precipitation complexity and human influence factors vary. The distribution of the precipitation complexity in this area may be generated by the superposition effect of human activities and natural factors such as terrain, general atmospheric circulation, land and sea location, and ocean currents. To evaluate the stability of the algorithm, the CEEMDAN-WPT-MFDFA was compared with the equal probability coarse graining LZC algorithm, fuzzy entropy, and wavelet entropy. The results show that the CEEMDAN-WPT-MFDFA was more stable than 3 contrast methods under the influence of white noise and colored noise, which proves that the CEEMDAN-WPT-MFDFA has a strong robustness under the influence of noise.

Cross-correlation detection and analysis for California's electricity market based on analogous multifractal analysis

NASA Astrophysics Data System (ADS)

Wang, Fang; Liao, Gui-ping; Li, Jian-hui; Zou, Rui-biao; Shi, Wen

2013-03-01

A novel method, which we called the analogous multifractal cross-correlation analysis, is proposed in this paper to study the multifractal behavior in the power-law cross-correlation between price and load in California electricity market. In addition, a statistic ρAMF -XA, which we call the analogous multifractal cross-correlation coefficient, is defined to test whether the cross-correlation between two given signals is genuine or not. Our analysis finds that both the price and load time series in California electricity market express multifractal nature. While, as indicated by the ρAMF -XA statistical test, there is a huge difference in the cross-correlation behavior between the years 1999 and 2000 in California electricity markets.

Cross-correlation detection and analysis for California's electricity market based on analogous multifractal analysis.

PubMed

Wang, Fang; Liao, Gui-ping; Li, Jian-hui; Zou, Rui-biao; Shi, Wen

2013-03-01

A novel method, which we called the analogous multifractal cross-correlation analysis, is proposed in this paper to study the multifractal behavior in the power-law cross-correlation between price and load in California electricity market. In addition, a statistic ρAMF-XA, which we call the analogous multifractal cross-correlation coefficient, is defined to test whether the cross-correlation between two given signals is genuine or not. Our analysis finds that both the price and load time series in California electricity market express multifractal nature. While, as indicated by the ρAMF-XA statistical test, there is a huge difference in the cross-correlation behavior between the years 1999 and 2000 in California electricity markets.

Multifractal analysis of line-edge roughness

NASA Astrophysics Data System (ADS)

Constantoudis, Vassilios; Papavieros, George; Lorusso, Gian; Rutigliani, Vito; van Roey, Frieda; Gogolides, Evangelos

2018-03-01

In this paper, we propose to rethink the issue of LER characterization on the basis of the fundamental concept of symmetries. In LER one can apply two kinds of symmetries: a) the translation symmetry characterized by periodicity and b) the scaling symmetry quantified by the fractal dimension. Up to now, a lot of work has been done on the first symmetry since the Power Spectral Density (PSD), which has been extensively studied recently, is a decomposition of LER signal into periodic edges and quantification of the `power' of each periodicity at the real LER. The aim of this paper is to focus on the second symmetry of scaling invariance. Similarly to PSD, we introduce the multifractal approach in LER analysis which generalizes the scaling analysis of standard (mono)fractal theory and decomposes LER into fractal edges characterized by specific fractal dimensions. The main benefit of multifractal analysis is that it enables the characterization of the multi-scaling contributions of different mechanisms involved in LER formation. In the first part of our work, we present concisely the multifractal theory of line edges and utilize the Box Counting method for its implementation and the extraction of the multifractal spectrum. Special emphasis is given on the explanation of the physical meaning of the obtained multifractal spectrum whose asymmetry quantifies the degree of multifractality. In addition, we propose the distinction between peak-based and valley-based multifractality according to whether the asymmetry of the multifractal spectrum is coming from the sharp line material peaks to space regions or from the cavities of line materis (edge valleys). In the second part, we study systematically the evolution of LER multifractal spectrum during the first successive steps of a multiple (quadruple) patterning lithography technique and find an interesting transition from a peak-based multifractal behavior in the first litho resist LER to a valley-based multifractality caused mainly by the effects of etch pattern transfer steps.

Common multifractality in the heart rate variability and brain activity of healthy humans

NASA Astrophysics Data System (ADS)

Lin, D. C.; Sharif, A.

2010-06-01

The influence from the central nervous system on the human multifractal heart rate variability (HRV) is examined under the autonomic nervous system perturbation induced by the head-up-tilt body maneuver. We conducted the multifractal factorization analysis to factor out the common multifractal factor in the joint fluctuation of the beat-to-beat heart rate and electroencephalography data. Evidence of a central link in the multifractal HRV was found, where the transition towards increased (decreased) HRV multifractal complexity is associated with a stronger (weaker) multifractal correlation between the central and autonomic nervous systems.

NEW SUNS IN THE COSMOS. III. MULTIFRACTAL SIGNATURE ANALYSIS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Freitas, D. B. de; Nepomuceno, M. M. F.; Junior, P. R. V. de Moraes

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 mainmore » 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.« less

Price-volume multifractal analysis of the Moroccan stock market

NASA Astrophysics Data System (ADS)

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.

Intrapartum fetal heart rate classification from trajectory in Sparse SVM feature space.

PubMed

Spilka, J; Frecon, J; Leonarduzzi, R; Pustelnik, N; Abry, P; Doret, M

2015-01-01

Intrapartum fetal heart rate (FHR) constitutes a prominent source of information for the assessment of fetal reactions to stress events during delivery. Yet, early detection of fetal acidosis remains a challenging signal processing task. The originality of the present contribution are three-fold: multiscale representations and wavelet leader based multifractal analysis are used to quantify FHR variability ; Supervised classification is achieved by means of Sparse-SVM that aim jointly to achieve optimal detection performance and to select relevant features in a multivariate setting ; Trajectories in the feature space accounting for the evolution along time of features while labor progresses are involved in the construction of indices quantifying fetal health. The classification performance permitted by this combination of tools are quantified on a intrapartum FHR large database (≃ 1250 subjects) collected at a French academic public hospital.

A comparative analysis of alternative approaches for quantifying nonlinear dynamics in cardiovascular system.

PubMed

Chen, Yun; Yang, Hui

2013-01-01

Heart rate variability (HRV) analysis has emerged as an important research topic to evaluate autonomic cardiac function. However, traditional time and frequency-domain analysis characterizes and quantify only linear and stationary phenomena. In the present investigation, we made a comparative analysis of three alternative approaches (i.e., wavelet multifractal analysis, Lyapunov exponents and multiscale entropy analysis) for quantifying nonlinear dynamics in heart rate time series. Note that these extracted nonlinear features provide information about nonlinear scaling behaviors and the complexity of cardiac systems. To evaluate the performance, we used 24-hour HRV recordings from 54 healthy subjects and 29 heart failure patients, available in PhysioNet. Three nonlinear methods are evaluated not only individually but also in combination using three classification algorithms, i.e., linear discriminate analysis, quadratic discriminate analysis and k-nearest neighbors. Experimental results show that three nonlinear methods capture nonlinear dynamics from different perspectives and the combined feature set achieves the best performance, i.e., sensitivity 97.7% and specificity 91.5%. Collectively, nonlinear HRV features are shown to have the promise to identify the disorders in autonomic cardiovascular function.

a Comparison Between Two Ols-Based Approaches to Estimating Urban Multifractal Parameters

NASA Astrophysics Data System (ADS)

Huang, Lin-Shan; Chen, Yan-Guang

Multifractal theory provides a new spatial analytical tool for urban studies, but many basic problems remain to be solved. Among various pending issues, the most significant one is how to obtain proper multifractal dimension spectrums. If an algorithm is improperly used, the parameter spectrums will be abnormal. This paper is devoted to investigating two ordinary least squares (OLS)-based approaches for estimating urban multifractal parameters. Using empirical study and comparative analysis, we demonstrate how to utilize the adequate linear regression to calculate multifractal parameters. The OLS regression analysis has two different approaches. One is that the intercept is fixed to zero, and the other is that the intercept is not limited. The results of comparative study show that the zero-intercept regression yields proper multifractal parameter spectrums within certain scale range of moment order, while the common regression method often leads to abnormal multifractal parameter values. A conclusion can be reached that fixing the intercept to zero is a more advisable regression method for multifractal parameters estimation, and the shapes of spectral curves and value ranges of fractal parameters can be employed to diagnose urban problems. This research is helpful for scientists to understand multifractal models and apply a more reasonable technique to multifractal parameter calculations.

Asymmetric multiscale multifractal analysis of wind speed signals

NASA Astrophysics Data System (ADS)

Zhang, Xiaonei; Zeng, Ming; Meng, Qinghao

We develop a new method called asymmetric multiscale multifractal analysis (A-MMA) to explore the multifractality and asymmetric autocorrelations of the signals with a variable scale range. Three numerical experiments are provided to demonstrate the effectiveness of our approach. Then, the proposed method is applied to investigate multifractality and asymmetric autocorrelations of difference sequences between wind speed fluctuations with uptrends or downtrends. The results show that these sequences appear to be far more complex and contain abundant fractal dynamics information. Through analyzing the Hurst surfaces of nine difference sequences, we found that all series exhibit multifractal properties and multiscale structures. Meanwhile, the asymmetric autocorrelations are observed in all variable scale ranges and the asymmetry results are of good consistency within a certain spatial range. The sources of multifractality and asymmetry in nine difference series are further discussed using the corresponding shuffled series and surrogate series. We conclude that the multifractality of these series is due to both long-range autocorrelation and broad probability density function, but the major source of multifractality is long-range autocorrelation, and the source of asymmetry is affected by the spatial distance.

Multifractal behavior of an air pollutant time series and the relevance to the predictability.

PubMed

Dong, Qingli; Wang, Yong; Li, Peizhi

2017-03-01

Compared with the traditional method of detrended fluctuation analysis, which is used to characterize fractal scaling properties and long-range correlations, this research provides new insight into the multifractality and predictability of a nonstationary air pollutant time series using the methods of spectral analysis and multifractal detrended fluctuation analysis. First, the existence of a significant power-law behavior and long-range correlations for such series are verified. Then, by employing shuffling and surrogating procedures and estimating the scaling exponents, the major source of multifractality in these pollutant series is found to be the fat-tailed probability density function. Long-range correlations also partly contribute to the multifractal features. The relationship between the predictability of the pollutant time series and their multifractal nature is then investigated with extended analyses from the quantitative perspective, and it is found that the contribution of the multifractal strength of long-range correlations to the overall multifractal strength can affect the predictability of a pollutant series in a specific region to some extent. The findings of this comprehensive study can help to better understand the mechanisms governing the dynamics of air pollutant series and aid in performing better meteorological assessment and management. Copyright © 2016 Elsevier Ltd. All rights reserved.

Multifractal detrended cross-correlation analysis for two nonstationary signals.

PubMed

Zhou, Wei-Xing

2008-06-01

We propose a method called multifractal detrended cross-correlation analysis to investigate the multifractal behaviors in the power-law cross-correlations between two time series or higher-dimensional quantities recorded simultaneously, which can be applied to diverse complex systems such as turbulence, finance, ecology, physiology, geophysics, and so on. The method is validated with cross-correlated one- and two-dimensional binomial measures and multifractal random walks. As an example, we illustrate the method by analyzing two financial time series.

Scale invariance in biophysics

NASA Astrophysics Data System (ADS)

Stanley, H. Eugene

2000-06-01

In this general talk, we offer an overview of some problems of interest to biophysicists, medical physicists, and econophysicists. These include DNA sequences, brain plaques in Alzheimer patients, heartbeat intervals, and time series giving price fluctuations in economics. These problems have the common feature that they exhibit features that appear to be scale invariant. Particularly vexing is the problem that some of these scale invariant phenomena are not stationary-their statistical properties vary from one time interval to the next or form one position to the next. We will discuss methods, such as wavelet methods and multifractal methods, to cope with these problems. .

Multifractal to monofractal evolution of the London street network.

PubMed

Murcio, Roberto; Masucci, A Paolo; Arcaute, Elsa; Batty, Michael

2015-12-01

We perform a multifractal analysis of the evolution of London's street network from 1786 to 2010. First, we show that a single fractal dimension, commonly associated with the morphological description of cities, does not suffice to capture the dynamics of the system. Instead, for a proper characterization of such a dynamics, the multifractal spectrum needs to be considered. Our analysis reveals that London evolves from an inhomogeneous fractal structure, which can be described in terms of a multifractal, to a homogeneous one, which converges to monofractality. We argue that London's multifractal to monofractal evolution might be a special outcome of the constraint imposed on its growth by a green belt. Through a series of simulations, we show that multifractal objects, constructed through diffusion limited aggregation, evolve toward monofractality if their growth is constrained by a nonpermeable boundary.

Multifractal in Volatility of Family Business Stocks Listed on Casablanca STOCK Exchange

NASA Astrophysics Data System (ADS)

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.

Financial liberalization and stock market cross-correlation: MF-DCCA analysis based on Shanghai-Hong Kong Stock Connect

NASA Astrophysics Data System (ADS)

Ruan, Qingsong; Zhang, Shuhua; Lv, Dayong; Lu, Xinsheng

2018-02-01

Based on the implementation of Shanghai-Hong Kong Stock Connect in China, this paper examines the effects of financial liberalization on stock market comovement using both multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DCCA) methods. Results based on MF-DFA confirm the multifractality of Shanghai and Hong Kong stock markets, and the market efficiency of Shanghai stock market increased after the implementation of this connect program. Besides, analysis based on MF-DCCA has verified the existence of persistent cross-correlation between Shanghai and Hong Kong stock markets, and the cross-correlation gets stronger after the launch of this liberalization program. Finally, we find that fat-tail distribution is the main source of multifractality in the cross-correlations before the stock connect program, while long-range correlation contributes to the multifractality after this program.

Using multifractal analysis of ultra-weak photon emission from germinating wheat seedlings to differentiate between two grades of intoxication with potassium dichromate

NASA Astrophysics Data System (ADS)

Scholkmann, Felix; Cifra, Michal; Alexandre Moraes, Thiago; de Mello Gallep, Cristiano

2011-12-01

The aim of the present study was to test whether the multifractal properties of ultra-weak photon emission (UPE) from germinating wheat seedlings (Triticum aestivum) change when the seedlings are treated with different concentrations of the toxin potassium dichromate (PD). To this end, UPE was measured (50 seedlings in one Petri dish, duration: approx. 16.6- 28 h) from samples of three groups: (i) control (group C, N = 9), (ii) treated with 25 ppm of PD (group G25, N = 32), and (iii) treated with 150 ppm of PD (group G150, N = 23). For the multifractal analysis, the following steps where performed: (i) each UPE time series was trimmed to a final length of 1000 min; (ii) each UPE time series was filtered, linear detrended and normalized; (iii) the multifractal spectrum (f(α)) was calculated for every UPE time series using the backward multifractal detrended moving average (MFDMA) method; (iv) each multifractal spectrum was characterized by calculating the mode (αmode) of the spectrum and the degree of multifractality (Δα) (v) for every UPE time series its mean, skewness and kurtosis were also calculated; finally (vi) all obtained parameters where analyzed to determine their ability to differentiate between the three groups. This was based on Fisher's discriminant ratio (FDR), which was calculated for each parameter combination. Additionally, a non-parametric test was used to test whether the parameter values are significantly different or not. The analysis showed that when comparing all the three groups, FDR had the highest values for the multifractal parameters (αmode, Δα). Furthermore, the differences in these parameters between the groups were statistically significant (p < 0.05). The classical parameters (mean, skewness and kurtosis) had lower FDR values than the multifractal parameters in all cases and showed no significant difference between the groups (except for the skewness between group C and G150). In conclusion, multifractal analysis enables changes in UPE time series to be detected even when they are hidden for normal linear signal analysis methods. The analysis of changes in the multifractal properties might be a basis to design a classification system enabling the intoxication of cell cultures to be quantified based on UPE measurements.

Multifractal analysis of heartbeat dynamics during meditation training

NASA Astrophysics Data System (ADS)

Song, Renliang; Bian, Chunhua; Ma, Qianli D. Y.

2013-04-01

We investigate the multifractality of heartbeat dynamics during Chinese CHI meditation in healthy young adults. The results show that the range of multifractal singularity spectrum of heartbeat interval time series during meditation is significantly narrower than those in the pre-meditation state of the same subject, which indicates that during meditation the heartbeat becomes regular and the degree of multifractality decreases.

Detrending moving average algorithm for multifractals

NASA Astrophysics Data System (ADS)

Gu, Gao-Feng; Zhou, Wei-Xing

2010-07-01

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of nonstationary time series and the long-range correlations of fractal surfaces, which contains a parameter θ determining the position of the detrending window. We develop multifractal detrending moving average (MFDMA) algorithms for the analysis of one-dimensional multifractal measures and higher-dimensional multifractals, which is a generalization of the DMA method. The performance of the one-dimensional and two-dimensional MFDMA methods is investigated using synthetic multifractal measures with analytical solutions for backward (θ=0) , centered (θ=0.5) , and forward (θ=1) detrending windows. We find that the estimated multifractal scaling exponent τ(q) and the singularity spectrum f(α) are in good agreement with the theoretical values. In addition, the backward MFDMA method has the best performance, which provides the most accurate estimates of the scaling exponents with lowest error bars, while the centered MFDMA method has the worse performance. It is found that the backward MFDMA algorithm also outperforms the multifractal detrended fluctuation analysis. The one-dimensional backward MFDMA method is applied to analyzing the time series of Shanghai Stock Exchange Composite Index and its multifractal nature is confirmed.

Multifractal detrended fluctuation analysis of sheep livestock prices in origin

NASA Astrophysics Data System (ADS)

Pavón-Domínguez, P.; Serrano, S.; Jiménez-Hornero, F. J.; Jiménez-Hornero, J. E.; Gutiérrez de Ravé, E.; Ariza-Villaverde, A. B.

2013-10-01

The multifractal detrended fluctuation analysis (MF-DFA) is used to verify whether or not the returns of time series of prices paid to farmers in original markets can be described by the multifractal approach. By way of example, 5 weekly time series of prices of different breeds, slaughter weight and market differentiation from 2000 to 2012 are analyzed. Results obtained from the multifractal parameters and multifractal spectra show that the price series of livestock products are of a multifractal nature. The Hurst exponent shows that these time series are stationary signals, some of which exhibit long memory (Merino milk-fed in Seville and Segureña paschal in Jaen), short memory (Merino paschal in Cordoba and Segureña milk-fed in Jaen) or even are close to an uncorrelated signals (Merino paschal in Seville). MF-DFA is able to discern the different underlying dynamics that play an important role in different types of sheep livestock markets, such as degree and source of multifractality. In addition, the main source of multifractality of these time series is due to the broadness of the probability function, instead of the long-range correlation properties between small and large fluctuations, which play a clearly secondary role.

Multifractal detrended cross-correlation analysis on air pollutants of University of Hyderabad Campus, India

NASA Astrophysics Data System (ADS)

Manimaran, P.; Narayana, A. C.

2018-07-01

In this paper, we study the multifractal characteristics and cross-correlation behaviour of Air Pollution Index (API) time series data through multifractal detrended cross-correlation analysis method. We analyse the daily API records of nine air pollutants of the university of Hyderabad campus for a period of three years (2013-2016). The cross-correlation behaviour has been measured from the Hurst scaling exponents and the singularity spectrum quantitatively. From the results, it is found that the cross-correlation analysis shows anti-correlation behaviour for all possible 36 bivariate time series. We also observe the existence of multifractal nature in all the bivariate time series in which many of them show strong multifractal behaviour. In particular, the hazardous particulate matter PM2.5 and inhalable particulate matter PM10 shows anti-correlated behaviour with all air pollutants.

Quantifying two-dimensional nonstationary signal with power-law correlations by detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Fan, Qingju; Wu, Yonghong

2015-08-01

In this paper, we develop a new method for the multifractal characterization of two-dimensional nonstationary signal, which is based on the detrended fluctuation analysis (DFA). By applying to two artificially generated signals of two-component ARFIMA process and binomial multifractal model, we show that the new method can reliably determine the multifractal scaling behavior of two-dimensional signal. We also illustrate the applications of this method in finance and physiology. The analyzing results exhibit that the two-dimensional signals under investigation are power-law correlations, and the electricity market consists of electricity price and trading volume is multifractal, while the two-dimensional EEG signal in sleep recorded for a single patient is weak multifractal. The new method based on the detrended fluctuation analysis may add diagnostic power to existing statistical methods.

Multifractal detrended cross-correlation analysis in the MENA area

NASA Astrophysics Data System (ADS)

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 analysis of mobile social networks

NASA Astrophysics Data System (ADS)

Zheng, Wei; Zhang, Zifeng; Deng, Yufan

2017-09-01

As Wireless Fidelity (Wi-Fi)-enabled handheld devices have been widely used, the mobile social networks (MSNs) has been attracting extensive attention. Fractal approaches have also been widely applied to characterierize natural networks as useful tools to depict their spatial distribution and scaling properties. Moreover, when the complexity of the spatial distribution of MSNs cannot be properly charaterized by single fractal dimension, multifractal analysis is required. For further research, we introduced a multifractal analysis method based on box-covering algorithm to describe the structure of MSNs. Using this method, we find that the networks are multifractal at different time interval. The simulation results demonstrate that the proposed method is efficient for analyzing the multifractal characteristic of MSNs, which provides a distribution of singularities adequately describing both the heterogeneity of fractal patterns and the statistics of measurements across spatial scales in MSNs.

Long-range memory and multifractality in gold markets

NASA Astrophysics Data System (ADS)

Mali, Provash; Mukhopadhyay, Amitabha

2015-03-01

Long-range correlation and fluctuation in the gold market time series of the world's two leading gold consuming countries, namely China and India, are studied. For both the market series during the period 1985-2013 we observe a long-range persistence of memory in the sequences of maxima (minima) of returns in successive time windows of fixed length, but the series, as a whole, are found to be uncorrelated. Multifractal analysis for these series as well as for the sequences of maxima (minima) is carried out in terms of the multifractal detrended fluctuation analysis (MF-DFA) method. We observe a weak multifractal structure for the original series that mainly originates from the fat-tailed probability distribution function of the values, and the multifractal nature of the original time series is enriched into their sequences of maximal (minimal) returns. A quantitative measure of multifractality is provided by using a set of ‘complexity parameters’.

Long-range correlation in cosmic microwave background radiation.

PubMed

Movahed, M Sadegh; Ghasemi, F; Rahvar, Sohrab; Tabar, M Reza Rahimi

2011-08-01

We investigate the statistical anisotropy and gaussianity of temperature fluctuations of Cosmic Microwave Background (CMB) radiation data from the Wilkinson Microwave Anisotropy Probe survey, using the Multifractal Detrended Fluctuation Analysis, Rescaled Range, and Scaled Windowed Variance methods. Multifractal Detrended Fluctuation Analysis shows that CMB fluctuations has a long-range correlation function with a multifractal behavior. By comparing the shuffled and surrogate series of CMB data, we conclude that the multifractality nature of the temperature fluctuation of CMB radiation is mainly due to the long-range correlations, and the map is consistent with a gaussian distribution.

Multifractal Analysis of Asian Foreign Exchange Markets and Financial Crisis

NASA Astrophysics Data System (ADS)

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.

A multifractal analysis of Asian foreign exchange markets

NASA Astrophysics Data System (ADS)

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.

Analysis of concentric and eccentric contractions in biceps brachii muscles using surface electromyography signals and multifractal analysis.

PubMed

Marri, Kiran; Swaminathan, Ramakrishnan

2016-06-23

Muscle contractions can be categorized into isometric, isotonic (concentric and eccentric) and isokinetic contractions. The eccentric contractions are very effective for promoting muscle hypertrophy and produce larger forces when compared to the concentric or isometric contractions. Surface electromyography signals are widely used for analyzing muscle activities. These signals are nonstationary, nonlinear and exhibit self-similar multifractal behavior. The research on surface electromyography signals using multifractal analysis is not well established for concentric and eccentric contractions. In this study, an attempt has been made to analyze the concentric and eccentric contractions associated with biceps brachii muscles using surface electromyography signals and multifractal detrended moving average algorithm. Surface electromyography signals were recorded from 20 healthy individuals while performing a single curl exercise. The preprocessed signals were divided into concentric and eccentric cycles and in turn divided into phases based on range of motion: lower (0°-90°) and upper (>90°). The segments of surface electromyography signal were subjected to multifractal detrended moving average algorithm, and multifractal features such as strength of multifractality, peak exponent value, maximum exponent and exponent index were extracted in addition to conventional linear features such as root mean square and median frequency. The results show that surface electromyography signals exhibit multifractal behavior in both concentric and eccentric cycles. The mean strength of multifractality increased by 15% in eccentric contraction compared to concentric contraction. The lowest and highest exponent index values are observed in the upper concentric and lower eccentric contractions, respectively. The multifractal features are observed to be helpful in differentiating surface electromyography signals along the range of motion as compared to root mean square and median frequency. It appears that these multifractal features extracted from the concentric and eccentric contractions can be useful in the assessment of surface electromyography signals in sports medicine and training and also in rehabilitation programs. © IMechE 2016.

On the multifractal effects generated by monofractal signals

NASA Astrophysics Data System (ADS)

Grech, Dariusz; Pamuła, Grzegorz

2013-12-01

We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result of finite length of used data series and is additionally amplified by the long-term memory the data eventually may contain. We provide the detailed quantitative description of such apparent multifractal background signal as a threshold in spread of generalized Hurst exponent values Δh or a threshold in the width of multifractal spectrum Δα below which multifractal properties of the system are only apparent, i.e. do not exist, despite Δα≠0 or Δh≠0. We find this effect quite important for shorter or persistent series and we argue it is linear with respect to autocorrelation exponent γ. Its strength decays according to power law with respect to the length of time series. The influence of basic linear and nonlinear transformations applied to initial data in finite time series with various levels of long memory is also investigated. This provides additional set of semi-analytical results. The obtained formulas are significant in any interdisciplinary application of multifractality, including physics, financial data analysis or physiology, because they allow to separate the ‘true’ multifractal phenomena from the apparent (artificial) multifractal effects. They should be a helpful tool of the first choice to decide whether we do in particular case with the signal with real multiscaling properties or not.

Efficiency and multifractality analysis of CSI 300 based on multifractal detrending moving average algorithm

NASA Astrophysics Data System (ADS)

Zhou, Weijie; Dang, Yaoguo; Gu, Rongbao

2013-03-01

We apply the multifractal detrending moving average (MFDMA) to investigate and compare the efficiency and multifractality of 5-min high-frequency China Securities Index 300 (CSI 300). The results show that the CSI 300 market becomes closer to weak-form efficiency after the introduction of CSI 300 future. We find that the CSI 300 is featured by multifractality and there are less complexity and risk after the CSI 300 index future was introduced. With the shuffling, surrogating and removing extreme values procedures, we unveil that extreme events and fat-distribution are the main origin of multifractality. Besides, we discuss the knotting phenomena in multifractality, and find that the scaling range and the irregular fluctuations for large scales in the Fq(s) vs s plot can cause a knot.

Investigation of multifractality in the Brazilian stock market

NASA Astrophysics Data System (ADS)

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.

Multifractality and Network Analysis of Phase Transition

PubMed Central

Li, Wei; Yang, Chunbin; Han, Jihui; Su, Zhu; Zou, Yijiang

2017-01-01

Many models and real complex systems possess critical thresholds at which the systems shift dramatically from one sate to another. The discovery of early-warnings in the vicinity of critical points are of great importance to estimate how far the systems are away from the critical states. Multifractal Detrended Fluctuation analysis (MF-DFA) and visibility graph method have been employed to investigate the multifractal and geometrical properties of the magnetization time series of the two-dimensional Ising model. Multifractality of the time series near the critical point has been uncovered from the generalized Hurst exponents and singularity spectrum. Both long-term correlation and broad probability density function are identified to be the sources of multifractality. Heterogeneous nature of the networks constructed from magnetization time series have validated the fractal properties. Evolution of the topological quantities of the visibility graph, along with the variation of multifractality, serve as new early-warnings of phase transition. Those methods and results may provide new insights about the analysis of phase transition problems and can be used as early-warnings for a variety of complex systems. PMID:28107414

Detrended cross-correlation analysis on RMB exchange rate and Hang Seng China Enterprises Index

NASA Astrophysics Data System (ADS)

Ruan, Qingsong; Yang, Bingchan; Ma, Guofeng

2017-02-01

In this paper, we investigate the cross-correlations between the Hang Seng China Enterprises Index and RMB exchange markets on the basis of a cross-correlation statistic test and multifractal detrended cross-correlation analysis (MF-DCCA). MF-DCCA has, at best, serious limitations for most of the signals describing complex natural processes and often indicates multifractal cross-correlations when there are none. In order to prevent these false multifractal cross-correlations, we apply MFCCA to verify the cross-correlations. Qualitatively, we find that the return series of the Hang Seng China Enterprises Index and RMB exchange markets were, overall, significantly cross-correlated based on the statistical analysis. Quantitatively, we find that the cross-correlations between the stock index and RMB exchange markets were strongly multifractal, and the multifractal degree of the onshore RMB exchange markets was somewhat larger than the offshore RMB exchange markets. Moreover, we use the absolute return series to investigate and confirm the fact of multifractality. The results from the rolling windows show that the short-term cross-correlations between volatility series remain high.

Investigation of alterations in multifractality in optical coherence tomographic images of in vivo human retina

NASA Astrophysics Data System (ADS)

Das, Nandan Kumar; Mukhopadhyay, Sabyasachi; Ghosh, Nirmalya; Chhablani, Jay; Richhariya, Ashutosh; Divakar Rao, Kompalli; Sahoo, Naba Kishore

2016-09-01

Optical coherence tomography (OCT) enables us to monitor alterations in the thickness of the retinal layer as disease progresses in the human retina. However, subtle morphological changes in the retinal layers due to early disease progression often may not lead to detectable alterations in the thickness. OCT images encode depth-dependent backscattered intensity distribution arising due to the depth distributions of the refractive index from tissue microstructures. Here, such depth-resolved refractive index variations of different retinal layers were analyzed using multifractal detrended fluctuation analysis, a special class of multiresolution analysis tools. The analysis extracted and quantified microstructural multifractal information encoded in normal as well as diseased human retinal OCT images acquired in vivo. Interestingly, different layers of the retina exhibited different degrees of multifractality in a particular retina, and the individual layers displayed consistent multifractal trends in healthy retinas of different human subjects. In the retinal layers of diabetic macular edema (DME) subjects, the change in multifractality manifested prominently near the boundary of the DME as compared to the normal retinal layers. The demonstrated ability to quantify depth-resolved information on multifractality encoded in OCT images appears promising for the early diagnosis of diseases of the human eye, which may also prove useful for detecting other types of tissue abnormalities from OCT images.

Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective

NASA Astrophysics Data System (ADS)

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.

Probing multi-scale self-similarity of tissue structures using light scattering spectroscopy: prospects in pre-cancer detection

NASA Astrophysics Data System (ADS)

Chatterjee, Subhasri; Das, Nandan K.; Kumar, Satish; Mohapatra, Sonali; Pradhan, Asima; Panigrahi, Prasanta K.; Ghosh, Nirmalya

2013-02-01

Multi-resolution analysis on the spatial refractive index inhomogeneities in the connective tissue regions of human cervix reveals clear signature of multifractality. We have thus developed an inverse analysis strategy for extraction and quantification of the multifractality of spatial refractive index fluctuations from the recorded light scattering signal. The method is based on Fourier domain pre-processing of light scattering data using Born approximation, and its subsequent analysis through Multifractal Detrended Fluctuation Analysis model. The method has been validated on several mono- and multi-fractal scattering objects whose self-similar properties are user controlled and known a-priori. Following successful validation, this approach has initially been explored for differentiating between different grades of precancerous human cervical tissues.

Submicron scale tissue multifractal anisotropy in polarized laser light scattering

NASA Astrophysics Data System (ADS)

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.

Local multifractal detrended fluctuation analysis for non-stationary image's texture segmentation

NASA Astrophysics Data System (ADS)

Wang, Fang; Li, Zong-shou; Li, Jin-wei

2014-12-01

Feature extraction plays a great important role in image processing and pattern recognition. As a power tool, multifractal theory is recently employed for this job. However, traditional multifractal methods are proposed to analyze the objects with stationary measure and cannot for non-stationary measure. The works of this paper is twofold. First, the definition of stationary image and 2D image feature detection methods are proposed. Second, a novel feature extraction scheme for non-stationary image is proposed by local multifractal detrended fluctuation analysis (Local MF-DFA), which is based on 2D MF-DFA. A set of new multifractal descriptors, called local generalized Hurst exponent (Lhq) is defined to characterize the local scaling properties of textures. To test the proposed method, both the novel texture descriptor and other two multifractal indicators, namely, local Hölder coefficients based on capacity measure and multifractal dimension Dq based on multifractal differential box-counting (MDBC) method, are compared in segmentation experiments. The first experiment indicates that the segmentation results obtained by the proposed Lhq are better than the MDBC-based Dq slightly and superior to the local Hölder coefficients significantly. The results in the second experiment demonstrate that the Lhq can distinguish the texture images more effectively and provide more robust segmentations than the MDBC-based Dq significantly.

Characterizing multi-scale self-similar behavior and non-statistical properties of fluctuations in financial time series

NASA Astrophysics Data System (ADS)

Ghosh, Sayantan; Manimaran, P.; Panigrahi, Prasanta K.

2011-11-01

We make use of wavelet transform to study the multi-scale, self-similar behavior and deviations thereof, in the stock prices of large companies, belonging to different economic sectors. The stock market returns exhibit multi-fractal characteristics, with some of the companies showing deviations at small and large scales. The fact that, the wavelets belonging to the Daubechies’ (Db) basis enables one to isolate local polynomial trends of different degrees, plays the key role in isolating fluctuations at different scales. One of the primary motivations of this work is to study the emergence of the k-3 behavior [X. Gabaix, P. Gopikrishnan, V. Plerou, H. Stanley, A theory of power law distributions in financial market fluctuations, Nature 423 (2003) 267-270] of the fluctuations starting with high frequency fluctuations. We make use of Db4 and Db6 basis sets to respectively isolate local linear and quadratic trends at different scales in order to study the statistical characteristics of these financial time series. The fluctuations reveal fat tail non-Gaussian behavior, unstable periodic modulations, at finer scales, from which the characteristic k-3 power law behavior emerges at sufficiently large scales. We further identify stable periodic behavior through the continuous Morlet wavelet.

Long-range fluctuations and multifractality in connectivity density time series of a wind speed monitoring network

NASA Astrophysics Data System (ADS)

Laib, Mohamed; Telesca, Luciano; Kanevski, Mikhail

2018-03-01

This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity time series. Our findings reveal that the daily connectivity of the correlation-based network is persistent for any correlation threshold. Further, the multifractality degree is higher for larger absolute values of the correlation threshold.

Multifractal analysis of electronic cardiogram taken from healthy and unhealthy adult subjects

NASA Astrophysics Data System (ADS)

Wang, Jun; Ning, Xinbao; Chen, Ying

2003-05-01

Electronic Cardiogram (ECG) data taken from healthy adult subjects are found to characterize multifractality. In order to quantitatively analyze multifractal spectrum, the area of the spectrum is computed. We have a comparison between the spectrum of the young subjects and that of the old ones. We find that the area of young adult subject's multifractal spectrum is far larger than the older one's and the logarithm of the area of the spectrum is inversely proportion to age. It shows that when time is running on human heartbeat energy is exponentially decreasing until heart failure. And distinct difference between the area of the multifractal spectrum of healthy subjects and that of having coronary disease is not found. We analyze the ECG data taken from patients with brain injury. The area of their ECG multifractal spectrum is distinctly descending. It shows that a person's multifractal spectrum is controlled mainly by his neurosystem. With advancing age, the neuroautonomic control of people's body on the ECG decreases and tends from multifractality to monofractality.

Multifractal structures for the Russian stock market

NASA Astrophysics Data System (ADS)

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.

Multifractality of laser beam spatial intensity in a turbulent medium

NASA Astrophysics Data System (ADS)

Barille, Régis; Lapenna, Paolo

2006-05-01

We present the results of a laser beam passing through a turbulent medium. First we measure the geometric parameters and the spatial coherence of the beam as a function of wind velocities. A multifractal detrended fluctuation analysis algorithm is applied to determine the multifractal scaling behavior of the intensity patterns. The measurements are fitted with models used in the analysis of river runoff records. We show the surprising result that the multifractality decreases when the spatial coherence of the laser is decreased. Universal scaling properties could be applied to the spatial characterization of a laser propagating in a turbulent medium or random medium.

Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Gu, Rongbao; Chen, Hongtao; Wang, Yudong

2010-07-01

The multifractal nature of WTI and Brent crude oil markets is studied employing the multifractal detrended fluctuation analysis. We find that two crude oil markets become more and more efficient for long-term and two Gulf Wars cannot change time scale behavior of crude oil return series. Considering long-term influence caused by Gulf Wars, we find such “turning windows” in generalized Hurst exponents obtained from three periods divided by two Gulf Wars so that WTI and Brent crude oil returns possess different properties above and below the windows respectively. Comparing with the results obtained from three periods we conclude that, before the First Gulf War, international crude oil markets possessed the highest multifractality degree, small-scope fluctuations presented the strongest persistence and large-scope fluctuations presented the strongest anti-persistence. We find that, for two Gulf Wars, the first one made a greater impact on international oil markets; for two markets, Brent was more influenced by Gulf Wars. In addition, we also verified that the multifractal structures of two markets’ indices are not only mainly attributed to the broad fat-tail distributions and persistence, but also affected by some other factors.

Multifractal cross-correlations between crude oil and tanker freight rate

NASA Astrophysics Data System (ADS)

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.

Multifractal Turbulence in the Heliosphere

NASA Astrophysics Data System (ADS)

Macek, Wieslaw M.; Wawrzaszek, Anna

2010-05-01

We consider a solar wind plasma with frozen-in interplanetary magnetic fields, which is a complex nonlinear system that may exhibit chaos and intermittency, resulting in a multifractal scaling of plasma characteristics. We analyze time series of plasma velocity and interplanetary magnetic field strengths measured during space missions onboard various spacecraft, such as Helios, Advanced Composition Explorer, Ulysses, and Voyager, exploring different regions of the heliosphere during solar minimum and maximum. To quantify the multifractality of solar wind turbulence, we use a generalized two-scale weighted Cantor set with two different rescaling parameters [1]. We investigate the resulting spectrum of generalized dimensions and the corresponding multifractal singularity spectrum depending on the parameters of this new cascade model [2]. We show that using the model with two different scaling parameters one can explain the multifractal singularity spectrum, which is often asymmetric. In particular, the multifractal scaling of magnetic fields is asymmetric in the outer heliosphere, in contrast to the symmetric spectrum observed in the heliosheath as described by the standard one-scale model [3]. We hope that the generalized multifractal model will be a useful tool for analysis of intermittent turbulence in the heliospheric plasma. We thus believe that multifractal analysis of various complex environments can shed light on the nature of turbulence. [1] W. M. Macek and A. Szczepaniak, Generalized two-scale weighted Cantor set model for solar wind turbulence, Geophys. Res. Lett., 35, L02108 (2008), doi:10.1029/2007GL032263. [2] W. M. Macek and A. Wawrzaszek, Evolution of asymmetric multifractal scaling of solar wind turbulence in the outer heliosphere, J. Geophys. Res., A013795 (2009), doi:10.1029/2008JA013795. [3] W. M. Macek and A. Wawrzaszek, Multifractal turbulence at the termination shock, in Solar Wind Twelve, edited by M. Maximovic et al., American Institute of Physics, 2010.

Multiscale multifractal time irreversibility analysis of stock markets

NASA Astrophysics Data System (ADS)

Jiang, Chenguang; Shang, Pengjian; Shi, Wenbin

2016-11-01

Time irreversibility is one of the most important properties of nonstationary time series. Complex time series often demonstrate even multiscale time irreversibility, such that not only the original but also coarse-grained time series are asymmetric over a wide range of scales. We study the multiscale time irreversibility of time series. In this paper, we develop a method called multiscale multifractal time irreversibility analysis (MMRA), which allows us to extend the description of time irreversibility to include the dependence on the segment size and statistical moments. We test the effectiveness of MMRA in detecting multifractality and time irreversibility of time series generated from delayed Henon map and binomial multifractal model. Then we employ our method to the time irreversibility analysis of stock markets in different regions. We find that the emerging market has higher multifractality degree and time irreversibility compared with developed markets. In this sense, the MMRA method may provide new angles in assessing the evolution stage of stock markets.

Coupling detrended fluctuation analysis of Asian stock markets

NASA Astrophysics Data System (ADS)

Wang, Qizhen; Zhu, Yingming; Yang, Liansheng; Mul, Remco A. H.

2017-04-01

This paper uses the coupling detrended fluctuation analysis (CDFA) method to investigate the multifractal characteristics of four Asian stock markets using three stock indices: stock price returns, trading volumes and the composite index. The results show that coupled correlations exist among the four stock markets and the coupled correlations have multifractal characteristics. We then use the chi square (χ2) test to identify the sources of multifractality. For the different stock indices, the contributions of a single series to multifractality are different. In other words, the contributions of each country to coupled correlations are different. The comparative analysis shows that the research on the combine effect of stock price returns and trading volumes may be more comprehensive than on an individual index. By comparing the strength of multifractality for original data with the residual errors of the vector autoregression (VAR) model, we find that the VAR model could not be used to describe the dynamics of the coupled correlations among four financial time series.

Multifractal characteristics of multiparticle production in heavy-ion collisions at SPS energies

NASA Astrophysics Data System (ADS)

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.

Analysis of normal human retinal vascular network architecture using multifractal geometry

PubMed Central

Ţălu, Ştefan; Stach, Sebastian; Călugăru, Dan Mihai; Lupaşcu, Carmen Alina; Nicoară, Simona Delia

2017-01-01

AIM To apply the multifractal analysis method as a quantitative approach to a comprehensive description of the microvascular network architecture of the normal human retina. METHODS Fifty volunteers were enrolled in this study in the Ophthalmological Clinic of Cluj-Napoca, Romania, between January 2012 and January 2014. A set of 100 segmented and skeletonised human retinal images, corresponding to normal states of the retina were studied. An automatic unsupervised method for retinal vessel segmentation was applied before multifractal analysis. The multifractal analysis of digital retinal images was made with computer algorithms, applying the standard box-counting method. Statistical analyses were performed using the GraphPad InStat software. RESULTS The architecture of normal human retinal microvascular network was able to be described using the multifractal geometry. The average of generalized dimensions (Dq) for q=0, 1, 2, the width of the multifractal spectrum (Δα=αmax − αmin) and the spectrum arms' heights difference (|Δf|) of the normal images were expressed as mean±standard deviation (SD): for segmented versions, D0=1.7014±0.0057; D1=1.6507±0.0058; D2=1.5772±0.0059; Δα=0.92441±0.0085; |Δf|= 0.1453±0.0051; for skeletonised versions, D0=1.6303±0.0051; D1=1.6012±0.0059; D2=1.5531±0.0058; Δα=0.65032±0.0162; |Δf|= 0.0238±0.0161. The average of generalized dimensions (Dq) for q=0, 1, 2, the width of the multifractal spectrum (Δα) and the spectrum arms' heights difference (|Δf|) of the segmented versions was slightly greater than the skeletonised versions. CONCLUSION The multifractal analysis of fundus photographs may be used as a quantitative parameter for the evaluation of the complex three-dimensional structure of the retinal microvasculature as a potential marker for early detection of topological changes associated with retinal diseases. PMID:28393036

Multifractal Omori law for earthquake triggering: new tests on the California, Japan and worldwide catalogues

NASA Astrophysics Data System (ADS)

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.

Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets

NASA Astrophysics Data System (ADS)

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.

Introduction to multifractal detrended fluctuation analysis in matlab.

PubMed

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.

Introduction to Multifractal Detrended Fluctuation Analysis in Matlab

PubMed Central

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. PMID:22675302

Multifractal analysis of Moroccan family business stock returns

NASA Astrophysics Data System (ADS)

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.

Multifractal detrended cross-correlation analysis on NO, NO2 and O3 concentrations at traffic sites

NASA Astrophysics Data System (ADS)

Xu, Weijia; Liu, Chunqiong; Shi, Kai; Liu, Yonghong

2018-07-01

NOX plays the important role for O3 production in atmospheric photochemical processes. In this paper, the cross-correlations between NO (NO2) and O3 at three traffic sites in Hong Kong are investigated, using the multifractal detrended cross-correlation analysis (MFDCCA). The results show that the cross-correlations between NO (NO2) and O3 have multifractal nature and long term persistent power-law decaying behavior. The sources of multifractality are discussed based on the shuffling and phase randomization procedure. The chi square test is applied to identify the contributions degree of NO and NO2 to multifractality due to its own long term correlations respectively. And the temporal evolutions of the local contributions degree of NO and NO2 to multifractality are investigated by the sliding windows method. The differences between them are explained by the self-organized criticality mechanism of air pollution, combined with global solar radiation. MFDCCA provides a helpful approach for understanding the quantitative relationship between the O3 and its precursors.

Mueller matrix approach for probing multifractality in the underlying anisotropic connective tissue

NASA Astrophysics Data System (ADS)

Das, Nandan Kumar; Dey, Rajib; Ghosh, Nirmalya

2016-09-01

Spatial variation of refractive index (RI) in connective tissues exhibits multifractality, which encodes useful morphological and ultrastructural information about the disease. We present a spectral Mueller matrix (MM)-based approach in combination with multifractal detrended fluctuation analysis (MFDFA) to exclusively pick out the signature of the underlying connective tissue multifractality through the superficial epithelium layer. The method is based on inverse analysis on selected spectral scattering MM elements encoding the birefringence information on the anisotropic connective tissue. The light scattering spectra corresponding to the birefringence carrying MM elements are then subjected to the Born approximation-based Fourier domain preprocessing to extract ultrastructural RI fluctuations of anisotropic tissue. The extracted RI fluctuations are subsequently analyzed via MFDFA to yield the multifractal tissue parameters. The approach was experimentally validated on a simple tissue model comprising of TiO2 as scatterers of the superficial isotropic layer and rat tail collagen as an underlying anisotropic layer. Finally, the method enabled probing of precancer-related subtle alterations in underlying connective tissue ultrastructural multifractality from intact tissues.

Multifractal Analysis of Human Heartbeat in Sleep

NASA Astrophysics Data System (ADS)

Ding, Liang-Jing; Peng, Hu; Cai, Shi-Min; Zhou, Pei-Ling

2007-07-01

We study the dynamical properties of heart rate variability (HRV) in sleep by analysing the scaling behaviour with the multifractal detrended fluctuation analysis method. It is well known that heart rate is regulated by the interaction of two branches of the autonomic nervous system: the parasympathetic and sympathetic nervous systems. By investigating the multifractal properties of light, deep, rapid-eye-movement (REM) sleep and wake stages, we firstly find an increasing multifractal behaviour during REM sleep which may be caused by augmented sympathetic activities relative to non-REM sleep. In addition, the investigation of long-range correlations of HRV in sleep with second order detrended fluctuation analysis presents irregular phenomena. These findings may be helpful to understand the underlying regulating mechanism of heart rate by autonomic nervous system during wake-sleep transitions.

Multifractal detrended fluctuation analysis to characterize phase couplings in seahorse (Hippocampus kuda) feeding clicks.

PubMed

Haris, K; Chakraborty, Bishwajit; Menezes, A; Sreepada, R A; Fernandes, W A

2014-10-01

Nonlinear phenomena in animal vocalizations fundamentally includes known features, namely, frequency jump, subharmonics, biphonation, and deterministic chaos. In the present study, the multifractal detrended fluctuation analysis (MFDFA) has been employed to characterize the phase couplings revealed in the feeding clicks of Hippocampus kuda yellow seahorse. The fluctuation function Fq(s), generalized Hurst exponent h(q), multifractal scaling exponent τ(q), and the multifractal spectrum f(α) calculated in the procedure followed were analyzed to comprehend the underlying nonlinearities in the seahorse clicks. The analyses carried out reveal long-range power-law correlation properties in the data, substantiating the multifractal behavior. The resulting h(q) spectrum exhibits a distinct characteristic pattern in relation to the seahorse sex and size, and reveals a spectral blind spot in the data that was not possible to detect by conventional spectral analyses. The corresponding multifractal spectrum related width parameter Δh(q) is well clustered, defining the individual seahorse clicks. The highest degree of multifractality is evident in the 18 cm male seahorse, signifying greater heterogeneity. A further comparison between the seahorse body size and weight (wet) with respect to the width parameter Δh(q) and the second-order Hurst exponent h(q=2) underscores the versatility of MFDFA as a robust statistical tool to analyze bioacoustic observations.

The origins of multifractality in financial time series and the effect of extreme events

NASA Astrophysics Data System (ADS)

Green, Elena; Hanan, William; Heffernan, Daniel

2014-06-01

This paper presents the results of multifractal testing of two sets of financial data: daily data of the Dow Jones Industrial Average (DJIA) index and minutely data of the Euro Stoxx 50 index. Where multifractal scaling is found, the spectrum of scaling exponents is calculated via Multifractal Detrended Fluctuation Analysis. In both cases, further investigations reveal that the temporal correlations in the data are a more significant source of the multifractal scaling than are the distributions of the returns. It is also shown that the extreme events which make up the heavy tails of the distribution of the Euro Stoxx 50 log returns distort the scaling in the data set. The most extreme events are inimical to the scaling regime. This result is in contrast to previous findings that extreme events contribute to multifractality.

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

NASA Astrophysics Data System (ADS)

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.

Determination of key parameters of vector multifractal vector fields

NASA Astrophysics Data System (ADS)

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).

Fractal analysis of the dark matter and gas distributions in the Mare-Nostrum universe

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gaite, José, E-mail: jose.gaite@upm.es

2010-03-01

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-correlationmore » 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.« less

Analyzing the Cross-Correlation Between Onshore and Offshore RMB Exchange Rates Based on Multifractal Detrended Cross-Correlation Analysis (MF-DCCA)

NASA Astrophysics Data System (ADS)

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.

Distinguishing cognitive state with multifractal complexity of hippocampal interspike interval sequences

PubMed Central

Fetterhoff, Dustin; Kraft, Robert A.; Sandler, Roman A.; Opris, Ioan; Sexton, Cheryl A.; Marmarelis, Vasilis Z.; Hampson, Robert E.; Deadwyler, Sam A.

2015-01-01

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. PMID:26441562

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

NASA Astrophysics Data System (ADS)

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.

Super-Resolution Reconstruction of Remote Sensing Images Using Multifractal Analysis

PubMed Central

Hu, Mao-Gui; Wang, Jin-Feng; Ge, Yong

2009-01-01

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., intra-urban). 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 resolution-enhanced image is generated by a fractal coding-based denoising and downscaling method. The empirical case shows that the reconstructed super-resolution image performs well in detail enhancement. This method is not only useful for remote sensing in investigating Earth, but also for other images with multifractal characteristics. PMID:22291530

Multifractal detrended cross-correlation between the Chinese domestic and international gold markets based on DCCA and DMCA methods

NASA Astrophysics Data System (ADS)

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.

Multiscale multifractal properties between ground-level ozone and its precursors in rural area in Hong Kong.

PubMed

He, Hong-di; Qiao, Zhong-Xia; Pan, Wei; Lu, Wei-Zhen

2017-07-01

In rural area, due to the reduction of NOx and CO emitted from vehicle exhausts, the ozone photochemical reaction exhibits relatively weak effect and ozone formation presents different pattern with its precursors in contrast to urban situation. Hence, in this study, we apply detrended cross-correlation analysis to investigate the multifractal properties between ozone and its precursors in a rural area in Hong Kong. The observed databases of ozone, NO 2 , NOx and CO levels during 2005-2014 are obtained from a rural monitoring station in Hong Kong. Based on the collected database, the cross-correlation analysis is carried out firstly to examine the cross-correlation patterns and the results indicate that close interactive relations exist between them. Then the detrended cross-correlation analysis is performed for further analysis. The multifractal characters occur between ozone and its precursors. The long-term cross-correlations behaviors in winter are verified to be stronger than that in other seasons. Additionally, the method is extended on daily averaged data to explore the multifractal property on various time scales. The long-term cross-correlation behavior of ozone vs NO 2 and NOx on daily basis becomes weaker while that of ozone vs CO becomes stronger. The multifractal properties for all pairs in summer are found to be the strongest among the whole year. These findings successfully illustrate that the multifractal analysis is a useful tool for describing the temporal scaling behaviors of ozone trends in different time series in rural areas. Copyright © 2017 Elsevier Ltd. All rights reserved.

MFDFA and Lacunarity Analysis of Synthetic Multifractals and Pre-Cancerous Tissues

NASA Astrophysics Data System (ADS)

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.

An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA

NASA Astrophysics Data System (ADS)

Rizvi, Syed Aun R.; Dewandaru, Ginanjar; Bacha, Obiyathulla I.; Masih, Mansur

An efficient market has been theoretically proven to be a key component for effective and efficient resource allocation in an economy. This paper incorporates econophysics with Efficient Market Hypothesis to undertake a comparative analysis of Islamic and developed countries’ markets by extending the understanding of their multifractal nature. By applying the Multifractal Detrended Fluctuation Analysis (MFDFA) we calculated the generalized Hurst exponents, multifractal scaling exponents and generalized multifractal dimensions for 22 broad market indices. The findings provide a deeper understanding of the markets in Islamic countries, where they have traces of highly efficient performance particularly in crisis periods. A key finding is the empirical evidence of the impact of the ‘stage of market development’ on the efficiency of the market. If Islamic countries aim to improve the efficiency of resource allocation, an important area to address is to focus, among others, on enhancing the stage of market development.

Multifractal Behaviors in Foreign Exchange Markets

NASA Astrophysics Data System (ADS)

Kim, Kyungsik; Kim, Soo Yong; Lim, Gyuchang; Scalas, Enrico; Lee, Dong-In

2008-03-01

The market information and its intensity for the context of two-phase phenomenon is introduced in financial exchange markets. To find the underlying process of the formation of market information, we investigate the multifractal properties of the market information in terms of the multifractal and the detrended fluctuation analysis and also examine the higher order correlations between successive pieces of market information. Although the multifractal properties of the market information process is clearly confirmed, the simple binomial multiplicative process is not appropriate to catch its dynamics. It means that the market information process can be essentially different from the fully developed turbulence.

Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets

NASA Astrophysics Data System (ADS)

Chen, Shu-Peng; He, Ling-Yun

2010-04-01

Based on Partition Function and Multifractal Spectrum Analysis, we investigated the nonlinear dynamical mechanisms in China’s agricultural futures markets, namely, Dalian Commodity Exchange (DCE for short) and Zhengzhou Commodity Exchange (ZCE for short), where nearly all agricultural futures contracts are traded in the two markets. Firstly, we found nontrivial multifractal spectra, which are the empirical evidence of the existence of multifractal features, in 4 representative futures markets in China, that is, Hard Winter wheat (HW for short) and Strong Gluten wheat (SG for short) futures markets from ZCE and Soy Meal (SM for short) futures and Soy Bean No.1 (SB for short) futures markets from DCE. Secondly, by shuffling the original time series, we destroyed the underlying nonlinear temporal correlation; thus, we identified that long-range correlation mechanism constitutes major contributions in the formation in the multifractals of the markets. Thirdly, by tracking the evolution of left- and right-half spectra, we found that there exist critical points, between which there are different behaviors, in the left-half spectra for large price fluctuations; but for the right-hand spectra for small price fluctuations, the width of those increases slowly as the delay t increases in the long run. Finally, the dynamics of large fluctuations is significantly different from that of the small ones, which implies that there exist different underlying mechanisms in the formation of multifractality in the markets. Our main contributions focus on that we not only provided empirical evidence of the existence of multifractal features in China agricultural commodity futures markets; but also we pioneered in investigating the sources of the multifractality in China’s agricultural futures markets in current literature; furthermore, we investigated the nonlinear dynamical mechanisms based on spectrum analysis, which offers us insights into the underlying dynamical mechanisms in China’s agricultural futures markets.

Cross-correlations between RMB exchange rate and international commodity markets

NASA Astrophysics Data System (ADS)

Lu, Xinsheng; Li, Jianfeng; Zhou, Ying; Qian, Yubo

2017-11-01

This paper employs multifractal detrended analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DCCA) to study cross-correlation behaviors between China's RMB exchange rate market and four international commodity markets, using a comprehensive set of data covering the period from 22 July 2005 to 15 March 2016. Our empirical results from MF-DFA indicate that the RMB exchange rate is the most inefficient among the 4 selected markets. The results from quantitative analysis have testified the existence of cross-correlations and the result from MF-DCCA have further confirmed a strong multifractal behavior between RMB exchange rate and international commodity markets. We also demonstrate that the recent financial crisis has significant impact on the cross-correlated behavior. Through the rolling window analysis, we find that the RMB exchange rates and international commodity prices are anti-persistent cross-correlated. The main sources of multifractality in the cross-correlations are long-range correlations between RMB exchange rate and the aggregate commodity, energy and metals index.

Multifractal Analysis of Seismically Induced Soft-Sediment Deformation Structures Imaged by X-Ray Computed Tomography

NASA Astrophysics Data System (ADS)

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.

Cross-correlations between West Texas Intermediate crude oil and the stock markets of the BRIC

NASA Astrophysics Data System (ADS)

Ma, Feng; Wei, Yu; Huang, Dengshi; Zhao, Lin

2013-11-01

In this paper, we investigate the cross-correlation properties between West Texas Intermediate crude oil and the stock markets of the BRIC. We use not only the qualitative analysis of the cross-correlation test, but also take the quantitative analysis of the MF-DXA, confirming the cross-correlation relationship between West Texas Intermediate crude oil and the stock markets of the BRIC (Brazil, Russia, India and China) respectively, which have strongly multifractal features, and the cross-correlations are more strongly multifractal in the short term than in the long term. Furthermore, based on the multifractal spectrum, we also find the multifractality strength between the crude oil WTI and Chinese stock market is stronger than the multifractality strength of other pairs. Based on the Iraq war (Mar 20, 2003) and the Financial crisis in 2008, we divide sample period into four segments to research the degree of the multifractal (ΔH) and the market efficiency (and the risk). Finally, we employ the technique of the rolling window to calculate the time-varying EI (efficiency index) and dependent on the EI, we can easily observe the change of stock markets. Furthermore, we explore the relationship between bivariate cross-correlation exponents (Hxy(q)) and the generalized Hurst exponents.

Dynamics of bid-ask spread return and volatility of the Chinese stock market

NASA Astrophysics Data System (ADS)

Qiu, Tian; Chen, Guang; Zhong, Li-Xin; Wu, Xiao-Run

2012-04-01

The bid-ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory effect and the multifractal nature. By investigating the autocorrelation function and the Detrended Fluctuation Analysis (DFA), we find that the spread return is the lack of long-range memory, while the spread volatility is long-range time correlated. Besides, the spread volatilities of different stocks present long-range cross-correlations. Moreover, by applying the Multifractal Detrended Fluctuation Analysis (MF-DFA), the spread return is observed to possess a strong multifractality, which is similar to the dynamics of a variety of financial quantities. Different from the spread return, the spread volatility exhibits a weak multifractal nature.

Detecting Multifractal Properties in Asset Returns:

NASA Astrophysics Data System (ADS)

Lux, Thomas

It has become popular recently to apply the multifractal formalism of statistical physics (scaling analysis of structure functions and f(α) singularity spectrum analysis) to financial data. The outcome of such studies is a nonlinear shape of the structure function and a nontrivial behavior of the spectrum. Eventually, this literature has moved from basic data analysis to estimation of particular variants of multifractal models for asset returns via fitting of the empirical τ(q) and f(α) functions. Here, we reinvestigate earlier claims of multifractality using four long time series of important financial markets. Taking the recently proposed multifractal models of asset returns as our starting point, we show that the typical "scaling estimators" used in the physics literature are unable to distinguish between spurious and "true" multiscaling of financial data. Designing explicit tests for multiscaling, we can in no case reject the null hypothesis that the apparent curvature of both the scaling function and the Hölder spectrum are spuriously generated by the particular fat-tailed distribution of financial data. Given the well-known overwhelming evidence in favor of different degrees of long-term dependence in the powers of returns, we interpret this inability to reject the null hypothesis of multiscaling as a lack of discriminatory power of the standard approach rather than as a true rejection of multiscaling. However, the complete "failure" of the multifractal apparatus in this setting also raises the question whether results in other areas (like geophysics) suffer from similar shortcomings of the traditional methodology.

Clustering Multiple Sclerosis Subgroups with Multifractal Methods and Self-Organizing Map Algorithm

NASA Astrophysics Data System (ADS)

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.

Multifractal Approach to the Analysis of Crime Dynamics: Results for Burglary in San Francisco

NASA Astrophysics Data System (ADS)

Melgarejo, Miguel; Obregon, Nelson

This paper provides evidence of fractal, multifractal and chaotic behaviors in urban crime by computing key statistical attributes over a long data register of criminal activity. Fractal and multifractal analyses based on power spectrum, Hurst exponent computation, hierarchical power law detection and multifractal spectrum are considered ways to characterize and quantify the footprint of complexity of criminal activity. Moreover, observed chaos analysis is considered a second step to pinpoint the nature of the underlying crime dynamics. This approach is carried out on a long database of burglary activity reported by 10 police districts of San Francisco city. In general, interarrival time processes of criminal activity in San Francisco exhibit fractal and multifractal patterns. The behavior of some of these processes is close to 1/f noise. Therefore, a characterization as deterministic, high-dimensional, chaotic phenomena is viable. Thus, the nature of crime dynamics can be studied from geometric and chaotic perspectives. Our findings support that crime dynamics may be understood from complex systems theories like self-organized criticality or highly optimized tolerance.

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

NASA Astrophysics Data System (ADS)

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.

Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches

NASA Astrophysics Data System (ADS)

Mensi, Walid; Hamdi, Atef; Shahzad, Syed Jawad Hussain; Shafiullah, Muhammad; Al-Yahyaee, Khamis Hamed

2018-07-01

This paper analyzes the dynamic efficiency and interdependence of Islamic and conventional banks of Saudi Arabia. This analysis applies the Multifractal Detrended Fluctuation Analysis (MF-DFA) and Multifractal Detrended Cross-Correlation Analysis (MF-DXA) approaches. The MF-DFA results show strong multifractality in the daily returns of Saudi banks. Moreover, all eight banks studied exhibit persistence correlation, which demonstrates inefficiency. The rolling window results show significant change in the inefficiency levels over the time. The cross-correlation analysis between bank-pairs exhibits long term interdependence between most of them. These findings indicate that the banking sector in Saudi Arabia suffers from inefficiency and exhibits long term memory.

The human genome: a multifractal analysis

PubMed Central

2011-01-01

Background Several studies have shown that genomes can be studied via a multifractal formalism. Recently, we used a multifractal approach to study the genetic information content of the Caenorhabditis elegans genome. Here we investigate the possibility that the human genome shows a similar behavior to that observed in the nematode. Results We report here multifractality in the human genome sequence. This behavior correlates strongly on the presence of Alu elements and to a lesser extent on CpG islands and (G+C) content. In contrast, no or low relationship was found for LINE, MIR, MER, LTRs elements and DNA regions poor in genetic information. Gene function, cluster of orthologous genes, metabolic pathways, and exons tended to increase their frequencies with ranges of multifractality and large gene families were located in genomic regions with varied multifractality. Additionally, a multifractal map and classification for human chromosomes are proposed. Conclusions Based on these findings, we propose a descriptive non-linear model for the structure of the human genome, with some biological implications. This model reveals 1) a multifractal regionalization where many regions coexist that are far from equilibrium and 2) this non-linear organization has significant molecular and medical genetic implications for understanding the role of Alu elements in genome stability and structure of the human genome. Given the role of Alu sequences in gene regulation, genetic diseases, human genetic diversity, adaptation and phylogenetic analyses, these quantifications are especially useful. PMID:21999602

Multiscale multifractal detrended cross-correlation analysis of financial time series

NASA Astrophysics Data System (ADS)

Shi, Wenbin; Shang, Pengjian; Wang, Jing; Lin, Aijing

2014-06-01

In this paper, we introduce a method called multiscale multifractal detrended cross-correlation analysis (MM-DCCA). The method allows us to extend the description of the cross-correlation properties between two time series. MM-DCCA may provide new ways of measuring the nonlinearity of two signals, and it helps to present much richer information than multifractal detrended cross-correlation analysis (MF-DCCA) by sweeping all the range of scale at which the multifractal structures of complex system are discussed. Moreover, to illustrate the advantages of this approach we make use of the MM-DCCA to analyze the cross-correlation properties between financial time series. We show that this new method can be adapted to investigate stock markets under investigation. It can provide a more faithful and more interpretable description of the dynamic mechanism between financial time series than traditional MF-DCCA. We also propose to reduce the scale ranges to analyze short time series, and some inherent properties which remain hidden when a wide range is used may exhibit perfectly in this way.

Detailed Analysis of the Interoccurrence Time Statistics in Seismic Activity

NASA Astrophysics Data System (ADS)

Tanaka, Hiroki; Aizawa, Yoji

2017-02-01

The interoccurrence time statistics of seismiciry is studied theoretically as well as numerically by taking into account the conditional probability and the correlations among many earthquakes in different magnitude levels. It is known so far that the interoccurrence time statistics is well approximated by the Weibull distribution, but the more detailed information about the interoccurrence times can be obtained from the analysis of the conditional probability. Firstly, we propose the Embedding Equation Theory (EET), where the conditional probability is described by two kinds of correlation coefficients; one is the magnitude correlation and the other is the inter-event time correlation. Furthermore, the scaling law of each correlation coefficient is clearly determined from the numerical data-analysis carrying out with the Preliminary Determination of Epicenter (PDE) Catalog and the Japan Meteorological Agency (JMA) Catalog. Secondly, the EET is examined to derive the magnitude dependence of the interoccurrence time statistics and the multi-fractal relation is successfully formulated. Theoretically we cannot prove the universality of the multi-fractal relation in seismic activity; nevertheless, the theoretical results well reproduce all numerical data in our analysis, where several common features or the invariant aspects are clearly observed. Especially in the case of stationary ensembles the multi-fractal relation seems to obey an invariant curve, furthermore in the case of non-stationary (moving time) ensembles for the aftershock regime the multi-fractal relation seems to satisfy a certain invariant curve at any moving times. It is emphasized that the multi-fractal relation plays an important role to unify the statistical laws of seismicity: actually the Gutenberg-Richter law and the Weibull distribution are unified in the multi-fractal relation, and some universality conjectures regarding the seismicity are briefly discussed.

Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price

NASA Astrophysics Data System (ADS)

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.

Automatic lithofacies segmentation from well-logs data. A comparative study between the Self-Organizing Map (SOM) and Walsh transform

NASA Astrophysics Data System (ADS)

Aliouane, Leila; Ouadfeul, Sid-Ali; Rabhi, Abdessalem; Rouina, Fouzi; Benaissa, Zahia; Boudella, Amar

2013-04-01

The main goal of this work is to realize a comparison between two lithofacies segmentation techniques of reservoir interval. The first one is based on the Kohonen's Self-Organizing Map neural network machine. The second technique is based on the Walsh transform decomposition. Application to real well-logs data of two boreholes located in the Algerian Sahara shows that the Self-organizing map is able to provide more lithological details that the obtained lithofacies model given by the Walsh decomposition. Keywords: Comparison, Lithofacies, SOM, Walsh References: 1)Aliouane, L., Ouadfeul, S., Boudella, A., 2011, Fractal analysis based on the continuous wavelet transform and lithofacies classification from well-logs data using the self-organizing map neural network, Arabian Journal of geosciences, doi: 10.1007/s12517-011-0459-4 2) Aliouane, L., Ouadfeul, S., Djarfour, N., Boudella, A., 2012, Petrophysical Parameters Estimation from Well-Logs Data Using Multilayer Perceptron and Radial Basis Function Neural Networks, Lecture Notes in Computer Science Volume 7667, 2012, pp 730-736, doi : 10.1007/978-3-642-34500-5_86 3)Ouadfeul, S. and Aliouane., L., 2011, Multifractal analysis revisited by the continuous wavelet transform applied in lithofacies segmentation from well-logs data, International journal of applied physics and mathematics, Vol01 N01. 4) Ouadfeul, S., Aliouane, L., 2012, Lithofacies Classification Using the Multilayer Perceptron and the Self-organizing Neural Networks, Lecture Notes in Computer Science Volume 7667, 2012, pp 737-744, doi : 10.1007/978-3-642-34500-5_87 5) Weisstein, Eric W. "Fast Walsh Transform." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/FastWalshTransform.html

Multifractal analysis of time series generated by discrete Ito equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Telesca, Luciano; Czechowski, Zbigniew; Lovallo, Michele

2015-06-15

In this study, we show that discrete Ito equations with short-tail Gaussian marginal distribution function generate multifractal time series. The multifractality is due to the nonlinear correlations, which are hidden in Markov processes and are generated by the interrelation between the drift and the multiplicative stochastic forces in the Ito equation. A link between the range of the generalized Hurst exponents and the mean of the squares of all averaged net forces is suggested.

Testing for multifractality of Islamic stock markets

NASA Astrophysics Data System (ADS)

Saâdaoui, Foued

2018-04-01

Studying the power-law scaling of financial time series is a promising area of econophysics, which has often contributed to the understanding of the intricate features of the global markets. In this article, we examine the multifractality of some financial processes and the underlying formation mechanisms in the context of Islamic equity markets. The well-known Multifractal Detrended Fluctuation Analysis (MF-DFA) is used to investigate the self-similar properties of two Dow Jones Islamic Market Indexes (DJIM). The results prove that both indexes exhibit multifractal properties. By discussing the sources of multifractality, we find that they are related to the occurrence of extreme events, long-range dependency of autocorrelations and fat-tailed distribution of returns. These results have several important implications for analysts and decision makers in modeling the dynamics of Islamic markets, thus recommending efficient asset allocation plans to investors dealing with Islamic equity markets.

Measuring daily Value-at-Risk of SSEC index: A new approach based on multifractal analysis and extreme value theory

NASA Astrophysics Data System (ADS)

Wei, Yu; Chen, Wang; Lin, Yu

2013-05-01

Recent studies in the econophysics literature reveal that price variability has fractal and multifractal characteristics not only in developed financial markets, but also in emerging markets. Taking high-frequency intraday quotes of the Shanghai Stock Exchange Component (SSEC) Index as example, this paper proposes a new method to measure daily Value-at-Risk (VaR) by combining the newly introduced multifractal volatility (MFV) model and the extreme value theory (EVT) method. Two VaR backtesting techniques are then employed to compare the performance of the model with that of a group of linear and nonlinear generalized autoregressive conditional heteroskedasticity (GARCH) models. The empirical results show the multifractal nature of price volatility in Chinese stock market. VaR measures based on the multifractal volatility model and EVT method outperform many GARCH-type models at high-risk levels.

Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces

NASA Astrophysics Data System (ADS)

Qian, Xi-Yuan; Liu, Ya-Min; Jiang, Zhi-Qiang; Podobnik, Boris; Zhou, Wei-Xing; Stanley, H. Eugene

2015-06-01

When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) to uncover the intrinsic power-law cross correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces. The DPXA method is a generalization of the detrended cross-correlation analysis that takes into account partial correlation analysis. We demonstrate the method by using bivariate fractional Brownian motions contaminated with a fractional Brownian motion. We find that the DPXA is able to recover the analytical cross Hurst indices, and thus the multiscale DPXA coefficients are a viable alternative to the conventional cross-correlation coefficient. We demonstrate the advantage of the DPXA coefficients over the DCCA coefficients by analyzing contaminated bivariate fractional Brownian motions. We calculate the DPXA coefficients and use them to extract the intrinsic cross correlation between crude oil and gold futures by taking into consideration the impact of the U.S. dollar index. We develop the multifractal DPXA (MF-DPXA) method in order to generalize the DPXA method and investigate multifractal time series. We analyze multifractal binomial measures masked with strong white noises and find that the MF-DPXA method quantifies the hidden multifractal nature while the multifractal DCCA method fails.

Multifractals of investor behavior in stock market

NASA Astrophysics Data System (ADS)

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.

Multifractal Analysis in Mining Microseismicity and its Application to Seismic Hazard Analysis in Mines

NASA Astrophysics Data System (ADS)

Pasten, D.; Comte, D.; Vallejos, J.

2013-05-01

During the last decades several authors showing that the spatial distribution of earthquakes follows multifractal laws and the most interesting behavior is the decreasing of the fratal dimensions before the ocurrence of a large earthquake, and also before its main aftershocks. A multifractal analysis to over 55920 microseismicity events recorded from January 2006 to January 2009 at Creighton mine, Canada was applied. In order to work with a complete catalogue in magnitude, it was taken the data associated with the linear part of the Gutenber-Richter law, with magnitudes greater than -1.5. A multifractal analysis was performed using microseismic data, considering that significant earthquakes are those with magnitude MW ≥ 1.0. A moving window was used, containing a constant number of events in order to guarantee the precise estimations of the fractal dimensions. After different trials, we choose 200 events for the number of the data points in each windows. Two consecutive windows were shifted by 20 events. The complete data set was separated in six sections and this multifractal analysis was applied for each section of 9320 data. The multifractal analysis of each section shows that there is a systematic decreasing of the fractal dimension (Dq) with time before the occurrence of rockburst or natural event with magnitude greater than MW ≥ 1.0, as it is observed in the seismic sequence of large earthquakes. This metodology was repeated for minimum magnitudes MW ≥ 1.5 and MW ≥ 2.0, obtaining same results. The best result was obtained using MW >= 2.0, a right answer rate vary between fifty and eighty percent. The result shows the possibility to use systematically the determination of the Dq parameter in order to detect the next rockburst or natural event in the studied mine. This project has been financially suppoerted by FONDECyT No 3120237 Grant (D.P).

Comparing Monofractal and Multifractal Analysis of Corrosion Damage Evolution in Reinforcing Bars

PubMed Central

Xu, Yidong; Qian, Chunxiang; Pan, Lei; Wang, Bingbing; Lou, Chi

2012-01-01

Based on fractal theory and damage mechanics, the aim of this paper is to describe the monofractal and multifractal characteristics of corrosion morphology and develop a new approach to characterize the nonuniform corrosion degree of reinforcing bars. The relationship between fractal parameters and tensile strength of reinforcing bars are discussed. The results showed that corrosion mass loss ratio of a bar cannot accurately reflect the damage degree of the bar. The corrosion morphology of reinforcing bars exhibits both monofractal and multifractal features. The fractal dimension and the tensile strength of corroded steel bars exhibit a power function relationship, while the width of multifractal spectrum and tensile strength of corroded steel bars exhibit a linear relationship. By comparison, using width of multifractal spectrum as multifractal damage variable not only reflects the distribution of corrosion damage in reinforcing bars, but also reveals the influence of nonuniform corrosion on the mechanical properties of reinforcing bars. The present research provides a new approach for the establishment of corrosion damage constitutive models of reinforcing bars. PMID:22238682

Multifractality and heteroscedastic dynamics: An application to time series analysis

NASA Astrophysics Data System (ADS)

Nascimento, C. M.; Júnior, H. B. N.; Jennings, H. D.; Serva, M.; Gleria, Iram; Viswanathan, G. M.

2008-01-01

An increasingly important problem in physics concerns scale invariance symmetry in diverse complex systems, often characterized by heteroscedastic dynamics. We investigate the nature of the relationship between the heteroscedastic and fractal aspects of the dynamics of complex systems, by analyzing the sensitivity to heteroscedasticity of the scaling properties of weakly nonstationary time series. By using multifractal detrended fluctuation analysis, we study the singularity spectra of currency exchange rate fluctuations, after partially or completely eliminating n-point correlations via data shuffling techniques. We conclude that heteroscedasticity can significantly increase multifractality and interpret these findings in the context of self-organizing and adaptive complex systems.

Data series embedding and scale invariant statistics.

PubMed

Michieli, I; Medved, B; Ristov, S

2010-06-01

Data sequences acquired from bio-systems such as human gait data, heart rate interbeat data, or DNA sequences exhibit complex dynamics that is frequently described by a long-memory or power-law decay of autocorrelation function. One way of characterizing that dynamics is through scale invariant statistics or "fractal-like" behavior. For quantifying scale invariant parameters of physiological signals several methods have been proposed. Among them the most common are detrended fluctuation analysis, sample mean variance analyses, power spectral density analysis, R/S analysis, and recently in the realm of the multifractal approach, wavelet analysis. In this paper it is demonstrated that embedding the time series data in the high-dimensional pseudo-phase space reveals scale invariant statistics in the simple fashion. The procedure is applied on different stride interval data sets from human gait measurements time series (Physio-Bank data library). Results show that introduced mapping adequately separates long-memory from random behavior. Smaller gait data sets were analyzed and scale-free trends for limited scale intervals were successfully detected. The method was verified on artificially produced time series with known scaling behavior and with the varying content of noise. The possibility for the method to falsely detect long-range dependence in the artificially generated short range dependence series was investigated. (c) 2009 Elsevier B.V. All rights reserved.

Measuring efficiency of international crude oil markets: A multifractality approach

NASA Astrophysics Data System (ADS)

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-range correlations.

Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates

NASA Astrophysics Data System (ADS)

Muniandy, S. V.; Lim, S. C.; Murugan, R.

2001-12-01

In this paper, we investigate the fractal scaling behaviors of foreign currency exchange rates with respect to Malaysian currency, Ringgit Malaysia. These time series are examined piecewise before and after the currency control imposed in 1st September 1998 using the monofractal model based on fractional Brownian motion. The global Hurst exponents are determined using the R/ S analysis, the detrended fluctuation analysis and the method of second moment using the correlation coefficients. The limitation of these monofractal analyses is discussed. The usual multifractal analysis reveals that there exists a wide range of Hurst exponents in each of the time series. A new method of modelling the multifractal time series based on multifractional Brownian motion with time-varying Hurst exponents is studied.

Passive microrheology of normal and cancer cells after ML7 treatment by atomic force microscopy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lyapunova, Elena, E-mail: lyapunova@icmm.ru; Ural Federal University, Kuibyishev Str. 48, Ekaterinburg, 620000; Nikituk, Alexander, E-mail: nas@icmm.ru

Mechanical properties of living cancer and normal thyroidal cells were investigated by atomic force microscopy (AFM). Cell mechanics was compared before and after treatment with ML7, which is known to reduce myosin activity and induce softening of cell structures. We recorded force curves with extended dwell time of 6 seconds in contact at maximum forces from 500 pN to 1 nN. Data were analyzed within different frameworks: Hertz fit was applied in order to evaluate differences in Young’s moduli among cell types and conditions, while the fluctuations of the cantilever in contact with cells were analyzed with both conventional algorithmsmore » (probability density function and power spectral density) and multifractal detrended fluctuation analysis (MF-DFA). We found that cancer cells were softer than normal cells and ML7 had a substantial softening effect on normal cells, but only a marginal one on cancer cells. Moreover, we observed that all recorded signals for normal and cancer cells were monofractal with small differences between their scaling parameters. Finally, the applicability of wavelet-based methods of data analysis for the discrimination of different cell types is discussed.« less

Tissue multifractality and hidden Markov model based integrated framework for optimum precancer detection

NASA Astrophysics Data System (ADS)

Mukhopadhyay, Sabyasachi; Das, Nandan K.; Kurmi, Indrajit; Pradhan, Asima; Ghosh, Nirmalya; Panigrahi, Prasanta K.

2017-10-01

We report the application of a hidden Markov model (HMM) on multifractal tissue optical properties derived via the Born approximation-based inverse light scattering method for effective discrimination of precancerous human cervical tissue sites from the normal ones. Two global fractal parameters, generalized Hurst exponent and the corresponding singularity spectrum width, computed by multifractal detrended fluctuation analysis (MFDFA), are used here as potential biomarkers. We develop a methodology that makes use of these multifractal parameters by integrating with different statistical classifiers like the HMM and support vector machine (SVM). It is shown that the MFDFA-HMM integrated model achieves significantly better discrimination between normal and different grades of cancer as compared to the MFDFA-SVM integrated model.

Financial Markets during Highly Anxious Time: Multifractal Fluctuations in Asset Returns

NASA Astrophysics Data System (ADS)

Siokis, Fotios M.

Building on the notion that systems and in particular complex systems such as stock exchange markets reveal their structure better when they are under stress, we analyze the multifractal character and nonlinear properties of four major stock market indices during financial meltdowns by means of the multifractal detrended fluctuation analysis (MF-DFA). The three distinct financial crises under investigation are the Black Monday, the Dot-Com and the Great Recession. Scaling and Hurst exponents are derived as well as the singularity spectra. The results show that all indices exhibit strong multifractal properties. The complexity of the markets is higher under the Black Monday event revealed by the width of the singularity spectrum and the higher α0 parameter.

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

NASA Astrophysics Data System (ADS)

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.

A non linear analysis of human gait time series based on multifractal analysis and cross correlations

NASA Astrophysics Data System (ADS)

Muñoz-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.

Multifractal diffusion entropy analysis: Optimal bin width of probability histograms

NASA Astrophysics Data System (ADS)

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.

Dynamic Singularity Spectrum Distribution of Sea Clutter

NASA Astrophysics Data System (ADS)

Xiong, Gang; Yu, Wenxian; Zhang, Shuning

2015-12-01

The fractal and multifractal theory have provided new approaches for radar signal processing and target-detecting under the background of ocean. However, the related research mainly focuses on fractal dimension or multifractal spectrum (MFS) of sea clutter. In this paper, a new dynamic singularity analysis method of sea clutter using MFS distribution is developed, based on moving detrending analysis (DMA-MFSD). Theoretically, we introduce the time information by using cyclic auto-correlation of sea clutter. For transient correlation series, the instantaneous singularity spectrum based on multifractal detrending moving analysis (MF-DMA) algorithm is calculated, and the dynamic singularity spectrum distribution of sea clutter is acquired. In addition, we analyze the time-varying singularity exponent ranges and maximum position function in DMA-MFSD of sea clutter. For the real sea clutter data, we analyze the dynamic singularity spectrum distribution of real sea clutter in level III sea state, and conclude that the radar sea clutter has the non-stationary and time-varying scale characteristic and represents the time-varying singularity spectrum distribution based on the proposed DMA-MFSD method. The DMA-MFSD will also provide reference for nonlinear dynamics and multifractal signal processing.

Modified cross sample entropy and surrogate data analysis method for financial time series

NASA Astrophysics Data System (ADS)

Yin, Yi; Shang, Pengjian

2015-09-01

For researching multiscale behaviors from the angle of entropy, we propose a modified cross sample entropy (MCSE) and combine surrogate data analysis with it in order to compute entropy differences between original dynamics and surrogate series (MCSDiff). MCSDiff is applied to simulated signals to show accuracy and then employed to US and Chinese stock markets. We illustrate the presence of multiscale behavior in the MCSDiff results and reveal that there are synchrony containing in the original financial time series and they have some intrinsic relations, which are destroyed by surrogate data analysis. Furthermore, the multifractal behaviors of cross-correlations between these financial time series are investigated by multifractal detrended cross-correlation analysis (MF-DCCA) method, since multifractal analysis is a multiscale analysis. We explore the multifractal properties of cross-correlation between these US and Chinese markets and show the distinctiveness of NQCI and HSI among the markets in their own region. It can be concluded that the weaker cross-correlation between US markets gives the evidence for the better inner mechanism in the US stock markets than that of Chinese stock markets. To study the multiscale features and properties of financial time series can provide valuable information for understanding the inner mechanism of financial markets.

Multifractal analysis with the probability density function at the three-dimensional anderson transition.

PubMed

Rodriguez, Alberto; Vasquez, Louella J; Römer, Rudolf A

2009-03-13

The probability density function (PDF) for critical wave function amplitudes is studied in the three-dimensional Anderson model. We present a formal expression between the PDF and the multifractal spectrum f(alpha) in which the role of finite-size corrections is properly analyzed. We show the non-Gaussian nature and the existence of a symmetry relation in the PDF. From the PDF, we extract information about f(alpha) at criticality such as the presence of negative fractal dimensions and the possible existence of termination points. A PDF-based multifractal analysis is shown to be a valid alternative to the standard approach based on the scaling of inverse participation ratios.

A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices

NASA Astrophysics Data System (ADS)

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 vector fields and stochastic Clifford algebra.

PubMed

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 Detrended Fluctuation Analysis of Self-Potential Field Prior to the M 6.5, October 24, 1993 Earthquake in MÉXICO

NASA Astrophysics Data System (ADS)

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.

On uses, misuses and potential abuses of fractal analysis in zooplankton behavioral studies: A review, a critique and a few recommendations

NASA Astrophysics Data System (ADS)

Seuront, Laurent

2015-08-01

Fractal analysis is increasingly used to describe, and provide further understanding to, zooplankton swimming behavior. This may be related to the fact that fractal analysis and the related fractal dimension D have the desirable properties to be independent of measurement scale and to be very sensitive to even subtle behavioral changes that may be undetectable to other behavioral variables. As early claimed by Coughlin et al. (1992), this creates "the need for fractal analysis" in behavioral studies, which has hence the potential to become a valuable tool in zooplankton behavioral ecology. However, this paper stresses that fractal analysis, as well as the more elaborated multifractal analysis, is also a risky business that may lead to irrelevant results, without paying extreme attention to a series of both conceptual and practical steps that are all likely to bias the results of any analysis. These biases are reviewed and exemplified on the basis of the published literature, and remedial procedures are provided not only for geometric and stochastic fractal analyses, but also for the more complicated multifractal analysis. The concept of multifractals is finally introduced as a direct, objective and quantitative tool to identify models of motion behavior, such as Brownian motion, fractional Brownian motion, ballistic motion, Lévy flight/walk and multifractal random walk. I finally briefly review the state of this emerging field in zooplankton behavioral research.

A multifractal analysis of equilibrium measures for conformal expanding maps and Moran-like geometric constructions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pesin, Y.; Weiss, H.

1997-01-01

In this paper we establish the complete multifractal formalism for equilibrium measures for Holder continuous conformal expanding maps and expanding Markov Moran-like geometric constructions. Examples include Markov maps of an interval, beta transformations of an interval, rational maps with hyperbolic Julia sets, and conformal total endomorphisms. We also construct a Holder continuous homeomorphism of a compact metric space with an ergodic invariant measure of positive entropy for which the dimension spectrum is not convex, and hence the multifractal formalism fails.

Joint Multifractal Analysis of penetration resistance variability in an olive orchard.

NASA Astrophysics Data System (ADS)

Lopez-Herrera, Juan; Herrero-Tejedor, Tomas; Saa-Requejo, Antonio; Villeta, Maria; Tarquis, Ana M.

2016-04-01

Spatial variability of soil properties is relevant for identifying those zones with physical degradation. We used descriptive statistics and multifractal analysis for characterizing the spatial patterns of soil penetrometer resistance (PR) distributions and compare them at different soil depths and soil water content to investigate the tillage effect in soil compactation. The study was conducted on an Inceptisol dedicated to olive orchard for the last 70 years. Two parallel transects of 64 m were selected as different soil management plots, conventional tillage (CT) and no tillage (NT). Penetrometer resistance readings were carried out at 50 cm intervals within the first 20 cm of soil depth (López de Herrera et al., 2015a). Two way ANOVA highlighted that tillage system, soil depth and their interaction are statistically significant to explain the variance of PR data. The comparison of CT and NT results at different depths showed that there are significant differences deeper than 10 cm but not in the first two soil layers. The scaling properties of each PR profile was characterized by τ(q) function, calculated in the range of moment orders (q) between -5 and +5 taken at 0.5 lag increments. Several parameters were calculated from this to establish different comparisons (López de Herrera et al., 2015b). While the multifractal analysis characterizes the distribution of a single variable along its spatial support, the joint multifractal analysis can be used to characterize the joint distribution of two or more variables along a common spatial support (Kravchenko et al., 2000; Zeleke and Si, 2004). This type of analysis was performed to study the scaling properties of the joint distribution of PR at different depths. The results showed that this type of analysis added valuable information to describe the spatial arrangement of depth-dependent penetrometer data sets in all the soil layers. References Kravchenko AN, Bullock DG, Boast CW (2000) Joint multifractal analysis of crop yield and terrain slope. Agro. j. 92: 1279-1290. López de Herrera, J., Tomas Herrero Tejedor, Antonio Saa-Requejo and Ana M. Tarquis (2015a) Influence of tillage in soil penetration resistance variability in an olive orchard. Geophysical Research Abstracts, 17, EGU2015-15425. López de Herrera, J., Tomás Herrero Tejedor, Antonio Saa-Requejo, A.M. Tarquis. Influence of tillage in soil penetration resistance variability in an olive orchard. Soil Research, accepted, 2015b. doi: SR15046 Zeleke TB, Si BC (2004) Scaling properties of topographic indices and crop yield: Multifractal and joint multifractal approaches. Agro. j. 96: 1082-1090.

Statistical analysis on multifractal detrended cross-correlation coefficient for return interval by oriented percolation

NASA Astrophysics Data System (ADS)

Deng, Wei; Wang, Jun

2015-06-01

We investigate and quantify the multifractal detrended cross-correlation of return interval series for Chinese stock markets and a proposed price model, the price model is established by oriented percolation. The return interval describes the waiting time between two successive price volatilities which are above some threshold, the present work is an attempt to quantify the level of multifractal detrended cross-correlation for the return intervals. Further, the concept of MF-DCCA coefficient of return intervals is introduced, and the corresponding empirical research is performed. The empirical results show that the return intervals of SSE and SZSE are weakly positive multifractal power-law cross-correlated, and exhibit the fluctuation patterns of MF-DCCA coefficients. The similar behaviors of return intervals for the price model is also demonstrated.

Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data

NASA Astrophysics Data System (ADS)

Cao, Guangxi; Han, Yan; Cui, Weijun; Guo, Yu

2014-11-01

The cross-correlation between the China Securities Index 300 (CSI 300) index futures and the spot markets based on high-frequency data is discussed in this paper. We empirically analyze the cross-correlation by using the multifractal detrended cross-correlation analysis (MF-DCCA), and investigate further the characteristics of asymmetry, frequency difference, and transmission direction of the cross-correlation. The results indicate that the cross-correlation between the two markets is significant and multifractal. Meanwhile, weak asymmetries exist in the cross-correlation, and higher data frequency results in a lower multifractality degree of the cross-correlation. The causal relationship between the two markets is bidirectional, but the CSI 300 index futures market has greater impact on the spot market.

Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals.

PubMed

Hedayatifar, L; Vahabi, M; Jafari, G R

2011-08-01

When many variables are coupled to each other, a single case study could not give us thorough and precise information. When these time series are stationary, different methods of random matrix analysis and complex networks can be used. But, in nonstationary cases, the multifractal-detrended-cross-correlation-analysis (MF-DXA) method was introduced for just two coupled time series. In this article, we have extended the MF-DXA to the method of coupling detrended fluctuation analysis (CDFA) for the case when more than two series are correlated to each other. Here, we have calculated the multifractal properties of the coupled time series, and by comparing CDFA results of the original series with those of the shuffled and surrogate series, we can estimate the source of multifractality and the extent to which our series are coupled to each other. We illustrate the method by selected examples from air pollution and foreign exchange rates.

Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals

NASA Astrophysics Data System (ADS)

Hedayatifar, L.; Vahabi, M.; Jafari, G. R.

2011-08-01

When many variables are coupled to each other, a single case study could not give us thorough and precise information. When these time series are stationary, different methods of random matrix analysis and complex networks can be used. But, in nonstationary cases, the multifractal-detrended-cross-correlation-analysis (MF-DXA) method was introduced for just two coupled time series. In this article, we have extended the MF-DXA to the method of coupling detrended fluctuation analysis (CDFA) for the case when more than two series are correlated to each other. Here, we have calculated the multifractal properties of the coupled time series, and by comparing CDFA results of the original series with those of the shuffled and surrogate series, we can estimate the source of multifractality and the extent to which our series are coupled to each other. We illustrate the method by selected examples from air pollution and foreign exchange rates.

Asymmetric statistical features of the Chinese domestic and international gold price fluctuation

NASA Astrophysics Data System (ADS)

Cao, Guangxi; Zhao, Yingchao; Han, Yan

2015-05-01

Analyzing the statistical features of fluctuation is remarkably significant for financial risk identification and measurement. In this study, the asymmetric detrended fluctuation analysis (A-DFA) method was applied to evaluate asymmetric multifractal scaling behaviors in the Shanghai and New York gold markets. Our findings showed that the multifractal features of the Chinese and international gold spot markets were asymmetric. The gold return series persisted longer in an increasing trend than in a decreasing trend. Moreover, the asymmetric degree of multifractals in the Chinese and international gold markets decreased with the increase in fluctuation range. In addition, the empirical analysis using sliding window technology indicated that multifractal asymmetry in the Chinese and international gold markets was characterized by its time-varying feature. However, the Shanghai and international gold markets basically shared a similar asymmetric degree evolution pattern. The American subprime mortgage crisis (2008) and the European debt crisis (2010) enhanced the asymmetric degree of the multifractal features of the Chinese and international gold markets. Furthermore, we also make statistical tests for the results of multifractatity and asymmetry, and discuss the origin of them. Finally, results of the empirical analysis using the threshold autoregressive conditional heteroskedasticity (TARCH) and exponential generalized autoregressive conditional heteroskedasticity (EGARCH) models exhibited that good news had a more significant effect on the cyclical fluctuation of the gold market than bad news. Moreover, good news exerted a more significant effect on the Chinese gold market than on the international gold market.

Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System

NASA Astrophysics Data System (ADS)

Niu, Hongli; Wang, Jun

We establish a financial price process by continuum percolation system, in which we attribute price fluctuations to the investors’ attitudes towards the financial market, and consider the clusters in continuum percolation as the investors share the same investment opinion. We investigate the cross-correlations in two return time series, and analyze the multifractal behaviors in this relationship. Further, we study the corresponding behaviors for the real stock indexes of SSE and HSI as well as the liquid stocks pair of SPD and PAB by comparison. To quantify the multifractality in cross-correlation relationship, we employ multifractal detrended cross-correlation analysis method to perform an empirical research for the simulation data and the real markets data.

Multifractal analysis of the time series of daily means of wind speed in complex regions

NASA Astrophysics Data System (ADS)

Laib, Mohamed; Golay, Jean; Telesca, Luciano; Kanevski, Mikhail

2018-04-01

In this paper, we applied the multifractal detrended fluctuation analysis to the daily means of wind speed measured by 119 weather stations distributed over the territory of Switzerland. The analysis was focused on the inner time fluctuations of wind speed, which could be more linked with the local conditions of the highly varying topography of Switzerland. Our findings point out to a persistent behaviour of all the measured wind speed series (indicated by a Hurst exponent significantly larger than 0.5), and to a high multifractality degree indicating a relative dominance of the large fluctuations in the dynamics of wind speed, especially in the Swiss plateau, which is comprised between the Jura and Alp mountain ranges. The study represents a contribution to the understanding of the dynamical mechanisms of wind speed variability in mountainous regions.

The effects of common risk factors on stock returns: A detrended cross-correlation analysis

NASA Astrophysics Data System (ADS)

Ruan, Qingsong; Yang, Bingchan

2017-10-01

In this paper, we investigate the cross-correlations between Fama and French three factors and the return of American industries on the basis of cross-correlation statistic test and multifractal detrended cross-correlation analysis (MF-DCCA). Qualitatively, we find that the return series of Fama and French three factors and American industries were overall significantly cross-correlated based on the analysis of a statistic. Quantitatively, we find that the cross-correlations between three factors and the return of American industries were strongly multifractal, and applying MF-DCCA we also investigate the cross-correlation of industry returns and residuals. We find that there exists multifractality of industry returns and residuals. The result of correlation coefficients we can verify that there exist other factors which influence the industry returns except Fama three factors.

Multifractal investigation of continuous seismic signal recorded at El Hierro volcano (Canary Islands) during the 2011-2012 pre- and eruptive phases

NASA Astrophysics Data System (ADS)

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.

Nonlinear stratospheric variability: multifractal de-trended fluctuation analysis and singularity spectra

PubMed Central

Domeisen, Daniela I. V.

2016-01-01

Characterizing the stratosphere as a turbulent system, temporal fluctuations often show different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. In this study, the different scaling laws in the long-term stratospheric variability are studied using multifractal de-trended fluctuation analysis (MF-DFA). The analysis is performed comparing four re-analysis products and different realizations of an idealized numerical model, isolating the role of topographic forcing and seasonal variability, as well as the absence of climate teleconnections and small-scale forcing. The Northern Hemisphere (NH) shows a transition of scaling exponents for time scales shorter than about 1 year, for which the variability is multifractal and scales in time with a power law corresponding to a red spectrum, to longer time scales, for which the variability is monofractal and scales in time with a power law corresponding to white noise. Southern Hemisphere (SH) variability also shows a transition at annual scales. The SH also shows a narrower dynamical range in multifractality than the NH, as seen in the generalized Hurst exponent and in the singularity spectra. The numerical integrations show that the models are able to reproduce the low-frequency variability but are not able to fully capture the shorter term variability of the stratosphere. PMID:27493560

Focused-based multifractal analysis of the wake in a wind turbine array utilizing proper orthogonal decomposition

NASA Astrophysics Data System (ADS)

Kadum, Hawwa; Ali, Naseem; Cal, Raúl

2016-11-01

Hot-wire anemometry measurements have been performed on a 3 x 3 wind turbine array to study the multifractality of the turbulent kinetic energy dissipations. A multifractal spectrum and Hurst exponents are determined at nine locations downstream of the hub height, and bottom and top tips. Higher multifractality is found at 0.5D and 1D downstream of the bottom tip and hub height. The second order of the Hurst exponent and combination factor show an ability to predict the flow state in terms of its development. Snapshot proper orthogonal decomposition is used to identify the coherent and incoherent structures and to reconstruct the stochastic velocity using a specific number of the POD eigenfunctions. The accumulation of the turbulent kinetic energy in top tip location exhibits fast convergence compared to the bottom tip and hub height locations. The dissipation of the large and small scales are determined using the reconstructed stochastic velocities. The higher multifractality is shown in the dissipation of the large scale compared to small-scale dissipation showing consistency with the behavior of the original signals.

Influence of urban morphology on total noise pollution: multifractal description.

PubMed

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.

Fractal and Multifractal Analysis of Human Gait

NASA Astrophysics Data System (ADS)

Muñoz-Diosdado, A.; del Río Correa, J. L.; Angulo-Brown, F.

2003-09-01

We carried out a fractal and multifractal analysis of human gait time series of young and old individuals, and adults with three illnesses that affect the march: The Parkinson's and Huntington's diseases and the amyotrophic lateral sclerosis (ALS). We obtained cumulative plots of events, the correlation function, the Hurst exponent and the Higuchi's fractal dimension of these time series and found that these fractal markers could be a factor to characterize the march, since we obtained different values of these quantities for youths and adults and they are different also for healthy and ill persons and the most anomalous values belong to ill persons. In other physiological signals there is complexity lost related with the age and the illness, in the case of the march the opposite occurs. The multifractal analysis could be also a useful tool to understand the dynamics of these and other complex systems.

Multifractal analysis of charged particle distributions using horizontal visibility graph and sandbox algorithm

NASA Astrophysics Data System (ADS)

Mali, P.; Mukhopadhyay, A.; Manna, S. K.; Haldar, P. K.; Singh, G.

2017-03-01

Horizontal visibility graphs (HVGs) and the sandbox (SB) algorithm usually applied for multifractal characterization of complex network systems that are converted from time series measurements, are used to characterize the fluctuations in pseudorapidity densities of singly charged particles produced in high-energy nucleus-nucleus collisions. Besides obtaining the degree distribution associated with event-wise pseudorapidity distributions, the common set of observables, typical of any multifractality measurement, are studied in 16O-Ag/Br and 32S-Ag/Br interactions, each at an incident laboratory energy of 200 GeV/nucleon. For a better understanding, we systematically compare the experiment with a Monte Carlo model simulation based on the Ultra-relativistic Quantum Molecular Dynamics (UrQMD). Our results suggest that the HVG-SB technique is an efficient tool that can characterize multifractality in multiparticle emission data, and in some cases, it is even superior to other methods more commonly used in this regard.

European economies in crisis: A multifractal analysis of disruptive economic events and the effects of financial assistance

NASA Astrophysics Data System (ADS)

Siokis, Fotios M.

2014-02-01

We analyze the complexity of rare economic events in troubled European economies. The economic crisis initiated at the end of 2009, forced a number of European economies to request financial assistance from world organizations. By employing the stock market index as a leading indicator of the economic activity, we test whether the financial assistance programs altered the statistical properties of the index. The effects of major financial program agreements on the economies can be best illustrated by the comparison of the multifractal spectra of the time series before and after the agreement. We reveal that the returns of the time series exhibit strong multifractal properties for all periods under investigation. In two of the three investigated economies, financial assistance along with governments’ initiatives appear to have altered the statistical properties of the stock market indexes increasing the width of the multifractal spectra and thus the complexity of the market.

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

PubMed

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.

Mammographic evidence of microenvironment changes in tumorous breasts.

PubMed

Marin, Zach; Batchelder, Kendra A; Toner, Brian C; Guimond, Lyne; Gerasimova-Chechkina, Evgeniya; Harrow, Amy R; Arneodo, Alain; Khalil, Andre

2017-04-01

The microenvironment of breast tumors plays a critical role in tumorigenesis. As long as the structural integrity of the microenvironment is upheld, the tumor is suppressed. If tissue structure is lost through disruptions in the normal cell cycle, the microenvironment may act as a tumor promoter. Therefore, the properties that distinguish between healthy and tumorous tissues may not be solely in the tumor characteristics but rather in surrounding non-tumor tissue. The goal of this paper was to show preliminary evidence that tissue disruption and loss of homeostasis in breast tissue microenvironment and breast bilateral asymmetry can be quantitatively and objectively assessed from mammography via a localized, wavelet-based analysis of the whole breast. A wavelet-based multifractal formalism called the 2D Wavelet Transform Modulus Maxima (WTMM) method was used to quantitate density fluctuations from mammographic breast tissue via the Hurst exponent (H). Each entire mammogram was cut in hundreds of 360 × 360 pixel subregions in a gridding scheme of overlapping sliding windows, with each window boundary separated by 32 pixels. The 2D WTMM method was applied to each subregion individually. A data mining approach was set up to determine which metrics best discriminated between normal vs. cancer cases. These same metrics were then used, without modification, to discriminate between normal vs. benign and benign vs. cancer cases. The density fluctuations in healthy mammographic breast tissue are either monofractal anti-correlated (H < 1/2) for fatty tissue or monofractal long-range correlated (H>1/2) for dense tissue. However, tissue regions with H~1/2, as well as left vs. right breast asymetries, were found preferably in tumorous (benign or cancer) breasts vs. normal breasts, as quantified via a combination metric yielding a P-value ~ 0.0006. No metric considered showed significant differences between cancer vs. benign breasts. Since mammographic tissue regions associated with uncorrelated (H~1/2) density fluctuations were predominantly in tumorous breasts, and since the underlying physical processes associated with a H~1/2 signature are those of randomness, lack of spatial correlation, and free diffusion, it is hypothesized that this signature is also associated with tissue disruption and loss of tissue homeostasis. © 2017 American Association of Physicists in Medicine.

Temporal scaling and spatial statistical analyses of groundwater level fluctuations

NASA Astrophysics Data System (ADS)

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.

Variations in the Parameters of Background Seismic Noise during the Preparation Stages of Strong Earthquakes in the Kamchatka Region

NASA Astrophysics Data System (ADS)

Kasimova, V. A.; Kopylova, G. N.; Lyubushin, A. A.

2018-03-01

The results of the long (2011-2016) investigation of background seismic noise (BSN) in Kamchatka by the method suggested by Doct. Sci. (Phys.-Math.) A.A. Lyubushin with the use of the data from the network of broadband seismic stations of the Geophysical Survey of the Russian Academy of Sciences are presented. For characterizing the BSN field and its variability, continuous time series of the statistical parameters of the multifractal singularity spectra and wavelet expansion calculated from the records at each station are used. These parameters include the generalized Hurst exponent α*, singularity spectrum support width Δα, wavelet spectral exponent β, minimal normalized entropy of wavelet coefficients En, and spectral measure of their coherent behavior. The peculiarities in the spatiotemporal distribution of the BSN parameters as a probable response to the earthquakes with M w = 6.8-8.3 that occurred in Kamchatka in 2013 and 2016 are considered. It is established that these seismic events were preceded by regular variations in the BSN parameters, which lasted for a few months and consisted in the reduction of the median and mean α*, Δα, and β values estimated over all the stations and in the increase of the En values. Based on the increase in the spectral measure of the coherent behavior of the four-variate time series of the median and mean values of the considered statistics, the effect of the enhancement of the synchronism in the joint (collective) behavior of these parameters during a certain period prior to the mantle earthquake in the Sea of Okhotsk (May 24, 2013, M w = 8.3) is diagnosed. The procedures for revealing the precursory effects in the variations of the BSN parameters are described and the examples of these effects are presented.

Graphic analysis and multifractal on percolation-based return interval series

NASA Astrophysics Data System (ADS)

Pei, A. Q.; Wang, J.

2015-05-01

A financial time series model is developed and investigated by the oriented percolation system (one of the statistical physics systems). The nonlinear and statistical behaviors of the return interval time series are studied for the proposed model and the real stock market by applying visibility graph (VG) and multifractal detrended fluctuation analysis (MF-DFA). We investigate the fluctuation behaviors of return intervals of the model for different parameter settings, and also comparatively study these fluctuation patterns with those of the real financial data for different threshold values. The empirical research of this work exhibits the multifractal features for the corresponding financial time series. Further, the VGs deviated from both of the simulated data and the real data show the behaviors of small-world, hierarchy, high clustering and power-law tail for the degree distributions.

MULTIFRACTAL STRUCTURES DETECTED BY VOYAGER 1 AT THE HELIOSPHERIC BOUNDARIES

DOE Office of Scientific and Technical Information (OSTI.GOV)

Macek, W. M.; Wawrzaszek, A.; Burlaga, L. F., E-mail: macek@cbk.waw.pl, E-mail: anna.wawrzaszek@cbk.waw.pl, E-mail: lburlagahsp@verizon.net

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 heliocentricmore » 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.« less

Changes in multifractal properties for stable angina pectoris

NASA Astrophysics Data System (ADS)

Knežević, Andrea; Martinis, Mladen; Krstačić, Goran; Vargović, Emil

2005-12-01

The multifractal approach has been applied to temporal fluctuations of heartbeat (RR) intervals, measured in various regimes of physical activity (ergometric data), taken from healthy subjects and those having stable angina pectoris (SAP). The problem we address here is whether SAP changes multifractality observed in healthy subjects. The G-moment method is used to analyse the multifractal spectrum. It is observed that both sets of data characterize multifractality, but a different trend in multifractal behaviour is found for SAP disease, under pronounced physical activity.

Multifractal analysis of 2001 Mw 7 . 7 Bhuj earthquake sequence in Gujarat, Western India

NASA Astrophysics Data System (ADS)

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.

Dual-induced multifractality in online viewing activity.

PubMed

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.

Dual-induced multifractality in online viewing activity

NASA Astrophysics Data System (ADS)

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.

Effect of tillage system and cumulative rainfall on multifractal parameters of soil surface microrelief

NASA Astrophysics Data System (ADS)

Vidal Vázquez, E.; Miranda, J. G. V.; Mirás-Avalos, J. M.; Díaz, M. C.; Paz-Ferreiro, J.

2009-04-01

Mathematical description of the spatial characteristics of soil surface microrelief still remains a challenge. Soil surface roughness parameters are required for modelling overland flow and erosion. The objective of this work was to evaluate the potential of multifractal for analyzing the decay of initial surface roughness induced by natural rainfall under different soil tillage systems. Field experiments were performed on an Oxisol at Campinas, São Paulo State (Brazil). Six tillage treatments, namely, disc harrow, disc plow, chisel plow, disc harrow + disc level, disc plow + disc level and chisel plow + disc level were tested. In each plot soil surface microrelief was measured for times, with increasing amounts of natural rainfall using a pinmeter. The sampling scheme was a square grid with 25 x 25 mm point spacing and the plot size was 1350 x 1350 mm, so that each data set consisted of 3025 individual elevation points. Duplicated measurements were taken per treatment and date, yielding a total of 48 experimental data sets. All the investigated microrelief data sets exhibited, in general, scale properties, and the degree of multifractality showed wide differences between them. Multifractal analysis distinguishes two different patterns of soil surface microrelief, the first one has features close to monofractal spectra and the second clearly indicates multifractal behavior. Both, singularity spectra and generalized dimension spectra allow differentiating between soil tillage systems. In general, changes in values of multifractal parameters under simulated rainfall showed no or little correspondence with the evolution of the vertical microrelief component described by indices such as the standard deviation of the point height measurements. Multifractal parameters provided valuable information for chararacterizing the spatial features of soil surface microrelief as they were able to discriminate data sets with similar values for the vertical component of roughness.

Comparison of Two Multifractal Analysis Methods: Generalized Structure Function and Multifractal Spectrum

NASA Astrophysics Data System (ADS)

Morato, M. Carmen; Castellanos, M. Teresa; Bird, Nigel; Tarquis, Ana M.

2016-04-01

Soil variability has often been a constant expected factor to take in account in soil studies. This variability could be considered to be composed of "functional" variations plus random fluctuations or noise. Multifractal formalism, first proposed by Mandelbrot (1982), is suitable for variables with self-similar distribution on a spatial domain. Multifractal analysis can provide insight into spatial variability of crop or soil parameters. In soil science, it has been quite popular to characterize the scaling property of a variable measured along a transect as a mass distribution of a statistical measure on a length domain of the studied transect. To do this, it divides it into a number of self similar segments and estimate the partition function and mass function. Based on this, the multifractal spectra (MFS) is calculated. However, another technique can be applied focus its attention in the variations of a measure analyzing the moments of the absolute differences at different scales, the Generalized Structure Function (GSF), and extracting the Generalized Hurst exponents. The aim of this study is to compare both techniques in a transect data. A common 1024 m transect across arable fields at Silsoe in Bedfordshire, east-central England were analyzed with these two multifractal methods. Properties studied were total porosity (Porosity), gravimetric water content (GWC) and nitrogen oxide flux (NO2 flux). The results showed in both methods that NO2 flux presents a clear multifractal character and a weak one in the GWC and Porosity cases. Several parameters were calculated from both methods and are discussed. On the other hand, using the partition function all the scale ranges were used, meanwhile in the GSF a shorter range of scales showed linear behavior in the bilog plots used to estimate the parameters. GWC exhibits a linear pattern from increments of 4 till 256 meters, Porosity showed this behavior from 4 till 64 meters. In case of NO2 flux only from 32 to 256 meters showed it. However, the relation between the mass exponent function and the GSF, found in the literature, was positively verified in the three variables.

Statistical properties of the yuan exchange rate index

NASA Astrophysics Data System (ADS)

Wang, Dong-Hua; Yu, Xiao-Wen; Suo, Yuan-Yuan

2012-06-01

We choice the yuan exchange rate index based on a basket of currencies as the effective exchange rate of the yuan and investigate the statistical properties of the yuan exchange rate index after China's exchange rate system reform on the 21st July 2005. After dividing the time series into two parts according to the change in the yuan exchange rate regime in July 2008, we compare the statistical properties of the yuan exchange rate index during these two periods. We find that the distribution of the two return series has the exponential form. We also perform the detrending moving average analysis (DMA) and the multifractal detrending moving average analysis (MFDMA). The two periods possess different degrees of long-range correlations, and the multifractal nature is also unveiled in these two time series. Significant difference is found in the scaling exponents τ(q) and singularity spectra f(α) of the two periods obtained from the MFDMA analysis. Besides, in order to detect the sources of multifractality, shuffling and phase randomization procedures are applied to destroy the long-range temporal correlation and fat-tailed distribution of the yuan exchange rate index respectively. We find that the fat-tailedness plays a critical role in the sources of multifractality in the first period, while the long memory is the major cause in the second period. The results suggest that the change in China's exchange rate regime in July 2008 gives rise to the different multifractal properties of the yuan exchange rate index in these two periods, and thus has an effect on the effective exchange rate of the yuan after the exchange rate reform on the 21st July 2005.

Multifractal Detrended Cross-correlation Analysis of Market Clearing Price of electricity and SENSEX in India

NASA Astrophysics Data System (ADS)

Ghosh, Dipak; Dutta, Srimonti; Chakraborty, Sayantan

2015-09-01

This paper reports a study on the cross-correlation between the electric bid price and SENSEX using Multifractal Detrended Cross-correlation Analysis (MF-DXA). MF-DXA is a very rigorous and robust technique for assessment of cross-correction between two non-linear time series. The study reveals power law cross-correlation between Market Clearing Price (MCP) and SENSEX which suggests that a change in the value of one can create a subjective change in the value of the other.

Paradigms of Complexity: Fractals and Structures in the Sciences

NASA Astrophysics Data System (ADS)

Novak, Miroslav M.

The Table of Contents for the book is as follows: * Preface * The Origin of Complexity (invited talk) * On the Existence of Spatially Uniform Scaling Laws in the Climate System * Multispectral Backscattering: A Fractal-Structure Probe * Small-Angle Multiple Scattering on a Fractal System of Point Scatterers * Symmetric Fractals Generated by Cellular Automata * Bispectra and Phase Correlations for Chaotic Dynamical Systems * Self-Organized Criticality Models of Neural Development * Altered Fractal and Irregular Heart Rate Behavior in Sick Fetuses * Extract Multiple Scaling in Long-Term Heart Rate Variability * A Semi-Continous Box Counting Method for Fractal Dimension Measurement of Short Single Dimension Temporal Signals - Preliminary Study * A Fractional Brownian Motion Model of Cracking * Self-Affine Scaling Studies on Fractography * Coarsening of Fractal Interfaces * A Fractal Model of Ocean Surface Superdiffusion * Stochastic Subsurface Flow and Transport in Fractal Fractal Conductivity Fields * Rendering Through Iterated Function Systems * The σ-Hull - The Hull Where Fractals Live - Calculating a Hull Bounded by Log Spirals to Solve the Inverse IFS-Problem by the Detected Orbits * On the Multifractal Properties of Passively Convected Scalar Fields * New Statistical Textural Transforms for Non-Stationary Signals: Application to Generalized Mutlifractal Analysis * Laplacian Growth of Parallel Needles: Their Mullins-Sekerka Instability * Entropy Dynamics Associated with Self-Organization * Fractal Properties in Economics (invited talk) * Fractal Approach to the Regional Seismic Event Discrimination Problem * Fractal and Topological Complexity of Radioactive Contamination * Pattern Selection: Nonsingular Saffman-Taylor Finger and Its Dynamic Evolution with Zero Surface Tension * A Family of Complex Wavelets for the Characterization of Singularities * Stabilization of Chaotic Amplitude Fluctuations in Multimode, Intracavity-Doubled Solid-State Lasers * Chaotic Dynamics of Elastic-Plastic Beams * The Riemann Non-Differentiable Function and Identities for the Gaussian Sums * Revealing the Multifractal Nature of Failure Sequence * The Fractal Nature of wood Revealed by Drying * Squaring the Circle: Diffusion Volume and Acoustic Behaviour of a Fractal Structure * Relationship Between Acupuncture Holographic Units and Fetus Development; Fractal Features of Two Acupuncture Holographic Unit Systems * The Fractal Properties of the Large-Scale Magnetic Fields on the Sun * Fractal Analysis of Tide Gauge Data * Author Index

Forecasting volatility of SSEC in Chinese stock market using multifractal analysis

NASA Astrophysics Data System (ADS)

Wei, Yu; Wang, Peng

2008-03-01

In this paper, taking about 7 years’ high-frequency data of the Shanghai Stock Exchange Composite Index (SSEC) as an example, we propose a daily volatility measure based on the multifractal spectrum of the high-frequency price variability within a trading day. An ARFIMA model is used to depict the dynamics of this multifractal volatility (MFV) measures. The one-day ahead volatility forecasting performances of the MFV model and some other existing volatility models, such as the realized volatility model, stochastic volatility model and GARCH, are evaluated by the superior prediction ability (SPA) test. The empirical results show that under several loss functions, the MFV model obtains the best forecasting accuracy.

Multifractal Approach to Time Clustering of Earthquakes. Application to Mt. Vesuvio Seismicity

NASA Astrophysics Data System (ADS)

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.

Multi-fractality in aeroelastic response as a precursor to flutter

NASA Astrophysics Data System (ADS)

Venkatramani, J.; Nair, Vineeth; Sujith, R. I.; Gupta, Sayan; Sarkar, Sunetra

2017-01-01

Wind tunnel tests on a NACA 0012 airfoil have been carried out to study the transition in aeroelastic response from an initial state characterised by low-amplitude aperiodic fluctuations to aeroelastic flutter when the system exhibits limit cycle oscillations. An analysis of the aeroelastic measurements reveals multi-fractal characteristics in the pre-flutter regime. This has not been studied in the literature. As the flow velocity approaches the flutter velocity from below, a gradual loss in multi-fractality is observed. Measures based on the generalised Hurst exponents are developed and are shown to have the potential to warn against impending aeroelastic flutter. The results of this study could be useful for health monitoring of aeroelastic structures.

Comparative analysis of time-scaling properties about water pH in Poyang Lake Inlet and Outlet on the basis of fractal methods.

PubMed

Shi, K; Liu, C Q; Huang, Z W; Zhang, B; Su, Y

2010-01-01

Detrended fluctuation analysis (DFA) and multifractal methods are applied to the time-scaling properties analysis of water pH series in Poyang Lake Inlet and Outlet in China. The results show that these pH series are characterised by long-term memory and multifractal scaling, and these characteristics have obvious differences between the Lake Inlet and Outlet. The comparison results suggest that monofractal and multifractal parameters can be quantitative dynamical indexes reflecting the capability of anti-acidification of Poyang Lake. Furthermore, we investigated the frequency-size distribution of pH series in Poyang Lake Inlet and Outlet. Our findings suggest that water pH is an example of a self-organised criticality (SOC) process. The results show that it is different SOC behaviours that result in the differences of power-law relations between pH series in Poyang Lake Inlet and Outlet. This work can be helpful to improvement of modelling of lake water quality.

Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets

NASA Astrophysics Data System (ADS)

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 cross-correlation effects in two-variable time series of complex network vertex observables

NASA Astrophysics Data System (ADS)

OświÈ©cimka, Paweł; Livi, Lorenzo; DroŻdŻ, Stanisław

2016-10-01

We investigate the scaling of the cross-correlations calculated for two-variable time series containing vertex properties in the context of complex networks. Time series of such observables are obtained by means of stationary, unbiased random walks. We consider three vertex properties that provide, respectively, short-, medium-, and long-range information regarding the topological role of vertices in a given network. In order to reveal the relation between these quantities, we applied the multifractal cross-correlation analysis technique, which provides information about the nonlinear effects in coupling of time series. We show that the considered network models are characterized by unique multifractal properties of the cross-correlation. In particular, it is possible to distinguish between Erdös-Rényi, Barabási-Albert, and Watts-Strogatz networks on the basis of fractal cross-correlation. Moreover, the analysis of protein contact networks reveals characteristics shared with both scale-free and small-world models.

Complex multifractal nature in Mycobacterium tuberculosis genome

PubMed Central

Mandal, Saurav; Roychowdhury, Tanmoy; Chirom, Keilash; Bhattacharya, Alok; Brojen Singh, R. K.

2017-01-01

The mutifractal and long range correlation (C(r)) properties of strings, such as nucleotide sequence can be a useful parameter for identification of underlying patterns and variations. In this study C(r) and multifractal singularity function f(α) have been used to study variations in the genomes of a pathogenic bacteria Mycobacterium tuberculosis. Genomic sequences of M. tuberculosis isolates displayed significant variations in C(r) and f(α) reflecting inherent differences in sequences among isolates. M. tuberculosis isolates can be categorised into different subgroups based on sensitivity to drugs, these are DS (drug sensitive isolates), MDR (multi-drug resistant isolates) and XDR (extremely drug resistant isolates). C(r) follows significantly different scaling rules in different subgroups of isolates, but all the isolates follow one parameter scaling law. The richness in complexity of each subgroup can be quantified by the measures of multifractal parameters displaying a pattern in which XDR isolates have highest value and lowest for drug sensitive isolates. Therefore C(r) and multifractal functions can be useful parameters for analysis of genomic sequences. PMID:28440326

Complex multifractal nature in Mycobacterium tuberculosis genome

NASA Astrophysics Data System (ADS)

Mandal, Saurav; Roychowdhury, Tanmoy; Chirom, Keilash; Bhattacharya, Alok; Brojen Singh, R. K.

2017-04-01

The mutifractal and long range correlation (C(r)) properties of strings, such as nucleotide sequence can be a useful parameter for identification of underlying patterns and variations. In this study C(r) and multifractal singularity function f(α) have been used to study variations in the genomes of a pathogenic bacteria Mycobacterium tuberculosis. Genomic sequences of M. tuberculosis isolates displayed significant variations in C(r) and f(α) reflecting inherent differences in sequences among isolates. M. tuberculosis isolates can be categorised into different subgroups based on sensitivity to drugs, these are DS (drug sensitive isolates), MDR (multi-drug resistant isolates) and XDR (extremely drug resistant isolates). C(r) follows significantly different scaling rules in different subgroups of isolates, but all the isolates follow one parameter scaling law. The richness in complexity of each subgroup can be quantified by the measures of multifractal parameters displaying a pattern in which XDR isolates have highest value and lowest for drug sensitive isolates. Therefore C(r) and multifractal functions can be useful parameters for analysis of genomic sequences.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Schertzer, Daniel, E-mail: Daniel.Schertzer@enpc.fr; Tchiguirinskaia, Ioulia, E-mail: Ioulia.Tchiguirinskaia@enpc.fr

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 upmore » 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.« less

Scaling and stochastic cascade properties of NEMO oceanic simulations and their potential value for GCM evaluation and downscaling

NASA Astrophysics Data System (ADS)

Verrier, Sébastien; Crépon, Michel; Thiria, Sylvie

2014-09-01

Spectral scaling properties have already been evidenced on oceanic numerical simulations and have been subject to several interpretations. They can be used to evaluate classical turbulence theories that predict scaling with specific exponents and to evaluate the quality of GCM outputs from a statistical and multiscale point of view. However, a more complete framework based on multifractal cascades is able to generalize the classical but restrictive second-order spectral framework to other moment orders, providing an accurate description of probability distributions of the fields at multiple scales. The predictions of this formalism still needed systematic verification in oceanic GCM while they have been confirmed recently for their atmospheric counterparts by several papers. The present paper is devoted to a systematic analysis of several oceanic fields produced by the NEMO oceanic GCM. Attention is focused to regional, idealized configurations that permit to evaluate the NEMO engine core from a scaling point of view regardless of limitations involved by land masks. Based on classical multifractal analysis tools, multifractal properties were evidenced for several oceanic state variables (sea surface temperature and salinity, velocity components, etc.). While first-order structure functions estimated a different nonconservativity parameter H in two scaling ranges, the multiorder statistics of turbulent fluxes were scaling over almost the whole available scaling range. This multifractal scaling was then parameterized with the help of the universal multifractal framework, providing parameters that are coherent with existing empirical literature. Finally, we argue that the knowledge of these properties may be useful for oceanographers. The framework seems very well suited for the statistical evaluation of OGCM outputs. Moreover, it also provides practical solutions to simulate subpixel variability stochastically for GCM downscaling purposes. As an independent perspective, the existence of multifractal properties in oceanic flows seems also interesting for investigating scale dependencies in remote sensing inversion algorithms.

Nonlinear analysis of saccade speed fluctuations during combined action and perception tasks

PubMed Central

Stan, C.; Astefanoaei, C.; Pretegiani, E.; Optican, L.; Creanga, D.; Rufa, A.; Cristescu, C.P.

2014-01-01

Background: Saccades are rapid eye movements used to gather information about a scene which requires both action and perception. These are usually studied separately, so that how perception influences action is not well understood. In a dual task, where the subject looks at a target and reports a decision, subtle changes in the saccades might be caused by action-perception interactions. Studying saccades might provide insight into how brain pathways for action and for perception interact. New method: We applied two complementary methods, multifractal detrended fluctuation analysis and Lempel-Ziv complexity index to eye peak speed recorded in two experiments, a pure action task and a combined action-perception task. Results: Multifractality strength is significantly different in the two experiments, showing smaller values for dual decision task saccades compared to simple-task saccades. The normalized Lempel-Ziv complexity index behaves similarly i.e. is significantly smaller in the decision saccade task than in the simple task. Comparison with existing methods: Compared to the usual statistical and linear approaches, these analyses emphasize the character of the dynamics involved in the fluctuations and offer a sensitive tool for quantitative evaluation of the multifractal features and of the complexity measure in the saccades peak speeds when different brain circuits are involved. Conclusion: Our results prove that the peak speed fluctuations have multifractal characteristics with lower magnitude for the multifractality strength and for the complexity index when two neural pathways are simultaneously activated, demonstrating the nonlinear interaction in the brain pathways for action and perception. PMID:24854830

Multifractal analysis and topological properties of a new family of weighted Koch networks

NASA Astrophysics Data System (ADS)

Huang, Da-Wen; Yu, Zu-Guo; Anh, Vo

2017-03-01

Weighted complex networks, especially scale-free networks, which characterize real-life systems better than non-weighted networks, have attracted considerable interest in recent years. Studies on the multifractality of weighted complex networks are still to be undertaken. In this paper, inspired by the concepts of Koch networks and Koch island, we propose a new family of weighted Koch networks, and investigate their multifractal behavior and topological properties. We find some key topological properties of the new networks: their vertex cumulative strength has a power-law distribution; there is a power-law relationship between their topological degree and weight strength; the networks have a high weighted clustering coefficient of 0.41004 (which is independent of the scaling factor c) in the limit of large generation t; the second smallest eigenvalue μ2 and the maximum eigenvalue μn are approximated by quartic polynomials of the scaling factor c for the general Laplacian operator, while μ2 is approximately a quartic polynomial of c and μn= 1.5 for the normalized Laplacian operator. Then, we find that weighted koch networks are both fractal and multifractal, their fractal dimension is influenced by the scaling factor c. We also apply these analyses to six real-world networks, and find that the multifractality in three of them are strong.

Fractal scaling analysis of groundwater dynamics in confined aquifers

NASA Astrophysics Data System (ADS)

Tu, Tongbi; Ercan, Ali; Kavvas, M. Levent

2017-10-01

Groundwater closely interacts with surface water and even climate systems in most hydroclimatic settings. Fractal scaling analysis of groundwater dynamics is of significance in modeling hydrological processes by considering potential temporal long-range dependence and scaling crossovers in the groundwater level fluctuations. In this study, it is demonstrated that the groundwater level fluctuations in confined aquifer wells with long observations exhibit site-specific fractal scaling behavior. Detrended fluctuation analysis (DFA) was utilized to quantify the monofractality, and multifractal detrended fluctuation analysis (MF-DFA) and multiscale multifractal analysis (MMA) were employed to examine the multifractal behavior. The DFA results indicated that fractals exist in groundwater level time series, and it was shown that the estimated Hurst exponent is closely dependent on the length and specific time interval of the time series. The MF-DFA and MMA analyses showed that different levels of multifractality exist, which may be partially due to a broad probability density distribution with infinite moments. Furthermore, it is demonstrated that the underlying distribution of groundwater level fluctuations exhibits either non-Gaussian characteristics, which may be fitted by the Lévy stable distribution, or Gaussian characteristics depending on the site characteristics. However, fractional Brownian motion (fBm), which has been identified as an appropriate model to characterize groundwater level fluctuation, is Gaussian with finite moments. Therefore, fBm may be inadequate for the description of physical processes with infinite moments, such as the groundwater level fluctuations in this study. It is concluded that there is a need for generalized governing equations of groundwater flow processes that can model both the long-memory behavior and the Brownian finite-memory behavior.

Three-Dimensional Surface Parameters and Multi-Fractal Spectrum of Corroded Steel

PubMed Central

Shanhua, Xu; Songbo, Ren; Youde, Wang

2015-01-01

To study multi-fractal behavior of corroded steel surface, a range of fractal surfaces of corroded surfaces of Q235 steel were constructed by using the Weierstrass-Mandelbrot method under a high total accuracy. The multi-fractal spectrum of fractal surface of corroded steel was calculated to study the multi-fractal characteristics of the W-M corroded surface. Based on the shape feature of the multi-fractal spectrum of corroded steel surface, the least squares method was applied to the quadratic fitting of the multi-fractal spectrum of corroded surface. The fitting function was quantitatively analyzed to simplify the calculation of multi-fractal characteristics of corroded surface. The results showed that the multi-fractal spectrum of corroded surface was fitted well with the method using quadratic curve fitting, and the evolution rules and trends were forecasted accurately. The findings can be applied to research on the mechanisms of corroded surface formation of steel and provide a new approach for the establishment of corrosion damage constitutive models of steel. PMID:26121468

Three-Dimensional Surface Parameters and Multi-Fractal Spectrum of Corroded Steel.

PubMed

Shanhua, Xu; Songbo, Ren; Youde, Wang

2015-01-01

To study multi-fractal behavior of corroded steel surface, a range of fractal surfaces of corroded surfaces of Q235 steel were constructed by using the Weierstrass-Mandelbrot method under a high total accuracy. The multi-fractal spectrum of fractal surface of corroded steel was calculated to study the multi-fractal characteristics of the W-M corroded surface. Based on the shape feature of the multi-fractal spectrum of corroded steel surface, the least squares method was applied to the quadratic fitting of the multi-fractal spectrum of corroded surface. The fitting function was quantitatively analyzed to simplify the calculation of multi-fractal characteristics of corroded surface. The results showed that the multi-fractal spectrum of corroded surface was fitted well with the method using quadratic curve fitting, and the evolution rules and trends were forecasted accurately. The findings can be applied to research on the mechanisms of corroded surface formation of steel and provide a new approach for the establishment of corrosion damage constitutive models of steel.

Multi-fractal detrended texture feature for brain tumor classification

NASA Astrophysics Data System (ADS)

Reza, Syed M. S.; Mays, Randall; Iftekharuddin, Khan M.

2015-03-01

We propose a novel non-invasive brain tumor type classification using Multi-fractal Detrended Fluctuation Analysis (MFDFA) [1] in structural magnetic resonance (MR) images. This preliminary work investigates the efficacy of the MFDFA features along with our novel texture feature known as multifractional Brownian motion (mBm) [2] in classifying (grading) brain tumors as High Grade (HG) and Low Grade (LG). Based on prior performance, Random Forest (RF) [3] is employed for tumor grading using two different datasets such as BRATS-2013 [4] and BRATS-2014 [5]. Quantitative scores such as precision, recall, accuracy are obtained using the confusion matrix. On an average 90% precision and 85% recall from the inter-dataset cross-validation confirm the efficacy of the proposed method.

Multifractal geometry in analysis and processing of digital retinal photographs for early diagnosis of human diabetic macular edema.

PubMed

Tălu, Stefan

2013-07-01

The purpose of this paper is to determine a quantitative assessment of the human retinal vascular network architecture for patients with diabetic macular edema (DME). Multifractal geometry and lacunarity parameters are used in this study. A set of 10 segmented and skeletonized human retinal images, corresponding to both normal (five images) and DME states of the retina (five images), from the DRIVE database was analyzed using the Image J software. Statistical analyses were performed using Microsoft Office Excel 2003 and GraphPad InStat software. The human retinal vascular network architecture has a multifractal geometry. The average of generalized dimensions (Dq) for q = 0, 1, 2 of the normal images (segmented versions), is similar to the DME cases (segmented versions). The average of generalized dimensions (Dq) for q = 0, 1 of the normal images (skeletonized versions), is slightly greater than the DME cases (skeletonized versions). However, the average of D2 for the normal images (skeletonized versions) is similar to the DME images. The average of lacunarity parameter, Λ, for the normal images (segmented and skeletonized versions) is slightly lower than the corresponding values for DME images (segmented and skeletonized versions). The multifractal and lacunarity analysis provides a non-invasive predictive complementary tool for an early diagnosis of patients with DME.

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

NASA Astrophysics Data System (ADS)

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 multifractality singular spectrum can be classified into two categories, confirming the appearance of two types of mobility edges.

Multifractal two-scale Cantor set model for slow solar wind turbulence in the outer heliosphere during solar maximum

NASA Astrophysics Data System (ADS)

Macek, W. M.; Wawrzaszek, A.

2011-05-01

To quantify solar wind turbulence, we consider a generalized two-scale weighted Cantor set with two different scales describing nonuniform distribution of the kinetic energy flux between cascading eddies of various sizes. We examine generalized dimensions and the corresponding multifractal singularity spectrum depending on one probability measure parameter and two rescaling parameters. In particular, we analyse time series of velocities of the slow speed streams of the solar wind measured in situ by Voyager 2 spacecraft in the outer heliosphere during solar maximum at various distances from the Sun: 10, 30, and 65 AU. This allows us to look at the evolution of multifractal intermittent scaling of the solar wind in the distant heliosphere. Namely, it appears that while the degree of multifractality for the solar wind during solar maximum is only weakly correlated with the heliospheric distance, but the multifractal spectrum could substantially be asymmetric in a very distant heliosphere beyond the planetary orbits. Therefore, one could expect that this scaling near the frontiers of the heliosphere should rather be asymmetric. It is worth noting that for the model with two different scaling parameters a better agreement with the solar wind data is obtained, especially for the negative index of the generalized dimensions. Therefore we argue that there is a need to use a two-scale cascade model. Hence we propose this model as a useful tool for analysis of intermittent turbulence in various environments and we hope that our general asymmetric multifractal model could shed more light on the nature of turbulence.

Time-frequency analysis of phonocardiogram signals using wavelet transform: a comparative study.

PubMed

Ergen, Burhan; Tatar, Yetkin; Gulcur, Halil Ozcan

2012-01-01

Analysis of phonocardiogram (PCG) signals provides a non-invasive means to determine the abnormalities caused by cardiovascular system pathology. In general, time-frequency representation (TFR) methods are used to study the PCG signal because it is one of the non-stationary bio-signals. The continuous wavelet transform (CWT) is especially suitable for the analysis of non-stationary signals and to obtain the TFR, due to its high resolution, both in time and in frequency and has recently become a favourite tool. It decomposes a signal in terms of elementary contributions called wavelets, which are shifted and dilated copies of a fixed mother wavelet function, and yields a joint TFR. Although the basic characteristics of the wavelets are similar, each type of the wavelets produces a different TFR. In this study, eight real types of the most known wavelets are examined on typical PCG signals indicating heart abnormalities in order to determine the best wavelet to obtain a reliable TFR. For this purpose, the wavelet energy and frequency spectrum estimations based on the CWT and the spectra of the chosen wavelets were compared with the energy distribution and the autoregressive frequency spectra in order to determine the most suitable wavelet. The results show that Morlet wavelet is the most reliable wavelet for the time-frequency analysis of PCG signals.

Wavelets, non-linearity and turbulence in fusion plasmas

NASA Astrophysics Data System (ADS)

van Milligen, B. Ph.

Introduction Linear spectral analysis tools Wavelet analysis Wavelet spectra and coherence Joint wavelet phase-frequency spectra Non-linear spectral analysis tools Wavelet bispectra and bicoherence Interpretation of the bicoherence Analysis of computer-generated data Coupled van der Pol oscillators A large eddy simulation model for two-fluid plasma turbulence A long wavelength plasma drift wave model Analysis of plasma edge turbulence from Langmuir probe data Radial coherence observed on the TJ-IU torsatron Bicoherence profile at the L/H transition on CCT Conclusions

Complexity of Continuous Glucose Monitoring Data in Critically Ill Patients: Continuous Glucose Monitoring Devices, Sensor Locations, and Detrended Fluctuation Analysis Methods

PubMed Central

Signal, Matthew; Thomas, Felicity; Shaw, Geoffrey M.; Chase, J. Geoffrey

2013-01-01

Background Critically ill patients often experience high levels of insulin resistance and stress-induced hyperglycemia, which may negatively impact outcomes. However, evidence surrounding the causes of negative outcomes remains inconclusive. Continuous glucose monitoring (CGM) devices allow researchers to investigate glucose complexity, using detrended fluctuation analysis (DFA), to determine whether it is associated with negative outcomes. The aim of this study was to investigate the effects of CGM device type/calibration and CGM sensor location on results from DFA. Methods This study uses CGM data from critically ill patients who were each monitored concurrently using Medtronic iPro2s on the thigh and abdomen and a Medtronic Guardian REAL-Time on the abdomen. This allowed interdevice/calibration type and intersensor site variation to be assessed. Detrended fluctuation analysis is a technique that has previously been used to determine the complexity of CGM data in critically ill patients. Two variants of DFA, monofractal and multifractal, were used to assess the complexity of sensor glucose data as well as the precalibration raw sensor current. Monofractal DFA produces a scaling exponent (H), where H is inversely related to complexity. The results of multifractal DFA are presented graphically by the multifractal spectrum. Results From the 10 patients recruited, 26 CGM devices produced data suitable for analysis. The values of H from abdominal iPro2 data were 0.10 (0.03–0.20) higher than those from Guardian REAL-Time data, indicating consistently lower complexities in iPro2 data. However, repeating the analysis on the raw sensor current showed little or no difference in complexity. Sensor site had little effect on the scaling exponents in this data set. Finally, multifractal DFA revealed no significant associations between the multifractal spectrums and CGM device type/calibration or sensor location. Conclusions Monofractal DFA results are dependent on the device/calibration used to obtain CGM data, but sensor location has little impact. Future studies of glucose complexity should consider the findings presented here when designing their investigations. PMID:24351175

Morphological Properties of Siloxane-Hydrogel Contact Lens Surfaces.

PubMed

Stach, Sebastian; Ţălu, Ştefan; Trabattoni, Silvia; Tavazzi, Silvia; Głuchaczka, Alicja; Siek, Patrycja; Zając, Joanna; Giovanzana, Stefano

2017-04-01

The aim of this study was to quantitatively characterize the micromorphology of contact lens (CL) surfaces using atomic force microscopy (AFM) and multifractal analysis. AFM and multifractal analysis were used to characterize the topography of new and worn siloxane-hydrogel CLs made of Filcon V (I FDA group). CL surface roughness was studied by AFM in intermittent-contact mode, in air, on square areas of 25 and 100 μm 2 , by using a Nanoscope V MultiMode (Bruker). Detailed surface characterization of the surface topography was obtained using statistical parameters of 3-D (three-dimensional) surface roughness, in accordance with ISO 25178-2: 2012. Before wear, the surface was found to be characterized by out-of-plane and sharp structures, whilst after a wear of 8 h, two typical morphologies were observed. One morphology (sharp type) has a similar aspect as the unworn CLs and the other morphology (smooth type) is characterized by troughs and bumpy structures. The analysis of the AFM images revealed a multifractal geometry. The generalized dimension D q and the singularity spectrum f(α) provided quantitative values that characterize the local scale properties of CL surface geometry at nanometer scale. Surface statistical parameters deduced by multifractal analysis can be used to assess the CL micromorphology and can be used by manufacturers in developing CLs with improved surface characteristics. These parameters can also be used in understanding the tribological interactions of the back surface of the CL with the corneal surface and the front surface of the CL with the under-surface of the eyelid (friction, wear, and micro-elastohydrodynamic lubrication at a nanometer scale).

A new image segmentation method based on multifractal detrended moving average analysis

NASA Astrophysics Data System (ADS)

Shi, Wen; Zou, Rui-biao; Wang, Fang; Su, Le

2015-08-01

In order to segment and delineate some regions of interest in an image, we propose a novel algorithm based on the multifractal detrended moving average analysis (MF-DMA). In this method, the generalized Hurst exponent h(q) is calculated for every pixel firstly and considered as the local feature of a surface. And then a multifractal detrended moving average spectrum (MF-DMS) D(h(q)) is defined by the idea of box-counting dimension method. Therefore, we call the new image segmentation method MF-DMS-based algorithm. The performance of the MF-DMS-based method is tested by two image segmentation experiments of rapeseed leaf image of potassium deficiency and magnesium deficiency under three cases, namely, backward (θ = 0), centered (θ = 0.5) and forward (θ = 1) with different q values. The comparison experiments are conducted between the MF-DMS method and other two multifractal segmentation methods, namely, the popular MFS-based and latest MF-DFS-based methods. The results show that our MF-DMS-based method is superior to the latter two methods. The best segmentation result for the rapeseed leaf image of potassium deficiency and magnesium deficiency is from the same parameter combination of θ = 0.5 and D(h(- 10)) when using the MF-DMS-based method. An interesting finding is that the D(h(- 10)) outperforms other parameters for both the MF-DMS-based method with centered case and MF-DFS-based algorithms. By comparing the multifractal nature between nutrient deficiency and non-nutrient deficiency areas determined by the segmentation results, an important finding is that the gray value's fluctuation in nutrient deficiency area is much severer than that in non-nutrient deficiency area.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

NASA Astrophysics Data System (ADS)

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.

Complexity measures of music

NASA Astrophysics Data System (ADS)

Pease, April; Mahmoodi, Korosh; West, Bruce J.

2018-03-01

We present a technique to search for the presence of crucial events in music, based on the analysis of the music volume. Earlier work on this issue was based on the assumption that crucial events correspond to the change of music notes, with the interesting result that the complexity index of the crucial events is mu ~ 2, which is the same inverse power-law index of the dynamics of the brain. The search technique analyzes music volume and confirms the results of the earlier work, thereby contributing to the explanation as to why the brain is sensitive to music, through the phenomenon of complexity matching. Complexity matching has recently been interpreted as the transfer of multifractality from one complex network to another. For this reason we also examine the mulifractality of music, with the observation that the multifractal spectrum of a computer performance is significantly narrower than the multifractal spectrum of a human performance of the same musical score. We conjecture that although crucial events are demonstrably important for information transmission, they alone are not suficient to define musicality, which is more adequately measured by the multifractality spectrum.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

NASA Astrophysics Data System (ADS)

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.

Expectations on Hierarchical Scales of Discourse: Multifractality Predicts Both Short- and Long-Range Effects of Violating Gender Expectations in Text Reading

ERIC Educational Resources Information Center

Booth, Chase R.; Brown, Hannah L.; Eason, Elizabeth G.; Wallot, Sebastian; Kelty-Stephen, Damian G.

2018-01-01

Reader expectations form across hierarchical scales of discourse (e.g., from coarse to fine: genre, narrative, syntax). Cross-scale interactivity produces word reading times (RTs) with multifractal structure. After introducing multifractals, we test two hypotheses regarding their relevance to reader expectations: (1) multifractal evidence of…

Multifractal analysis of multiparticle emission data in the framework of visibility graph and sandbox algorithm

NASA Astrophysics Data System (ADS)

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.

Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series

NASA Astrophysics Data System (ADS)

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 q<0 and greater than GHE when q>0 and for one bivariate series the cross-correlation exponent is greater than GHE for all q values.

Comparison of various multifractal approaches to analyze the intermittent magnetic fluctuations observed in the Earth's magnetospheric cusp

NASA Astrophysics Data System (ADS)

Lamy, Hervé; Echim, Marius; Chang, Tom

2014-05-01

Several approaches exist to compute the multifractal characteristics of an intermittent set of fluctuations. First, the classical method based on the computation of the partition function uses the full set of fluctuations . Since it is dominated by the more numerous fluctuations of small amplitudes, this method can mask the fractal characteristics of minor fluctuations of much larger amplitude. To solve this issue, a new method was developed by Chang & Wu (2008) : the Rank-Ordered Multifractal Analysis (ROMA) The ROMA method offers a natural connection between the one-parameter monofractal scaling idea and the multifractal phenomenon of intermittency. The key-element in ROMA is to find s(Y), the spectrum of the scaling exponents, and Ps(Y), the scaled Probability Distribution Function (PDFs), from the raw PDFs of the variable X at various scales tau , P(X,tau), with the following scaling: P(X,tau) tau ^s(Y)=Ps(Y) with Y= X/tau ^s(Y) The first (direct) method is to use range-limited structure functions in a sufficiently small range of the scaled variable Y and search for the value of monofroctal exponent s(Y). A drawback of this approach is that the range of Y must be large enough to ensure that the statistics is meaningful. As a consequence, some cross-over behavior between fluctuations with different monofractal exponents can lead to an ambiguity with several solutions s(Y) for some ranges of Y. Also the multifractal spectrum produced is step-wise discontinuous. To overcome these difficulties, Wu & Chang (2011) have suggested a refined method where a value of the parameter s is assumed and the corresponding value of Y ensuring a collapse of the raw PDFs is searched for. The advantage of this latter approach is that s(Y) and Ps(Y) can be obtained for single values of Y. The two ROMA methods and the partition function method are used on a set of intermittent magnetic field fluctuations observed by the Cluster spacecraft in the Earth's magnetospheric cusp. Results are presented and discussed. Research supported by the European Community's Seventh Framework Programme (FP7/2007-2013) under grant agreement no 313038/STORM. TC was also partially supported by the US National Science Foundation. T. Chang and C.C. Wu, Rank-Ordered Multifractal Spectrum for Intermittent Fluctuations, Phys. Rev. E77,045401(R), 2008 CC. Wu and T. Chang, Application of rank-ordered multifractal analysis (ROMA) to intermittent fluctuations in 3D turbulent flows, 2D MHD simulation and solar wind data, to be submitted to the special issue "Multifractals and Intermittent Turbulence in the Solar-Terrestrial System", Nonlinear Processes in Geophysics, 2011.

Spatial analysis of cities using Renyi entropy and fractal parameters

NASA Astrophysics Data System (ADS)

Chen, Yanguang; Feng, Jian

2017-12-01

The spatial distributions of cities fall into two groups: one is the simple distribution with characteristic scale (e.g. exponential distribution), and the other is the complex distribution without characteristic scale (e.g. power-law distribution). The latter belongs to scale-free distributions, which can be modeled with fractal geometry. However, fractal dimension is not suitable for the former distribution. In contrast, spatial entropy can be used to measure any types of urban distributions. This paper is devoted to generalizing multifractal parameters by means of dual relation between Euclidean and fractal geometries. The main method is mathematical derivation and empirical analysis, and the theoretical foundation is the discovery that the normalized fractal dimension is equal to the normalized entropy. Based on this finding, a set of useful spatial indexes termed dummy multifractal parameters are defined for geographical analysis. These indexes can be employed to describe both the simple distributions and complex distributions. The dummy multifractal indexes are applied to the population density distribution of Hangzhou city, China. The calculation results reveal the feature of spatio-temporal evolution of Hangzhou's urban morphology. This study indicates that fractal dimension and spatial entropy can be combined to produce a new methodology for spatial analysis of city development.

Multifractal analysis of the Korean agricultural market

NASA Astrophysics Data System (ADS)

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.

Multifractality Signatures in Quasars Time Series. I. 3C 273

NASA Astrophysics Data System (ADS)

Belete, A. Bewketu; Bravo, J. P.; Canto Martins, B. L.; Leão, I. C.; De Araujo, J. M.; De Medeiros, J. R.

2018-05-01

The presence of multifractality in a time series shows different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. The identification of a multifractal nature allows for a characterization of the dynamics and of the intermittency of the fluctuations in non-linear and complex systems. In this study, we search for a possible multifractal structure (multifractality signature) of the flux variability in the quasar 3C 273 time series for all electromagnetic wavebands at different observation points, and the origins for the observed multifractality. This study is intended to highlight how the scaling behaves across the different bands of the selected candidate which can be used as an additional new technique to group quasars based on the fractal signature observed in their time series and determine whether quasars are non-linear physical systems or not. The Multifractal Detrended Moving Average algorithm (MFDMA) has been used to study the scaling in non-linear, complex and dynamic systems. To achieve this goal, we applied the backward (θ = 0) MFDMA method for one-dimensional signals. We observe weak multifractal (close to monofractal) behaviour in some of the time series of our candidate except in the mm, UV and X-ray bands. The non-linear temporal correlation is the main source of the observed multifractality in the time series whereas the heaviness of the distribution contributes less.

Multifractal analysis of geophysical time series in the urban lake of Créteil (France).

NASA Astrophysics Data System (ADS)

Mezemate, Yacine; Tchiguirinskaia, Ioulia; Bonhomme, Celine; Schertzer, Daniel; Lemaire, Bruno Jacques; Vinçon leite, Brigitte; Lovejoy, Shaun

2013-04-01

Urban water bodies take part in the environmental quality of the cities. They regulate heat, contribute to the beauty of landscape and give some space for leisure activities (aquatic sports, swimming). As they are often artificial they are only a few meters deep. It confers them some specific properties. Indeed, they are particularly sensitive to global environmental changes, including climate change, eutrophication and contamination by micro-pollutants due to the urbanization of the watershed. Monitoring their quality has become a major challenge for urban areas. The need for a tool for predicting short-term proliferation of potentially toxic phytoplankton therefore arises. In lakes, the behavior of biological and physical (temperature) fields is mainly driven by the turbulence regime in the water. Turbulence is highly non linear, nonstationary and intermittent. This is why statistical tools are needed to characterize the evolution of the fields. The knowledge of the probability distribution of all the statistical moments of a given field is necessary to fully characterize it. This possibility is offered by the multifractal analysis based on the assumption of scale invariance. To investigate the effect of space-time variability of temperature, chlorophyll and dissolved oxygen on the cyanobacteria proliferation in the urban lake of Creteil (France), a spectral analysis is first performed on each time series (or on subsamples) to have an overall estimate of their scaling behaviors. Then a multifractal analysis (Trace Moment, Double Trace Moment) estimates the statistical moments of different orders. This analysis is adapted to the specific properties of the studied time series, i. e. the presence of large scale gradients. The nonlinear behavior of the scaling functions K(q) confirms that the investigated aquatic time series are indeed multifractal and highly intermittent .The knowledge of the universal multifractal parameters is the key to calculate the different statistical moments and thus make some predictions on the fields. As a conclusion, the relationships between the fields will be highlighted with a discussion on the cross predictability of the different fields. This draws a prospective for the use of this kind of time series analysis in the field of limnology. The authors acknowledge the financial support from the R2DS-PLUMMME and Climate-KIC BlueGreenDream projects.

Multifractal characteristics of NDVI maps in space and time in the Community of Madrid (Spain)

NASA Astrophysics Data System (ADS)

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 communities. Oikos. 2012;121(11):1810-1820 10.1111/j.1600-0706.2011.20423.x Scheuring, I., Riedi, R.H., 1994. Application of multifractals to the analysis of vegetation pattern. J. Veg. Sci. 5, 489-496. Solé RV, Bascompte J.: Self-organization in complex ecosystems. Princeton University Press,2006. Acknowledgements First author acknowledges the Research Grant obtained from CEIGRAM in 2014

Statistical characterisation of COSMO Sky-Med X-SAR retrieved precipitation fields by scale-invariance analysis

NASA Astrophysics Data System (ADS)

Deidda, Roberto; Mascaro, Giuseppe; Hellies, Matteo; Baldini, Luca; Roberto, Nicoletta

2013-04-01

COSMO Sky-Med (CSK) is an important programme of the Italian Space Agency aiming at supporting environmental monitoring and management of exogenous, endogenous and anthropogenic risks through X-band Synthetic Aperture Radar (X-SAR) on board of 4 satellites forming a constellation. Most of typical SAR applications are focused on land or ocean observation. However, X-band SAR can be detect precipitation that results in a specific signature caused by the combination of attenuation of surface returns induced by precipitation and enhancement of backscattering determined by the hydrometeors in the SAR resolution volume. Within CSK programme, we conducted an intercomparison between the statistical properties of precipitation fields derived by CSK SARs and those derived by the CNR Polar 55C (C-band) ground based weather radar located in Rome (Italy). This contribution presents main results of this research which was aimed at the robust characterisation of rainfall statistical properties across different scales by means of scale-invariance analysis and multifractal theory. The analysis was performed on a dataset of more two years of precipitation observations collected by the CNR Polar 55C radar and rainfall fields derived from available images collected by the CSK satellites during intense rainfall events. Scale-invariance laws and multifractal properties were detected on the most intense rainfall events derived from the CNR Polar 55C radar for spatial scales from 4 km to 64 km. The analysis on X-SAR retrieved rainfall fields, although based on few images, leaded to similar results and confirmed the existence of scale-invariance and multifractal properties for scales larger than 4 km. These outcomes encourage investigating SAR methodologies for future development of meteo-hydrological forecasting models based on multifractal theory.

Wavelets in Physics

NASA Astrophysics Data System (ADS)

van den Berg, J. C.

2004-03-01

A guided tour J. C. van den Berg; 1. Wavelet analysis, a new tool in physics J.-P. Antoine; 2. The 2-D wavelet transform, physical applications J.-P. Antoine; 3. Wavelets and astrophysical applications A. Bijaoui; 4. Turbulence analysis, modelling and computing using wavelets M. Farge, N. K.-R. Kevlahan, V. Perrier and K. Schneider; 5. Wavelets and detection of coherent structures in fluid turbulence L. Hudgins and J. H. Kaspersen; 6. Wavelets, non-linearity and turbulence in fusion plasmas B. Ph. van Milligen; 7. Transfers and fluxes of wind kinetic energy between orthogonal wavelet components during atmospheric blocking A. Fournier; 8. Wavelets in atomic physics and in solid state physics J.-P. Antoine, Ph. Antoine and B. Piraux; 9. The thermodynamics of fractals revisited with wavelets A. Arneodo, E. Bacry and J. F. Muzy; 10. Wavelets in medicine and physiology P. Ch. Ivanov, A. L. Goldberger, S. Havlin, C.-K. Peng, M. G. Rosenblum and H. E. Stanley; 11. Wavelet dimension and time evolution Ch.-A. Guérin and M. Holschneider.

Wavelets in Physics

NASA Astrophysics Data System (ADS)

van den Berg, J. C.

1999-08-01

A guided tour J. C. van den Berg; 1. Wavelet analysis, a new tool in physics J.-P. Antoine; 2. The 2-D wavelet transform, physical applications J.-P. Antoine; 3. Wavelets and astrophysical applications A. Bijaoui; 4. Turbulence analysis, modelling and computing using wavelets M. Farge, N. K.-R. Kevlahan, V. Perrier and K. Schneider; 5. Wavelets and detection of coherent structures in fluid turbulence L. Hudgins and J. H. Kaspersen; 6. Wavelets, non-linearity and turbulence in fusion plasmas B. Ph. van Milligen; 7. Transfers and fluxes of wind kinetic energy between orthogonal wavelet components during atmospheric blocking A. Fournier; 8. Wavelets in atomic physics and in solid state physics J.-P. Antoine, Ph. Antoine and B. Piraux; 9. The thermodynamics of fractals revisited with wavelets A. Arneodo, E. Bacry and J. F. Muzy; 10. Wavelets in medicine and physiology P. Ch. Ivanov, A. L. Goldberger, S. Havlin, C.-K. Peng, M. G. Rosenblum and H. E. Stanley; 11. Wavelet dimension and time evolution Ch.-A. Guérin and M. Holschneider.

iSAP: Interactive Sparse Astronomical Data Analysis Packages

NASA Astrophysics Data System (ADS)

Fourt, O.; Starck, J.-L.; Sureau, F.; Bobin, J.; Moudden, Y.; Abrial, P.; Schmitt, J.

2013-03-01

iSAP consists of three programs, written in IDL, which together are useful for spherical data analysis. MR/S (MultiResolution on the Sphere) contains routines for wavelet, ridgelet and curvelet transform on the sphere, and applications such denoising on the sphere using wavelets and/or curvelets, Gaussianity tests and Independent Component Analysis on the Sphere. MR/S has been designed for the PLANCK project, but can be used for many other applications. SparsePol (Polarized Spherical Wavelets and Curvelets) has routines for polarized wavelet, polarized ridgelet and polarized curvelet transform on the sphere, and applications such denoising on the sphere using wavelets and/or curvelets, Gaussianity tests and blind source separation on the Sphere. SparsePol has been designed for the PLANCK project. MS-VSTS (Multi-Scale Variance Stabilizing Transform on the Sphere), designed initially for the FERMI project, is useful for spherical mono-channel and multi-channel data analysis when the data are contaminated by a Poisson noise. It contains routines for wavelet/curvelet denoising, wavelet deconvolution, multichannel wavelet denoising and deconvolution.

Quantitative Assessment of Heart Rate Dynamics during Meditation: An ECG Based Study with Multi-Fractality and Visibility Graph

PubMed Central

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. PMID:26909045

Quantitative Assessment of Heart Rate Dynamics during Meditation: An ECG Based Study with Multi-Fractality and Visibility Graph.

PubMed

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.

Research on the fault diagnosis of bearing based on wavelet and demodulation

NASA Astrophysics Data System (ADS)

Li, Jiapeng; Yuan, Yu

2017-05-01

As a most commonly-used machine part, antifriction bearing is extensively used in mechanical equipment. Vibration signal analysis is one of the methods to monitor and diagnose the running status of antifriction bearings. Therefore, using wavelet analysis for demising is of great importance in the engineering practice. This paper firstly presented the basic theory of wavelet analysis to study the transformation, decomposition and reconstruction of wavelet. In addition, edition software LabVIEW was adopted to conduct wavelet and demodulation upon the vibration signal of antifriction bearing collected. With the combination of Hilbert envelop demodulation analysis, the fault character frequencies of the demised signal were extracted to conduct fault diagnosis analysis, which serves as a reference for the wavelet and demodulation of the vibration signal in engineering practice.

Extended self-similarity in the two-dimensional metal-insulator transition

NASA Astrophysics Data System (ADS)

Moriconi, L.

2003-09-01

We show that extended self-similarity, a scaling phenomenon first observed in classical turbulent flows, holds for a two-dimensional metal-insulator transition that belongs to the universality class of random Dirac fermions. Deviations from multifractality, which in turbulence are due to the dominance of diffusive processes at small scales, appear in the condensed-matter context as a large-scale, finite-size effect related to the imposition of an infrared cutoff in the field theory formulation. We propose a phenomenological interpretation of extended self-similarity in the metal-insulator transition within the framework of the random β-model description of multifractal sets. As a natural step, our discussion is bridged to the analysis of strange attractors, where crossovers between multifractal and nonmultifractal regimes are found and extended self-similarity turns out to be verified as well.

Measuring multifractality of stock price fluctuation using multifractal detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Yuan, Ying; Zhuang, Xin-tian; Jin, Xiu

2009-06-01

Analyzing the Shanghai stock price index daily returns using MF-DFA method, it is found that there are two different types of sources for multifractality in time series, namely, fat-tailed probability distributions and non-linear temporal correlations. Based on that, a sliding window of 240 frequency data in 5 trading days was used to study stock price index fluctuation. It is found that when the stock price index fluctuates sharply, a strong variability is clearly characterized by the generalized Hurst exponents h(q). Therefore, two measures, Δh and σ, based on generalized Hurst exponents were proposed to compare financial risks before and after Price Limits and Reform of Non-tradable Shares. The empirical results verify the validity of the measures, and this has led to a better understanding of complex stock markets.

A copula-multifractal volatility hedging model for CSI 300 index futures

NASA Astrophysics Data System (ADS)

Wei, Yu; Wang, Yudong; Huang, Dengshi

2011-11-01

In this paper, we propose a new hedging model combining the newly introduced multifractal volatility (MFV) model and the dynamic copula functions. Using high-frequency intraday quotes of the spot Shanghai Stock Exchange Composite Index (SSEC), spot China Securities Index 300 (CSI 300), and CSI 300 index futures, we compare the direct and cross hedging effectiveness of the copula-MFV model with several popular copula-GARCH models. The main empirical results show that the proposed copula-MFV model obtains better hedging effectiveness than the copula-GARCH-type models in general. Furthermore, the hedge operating strategy based MFV hedging model involves fewer transaction costs than those based on the GARCH-type models. The finding of this paper indicates that multifractal analysis may offer a new way of quantitative hedging model design using financial futures.

Multifractal features in stock and foreign exchange markets

NASA Astrophysics Data System (ADS)

Kim, Kyungsik; Yoon, Seong-Min

2004-03-01

We investigate the tick dynamical behavior of three assets(the yen-dollar exchange rate, the won-dollar exchange rate, and the KOSPI) using the rescaled range analysis in stock and foreign exchange markets. The multifractal Hurst exponents with long-run memory effects can be obtained from assets, and we discuss whether it exists the crossover or not for the Hurst exponents at charateristic time scales. Particularly, we find that the probability distribution of prices is approached to a Lorentz distribution, different from fat-tailed properties.

Multifractality in individual honeybee behavior hints at colony-specific social cascades: Reanalysis of radio-frequency identification data from five different colonies

NASA Astrophysics Data System (ADS)

Carver, Nicole S.; Kelty-Stephen, Damian G.

2017-02-01

Honeybees (Apis mellifera) exhibit complex coordination and interaction across multiple behaviors such as swarming. This coordination among honeybees in the same colony is remarkably similar to the concept of informational cascades. The multifractal geometry of cascades suggests that multifractal measures of individual honeybee activity might carry signatures of these colony-wide coordinations. The present work reanalyzes time stamps of entrances to and exits from the hive captured by radio-frequency identification (RFID) sensors reading RFID tags on individual bees. Indeed, both multifractal spectrum width for individual bees' inter-reading interval series and differences of those widths from surrogates significantly predicted not just whether the individual bee's hive had a mesh enclosure but also predicted the specific membership of individual bees in one of five colonies. The significant effects of multifractality in matching honeybee activity to type of colony and, further, matching individual honeybees to their exact home colony suggests that multifractality quantifies key features of the colony-wide interactions across many scales. This relevance of multifractality to predicting colony type or colony membership adds additional credence to the cascade metaphor for colony organization. Perhaps, multifractality provides a new tool for exploring the relationship between individual organisms and larger, more complex social behaviors.

Effect of spatial averaging on multifractal properties of meteorological time series

NASA Astrophysics Data System (ADS)

Hoffmann, Holger; Baranowski, Piotr; Krzyszczak, Jaromir; Zubik, Monika

2016-04-01

Introduction The process-based models for large-scale simulations require input of agro-meteorological quantities that are often in the form of time series of coarse spatial resolution. Therefore, the knowledge about their scaling properties is fundamental for transferring locally measured fluctuations to larger scales and vice-versa. However, the scaling analysis of these quantities is complicated due to the presence of localized trends and non-stationarities. Here we assess how spatially aggregating meteorological data to coarser resolutions affects the data's temporal scaling properties. While it is known that spatial aggregation may affect spatial data properties (Hoffmann et al., 2015), it is unknown how it affects temporal data properties. Therefore, the objective of this study was to characterize the aggregation effect (AE) with regard to both temporal and spatial input data properties considering scaling properties (i.e. statistical self-similarity) of the chosen agro-meteorological time series through multifractal detrended fluctuation analysis (MFDFA). Materials and Methods Time series coming from years 1982-2011 were spatially averaged from 1 to 10, 25, 50 and 100 km resolution to assess the impact of spatial aggregation. Daily minimum, mean and maximum air temperature (2 m), precipitation, global radiation, wind speed and relative humidity (Zhao et al., 2015) were used. To reveal the multifractal structure of the time series, we used the procedure described in Baranowski et al. (2015). The diversity of the studied multifractals was evaluated by the parameters of time series spectra. In order to analyse differences in multifractal properties to 1 km resolution grids, data of coarser resolutions was disaggregated to 1 km. Results and Conclusions Analysing the spatial averaging on multifractal properties we observed that spatial patterns of the multifractal spectrum (MS) of all meteorological variables differed from 1 km grids and MS-parameters were biased by -29.1 % (precipitation; width of MS) up to >4 % (min. Temperature, Radiation; asymmetry of MS). Also, the spatial variability of MS parameters was strongly affected at the highest aggregation (100 km). Obtained results confirm that spatial data aggregation may strongly affect temporal scaling properties. This should be taken into account when upscaling for large-scale studies. Acknowledgements The study was conducted within FACCE MACSUR. Please see Baranowski et al. (2015) for details on funding. References Baranowski, P., Krzyszczak, J., Sławiński, C. et al. (2015). Climate Research 65, 39-52. Hoffman, H., G. Zhao, L.G.J. Van Bussel et al. (2015). Climate Research 65, 53-69. Zhao, G., Siebert, S., Rezaei E. et al. (2015). Agricultural and Forest Meteorology 200, 156-171.

Nonlinear dynamics of the atmospheric pollutants in Mexico City

NASA Astrophysics Data System (ADS)

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 multifractal are the time series, there is more complexity both in the time series and in the system from which the measurements were obtained. We studied the variation of the degree of multifractality over time, by calculating the multifractal spectra of the time series for each year; we see the variation in each monitoring station from 1990 until 2013. Multifractal analysis can tell us what kinds of correlations are present in the time series, and it is interesting to consider how these correlations vary over time. Our results show that for all the pollutants and all the monitoring stations the time series have long range correlations and they are highly persistent.

Diagnostics of multi-fractality of magnetized plasma inside coronal holes and quiet sun areas

NASA Astrophysics Data System (ADS)

Abramenko, Valentyna

Turbulent and multi-fractal properties of magnetized plasma in solar Coronal Holes (CHs) and Quiet Sun (QS) photosphere were explored using high-resolution magnetograms measured with the New Solar Telescope (NST) at the Big Bear Solar Observatory (BBSO, USA), Hinode/SOT and SDO/HMI instruments. Distribution functions of size and magnetic flux measured for small-scale magnetic elements follow the log-normal law, which implies multi-fractal organization of the magnetic field and the absence of a unique power law for all scales. The magnetograms show multi-fractality in CHs on scales 400 - 10000 km, which becomes better pronounced as the spatial resolution of data improves. Photospheric granulation measured with NST exhibits multi-fractal properties on very small scales of 50 - 600 km. While multi-fractal nature of solar active regions is well known, newly established multi-fractality of weakest magnetic fields on the solar surface, i.e., in CHs and QS, leads us to a conclusion that the entire variety of solar magnetic fields is generated by a unique nonlinear dynamical process.

Evolution of Multiscale Multifractal Turbulence in the Heliosphere

NASA Astrophysics Data System (ADS)

Macek, W. M.; Wawrzaszek, A.

2009-04-01

The aim of this study is to examine the question of scaling properties of intermittent turbulence in the space environment. We analyze time series of velocities of the slow and fast speed streams of the solar wind measured in situ by Helios 2, Advanced Composition Explorer and Voyager 2 spacecraft in the inner and outer heliosphere during solar minimum and maximum at various distances from the Sun. To quantify asymmetric scaling of solar wind turbulence, we consider a generalized two-scale weighted Cantor set with two different scales describing nonuniform distribution of the kinetic energy flux between cascading eddies of various sizes. We investigate the resulting spectrum of generalized dimensions and the corresponding multifractal singularity spectrum depending on one probability measure parameter and two rescaling parameters, demonstrating that the multifractal scaling is often rather asymmetric. In particular, we show that the degree of multifractality for the solar wind during solar minimum is greater for fast streams velocity fluctuations than that for the slow streams; the fast wind during solar minimum may exhibit strong asymmetric scaling. Moreover, we observe the evolution of multifractal scaling of the solar wind in the outer heliosphere. It is worth noting that for the model with two different scaling parameters a much better agreement with the solar wind data is obtained, especially for the negative index of the generalized dimensions. Therefore we argue that there is a need to use a two-scale cascade model. Hence we propose this new more general model as a useful tool for analysis of intermittent turbulence in various environments. References [1] W. M. Macek and A. Szczepaniak, Generalized two-scale weighted Cantor set model for solar wind turbulence, Geophys. Res. Lett., 35, L02108, doi:10.1029/2007GL032263 (2008). [2] A. Szczepaniak and W. M. Macek, Asymmetric multifractal model for solar wind intermittent turbulence, Nonlin. Processes Geophys., 15, 615-620 (2008), http://www.nonlin-processes-geophys.net/15/615/2008/. [3] W. M. Macek and A. Wawrzaszek, Evolution of asymmetric multifractal scaling of solar wind turbulence in the outer heliosphere, J. Geophys. Res., A013795, doi:10.1029/2008JA013795, in press.

Model for interevent times with long tails and multifractality in human communications: An application to financial trading

NASA Astrophysics Data System (ADS)

Perelló, Josep; Masoliver, Jaume; Kasprzak, Andrzej; Kutner, Ryszard

2008-09-01

Social, technological, and economic time series are divided by events which are usually assumed to be random, albeit with some hierarchical structure. It is well known that the interevent statistics observed in these contexts differs from the Poissonian profile by being long-tailed distributed with resting and active periods interwoven. Understanding mechanisms generating consistent statistics has therefore become a central issue. The approach we present is taken from the continuous-time random-walk formalism and represents an analytical alternative to models of nontrivial priority that have been recently proposed. Our analysis also goes one step further by looking at the multifractal structure of the interevent times of human decisions. We here analyze the intertransaction time intervals of several financial markets. We observe that empirical data describe a subtle multifractal behavior. Our model explains this structure by taking the pausing-time density in the form of a superstatistics where the integral kernel quantifies the heterogeneous nature of the executed tasks. A stretched exponential kernel provides a multifractal profile valid for a certain limited range. A suggested heuristic analytical profile is capable of covering a broader region.

Cross-correlations between agricultural commodity futures markets in the US and China

NASA Astrophysics Data System (ADS)

Li, Zhihui; Lu, Xinsheng

2012-08-01

This paper examines the cross-correlation properties of agricultural futures markets between the US and China using a cross-correlation statistic test and multifractal detrended cross-correlation analysis (MF-DCCA). The results show that the cross-correlations between the two geographically distant markets for four pairs of important agricultural commodities futures are significantly multifractal. By introducing the concept of a “crossover”, we find that the multifractality of cross-correlations between the two markets is not long lasting. The cross-correlations in the short term are more strongly multifractal, but they are weakly so in the long term. Moreover, cross-correlations of small fluctuations are persistent and those of large fluctuations are anti-persistent in the short term while cross-correlations of all kinds of fluctuations for soy bean and soy meal futures are persistent and for corn and wheat futures are anti-persistent in the long term. We also find that cross-correlation exponents are less than the averaged generalized Hurst exponent when q<0 and more than the averaged generalized Hurst exponent when q>0 in the short term, while in the long term they are almost the same.

Multifractal spectra of laser Doppler flowmetry signals in healthy and sleep apnea syndrome subjects

NASA Astrophysics Data System (ADS)

Buard, Benjamin; Trzepizur, Wojciech; Mahe, Guillaume; Chapeau-Blondeau, François; Rousseau, David; Gagnadoux, Frédéric; Abraham, Pierre; Humeau, Anne

2009-07-01

Laser Doppler flowmetry (LDF) signals give a peripheral view of the cardiovascular system. To better understand the possible modifications brought by sleep apnea syndrome (SAS) in LDF signals, we herein propose to analyze the complexity of such signals in obstructive SAS subjects, and to compare the results with those obtained in healthy subjects. SAS is a pathology that leads to a drop in the parasympathetic tone associated with an increase in the sympathetic tone in awakens SAS patients. Nine men with obstructive SAS and nine healthy men participated awaken in our study and LDF signals were recorded in the forearm. In our work, complexity of LDF signals is analyzed through the computation and analysis of their multifractal spectra. The multifractal spectra are estimated by first estimating the discrete partition function of the signals, then by determining their Renyi exponents with a linear regression, and finally by computing their Legendre transform. The results show that, at rest, obstructive SAS has no or little impact on the multifractal spectra of LDF signals recorded in the forearm. This study shows that the physiological modifications brought by obstructive SAS do not modify the complexity of LDF signals when recorded in the forearm.

Dynamic relationship between Japanese Yen exchange rates and market anxiety: A new perspective based on MF-DCCA

NASA Astrophysics Data System (ADS)

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.

Multifractal Fluctuations of Jiuzhaigou Tourists Before and after Wenchuan Earthquake

NASA Astrophysics Data System (ADS)

Shi, Kai; Li, Wen-Yong; Liu, Chun-Qiong; Huang, Zheng-Wen

2013-03-01

In this work, multifractal methods have been successfully used to characterize the temporal fluctuations of daily Jiuzhai Valley domestic and foreign tourists before and after Wenchuan earthquake in China. We used multifractal detrending moving average method (MF-DMA). It showed that Jiuzhai Valley tourism markets are characterized by long-term memory and multifractal nature in. Moreover, the major sources of multifractality are studied. Based on the concept of sliding window, the time evolutions of the multifractal behavior of domestic and foreign tourists were analyzed and the influence of Wenchuan earthquake on Jiuzhai Valley tourism system dynamics were evaluated quantitatively. The study indicates that the inherent dynamical mechanism of Jiuzhai Valley tourism system has not been fundamentally changed from long views, although Jiuzhai Valley tourism system was seriously affected by the Wenchuan earthquake. Jiuzhai Valley tourism system has the ability to restore to its previous state in the short term.

Analysis of autostereoscopic three-dimensional images using multiview wavelets.

PubMed

Saveljev, Vladimir; Palchikova, Irina

2016-08-10

We propose that multiview wavelets can be used in processing multiview images. The reference functions for the synthesis/analysis of multiview images are described. The synthesized binary images were observed experimentally as three-dimensional visual images. The symmetric multiview B-spline wavelets are proposed. The locations recognized in the continuous wavelet transform correspond to the layout of the test objects. The proposed wavelets can be applied to the multiview, integral, and plenoptic images.

Cell edge detection in JPEG2000 wavelet domain - analysis on sigmoid function edge model.

PubMed

Punys, Vytenis; Maknickas, Ramunas

2011-01-01

Big virtual microscopy images (80K x 60K pixels and larger) are usually stored using the JPEG2000 image compression scheme. Diagnostic quantification, based on image analysis, might be faster if performed on compressed data (approx. 20 times less the original amount), representing the coefficients of the wavelet transform. The analysis of possible edge detection without reverse wavelet transform is presented in the paper. Two edge detection methods, suitable for JPEG2000 bi-orthogonal wavelets, are proposed. The methods are adjusted according calculated parameters of sigmoid edge model. The results of model analysis indicate more suitable method for given bi-orthogonal wavelet.

Long memory and multifractality: A joint test

NASA Astrophysics Data System (ADS)

Goddard, John; Onali, Enrico

2016-06-01

The properties of statistical tests for hypotheses concerning the parameters of the multifractal model of asset returns (MMAR) are investigated, using Monte Carlo techniques. We show that, in the presence of multifractality, conventional tests of long memory tend to over-reject the null hypothesis of no long memory. Our test addresses this issue by jointly estimating long memory and multifractality. The estimation and test procedures are applied to exchange rate data for 12 currencies. Among the nested model specifications that are investigated, in 11 out of 12 cases, daily returns are most appropriately characterized by a variant of the MMAR that applies a multifractal time-deformation process to NIID returns. There is no evidence of long memory.

Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system

NASA Astrophysics Data System (ADS)

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.

Development of multiscale complexity and multifractality of fetal heart rate variability.

PubMed

Gierałtowski, Jan; Hoyer, Dirk; Tetschke, Florian; Nowack, Samuel; Schneider, Uwe; Zebrowski, Jan

2013-11-01

During fetal development a complex system grows and coordination over multiple time scales is formed towards an integrated behavior of the organism. Since essential cardiovascular and associated coordination is mediated by the autonomic nervous system (ANS) and the ANS activity is reflected in recordable heart rate patterns, multiscale heart rate analysis is a tool predestined for the diagnosis of prenatal maturation. The analyses over multiple time scales requires sufficiently long data sets while the recordings of fetal heart rate as well as the behavioral states studied are themselves short. Care must be taken that the analysis methods used are appropriate for short data lengths. We investigated multiscale entropy and multifractal scaling exponents from 30 minute recordings of 27 normal fetuses, aged between 23 and 38 weeks of gestational age (WGA) during the quiet state. In multiscale entropy, we found complexity lower than that of non-correlated white noise over all 20 coarse graining time scales investigated. Significant maturation age related complexity increase was strongest expressed at scale 2, both using sample entropy and generalized mutual information as complexity estimates. Multiscale multifractal analysis (MMA) in which the Hurst surface h(q,s) is calculated, where q is the multifractal parameter and s is the scale, was applied to the fetal heart rate data. MMA is a method derived from detrended fluctuation analysis (DFA). We modified the base algorithm of MMA to be applicable for short time series analysis using overlapping data windows and a reduction of the scale range. We looked for such q and s for which the Hurst exponent h(q,s) is most correlated with gestational age. We used this value of the Hurst exponent to predict the gestational age based only on fetal heart rate variability properties. Comparison with the true age of the fetus gave satisfying results (error 2.17±3.29 weeks; p<0.001; R(2)=0.52). In addition, we found that the normally used DFA scale range is non-optimal for fetal age evaluation. We conclude that 30 min recordings are appropriate and sufficient for assessing fetal age by multiscale entropy and multiscale multifractal analysis. The predominant prognostic role of scale 2 heart beats for MSE and scale 39 heart beats (at q=-0.7) for MMA cannot be explored neither by single scale complexity measures nor by standard detrended fluctuation analysis. Copyright © 2013 Elsevier B.V. All rights reserved.

Multifractality analysis of crack images from indirect thermal drying of thin-film dewatered sludge

NASA Astrophysics Data System (ADS)

Wang, Weiyun; Li, Aimin; Zhang, Xiaomin; Yin, Yulei

2011-07-01

Crack formation is inevitable during sludge drying because of the existence of uneven thermal stress. Experiments have been conducted to study crack pattern formation in thin film sludge. Crack images show that the thinner the sewage sludge film, the more even the crack distribution. The crack changes from a flaky texture to a banded structure with increasing thickness. Multifractal methods are proposed to analyze the crack image of four different thicknesses of dried sludge. Several parameters are conducted for quantification of the crack image and the results indicate that the width of spectra increases with thicker sludge film, that is to say, nonunifromity of crack distribution increases with increasing thickness, which proves that the multifractal method is sensitive enough to quantify the crack distribution and can be seen as a new approach for the changing research of crack images of sewage sludge drying.

Hydrothermal mineralising systems as critical systems

NASA Astrophysics Data System (ADS)

Hobbs, Bruce

2015-04-01

Hydrothermal mineralising systems as critical systems. Bruce E Hobbs1,2, Alison Ord1 and Mark A. Munro1. 1. Centre for Exploration Targeting, The University of Western Australia, M006, 35 Stirling Highway, Crawley, WA 6009, Australia. 2. CSIRO Earth and Resource Engineering, Bentley, WA, Australia Hydrothermal mineralising systems are presented as large, open chemical reactors held far from equilibrium during their life-time by the influx of heat, fluid and dissolved chemical species. As such they are nonlinear dynamical systems and need to be analysed using the tools that have been developed for such systems. Hydrothermal systems undergo a number of transitions during their evolution and this paper focuses on methods for characterising these transitions in a quantitative manner and establishing whether they resemble first or second (critical) phase transitions or whether they have some other kind of nature. Critical phase transitions are characterised by long range correlations for some parameter characteristic of the system, power-law probability distributions so that there is no characteristic length scale and a high sensitivity to perturbations; as one approaches criticality, characteristic parameters for the system scale in a power law manner with distance from the critical point. The transitions undergone in mineralised hydrothermal systems are: (i) widespread, non-localised mineral alteration involving exothermic mineral reactions that produce hydrous silicate phases, carbonates and iron-oxides, (ii) strongly localised veining, brecciation and/or stock-work formation, (iii) a series of endothermic mineral reactions involving the formation of non-hydrous silicates, sulphides and metals such as gold, (iv) multiple repetitions of transitions (ii) and (iii). We have quantified aspects of these transitions in gold deposits from the Yilgarn craton of Western Australia using wavelet transforms. This technique is convenient and fast. It enables one to establish if the transition is multifractal (and if so, quantify the multifractal spectrum) and determine the scale dependence of long range correlations or anti-correlations. The availability of long drill holes with detailed chemical analyses and mineral abundances derived from hyperspectral data enables individual ore bodies to be characterised in a quantitative manner and constraints placed on whether the various transition are possibly critical or of some other form. We also present some simple nonlinear models that produce the multifractal character and correlation scaling relations observed in these data sets,

EEG analysis using wavelet-based information tools.

PubMed

Rosso, O A; Martin, M T; Figliola, A; Keller, K; Plastino, A

2006-06-15

Wavelet-based informational tools for quantitative electroencephalogram (EEG) record analysis are reviewed. Relative wavelet energies, wavelet entropies and wavelet statistical complexities are used in the characterization of scalp EEG records corresponding to secondary generalized tonic-clonic epileptic seizures. In particular, we show that the epileptic recruitment rhythm observed during seizure development is well described in terms of the relative wavelet energies. In addition, during the concomitant time-period the entropy diminishes while complexity grows. This is construed as evidence supporting the conjecture that an epileptic focus, for this kind of seizures, triggers a self-organized brain state characterized by both order and maximal complexity.

EnvironmentalWaveletTool: Continuous and discrete wavelet analysis and filtering for environmental time series

NASA Astrophysics Data System (ADS)

Galiana-Merino, J. J.; Pla, C.; Fernandez-Cortes, A.; Cuezva, S.; Ortiz, J.; Benavente, D.

2014-10-01

A MATLAB-based computer code has been developed for the simultaneous wavelet analysis and filtering of several environmental time series, particularly focused on the analyses of cave monitoring data. The continuous wavelet transform, the discrete wavelet transform and the discrete wavelet packet transform have been implemented to provide a fast and precise time-period examination of the time series at different period bands. Moreover, statistic methods to examine the relation between two signals have been included. Finally, the entropy of curves and splines based methods have also been developed for segmenting and modeling the analyzed time series. All these methods together provide a user-friendly and fast program for the environmental signal analysis, with useful, practical and understandable results.

Multifractal Value at Risk model

NASA Astrophysics Data System (ADS)

Lee, Hojin; Song, Jae Wook; Chang, Woojin

2016-06-01

In this paper new Value at Risk (VaR) model is proposed and investigated. We consider the multifractal property of financial time series and develop a multifractal Value at Risk (MFVaR). MFVaR introduced in this paper is analytically tractable and not based on simulation. Empirical study showed that MFVaR can provide the more stable and accurate forecasting performance in volatile financial markets where large loss can be incurred. This implies that our multifractal VaR works well for the risk measurement of extreme credit events.

Single-Fraction Versus Multifraction (3 × 9 Gy) Stereotactic Radiosurgery for Large (>2 cm) Brain Metastases: A Comparative Analysis of Local Control and Risk of Radiation-Induced Brain Necrosis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Minniti, Giuseppe, E-mail: gminniti@ospedalesantandrea.it; IRCCS Neuromed, Pozzilli; Scaringi, Claudia

Purpose: To investigate the local control and radiation-induced brain necrosis in patients with brain metastases >2 cm in size who received single-fraction or multifraction stereotactic radiosurgery (SRS); factors associated with clinical outcomes and the development of brain radionecrosis were assessed. Methods and Materials: Two hundred eighty-nine consecutive patients with brain metastases >2.0 cm who received SRS as primary treatment at Sant'Andrea Hospital, University of Rome Sapienza, Rome, Italy, were analyzed. Cumulative incidence analysis was used to compare local control and radiation-induced brain necrosis between groups from the time of SRS. To achieve a balanced distribution of baseline covariates between treatment groups, amore » propensity score analysis was used. Results: The 1-year cumulative local control rates were 77% in the single-fraction SRS (SF-SRS) group and 91% in the multifraction SRS (MF-SRS) group (P=.01). Recurrences occurred in 25 and 11 patients who received SF-SRS or MF-SRS (P=.03), respectively. Thirty-one patients (20%) undergoing SF-SRS and 11 (8%) subjected to MF-SRS experienced brain radionecrosis (P=.004); the 1-year cumulative incidence rate of radionecrosis was 18% and 9% (P=.01), respectively. Significant differences between the 2 groups in terms of local control and risk of radionecrosis were maintained after propensity score adjustment. Conclusions: Multifraction SRS at a dose of 27 Gy in 3 daily fractions seems to be an effective treatment modality for large brain metastases, associated with better local control and a reduced risk of radiation-induced radionecrosis as compared with SF-SRS.« less

Multiscale multifractal detrended-fluctuation analysis of two-dimensional surfaces

NASA Astrophysics Data System (ADS)

Wang, Fang; Fan, Qingju; Stanley, H. Eugene

2016-04-01

Two-dimensional (2D) multifractal detrended fluctuation analysis (MF-DFA) has been used to study monofractality and multifractality on 2D surfaces, but when it is used to calculate the generalized Hurst exponent in a fixed time scale, the presence of crossovers can bias the outcome. To solve this problem, multiscale multifractal analysis (MMA) was recent employed in a one-dimensional case. MMA produces a Hurst surface h (q ,s ) that provides a spectrum of local scaling exponents at different scale ranges such that the positions of the crossovers can be located. We apply this MMA method to a 2D surface and identify factors that influence the results. We generate several synthesized surfaces and find that crossovers are consistently present, which means that their fractal properties differ at different scales. We apply MMA to the surfaces, and the results allow us to observe these differences and accurately estimate the generalized Hurst exponents. We then study eight natural texture images and two real-world images and find (i) that the moving window length (WL) and the slide length (SL) are the key parameters in the MMA method, that the WL more strongly influences the Hurst surface than the SL, and that the combination of WL =4 and SL =4 is optimal for a 2D image; (ii) that the robustness of h (2 ,s ) to four common noises is high at large scales but variable at small scales; and (iii) that the long-term correlations in the images weaken as the intensity of Gaussian noise and salt and pepper noise is increased. Our findings greatly improve the performance of the MMA method on 2D surfaces.

Symmetries and stochastic symmetry breaking in multifractal geophysics: analysis and simulation with the help of the Lévy-Clifford algebra of cascade generators..

NASA Astrophysics Data System (ADS)

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. Chaos: An Interdisciplinary Journal of Nonlinear Science, 25(12), p.123127

Nonlinear temperature effects on multifractal complexity of metabolic rate of mice

PubMed Central

Bogdanovich, Jose M.; Bozinovic, Francisco

2016-01-01

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 or 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. PMID:27781179

Nonlinear temperature effects on multifractal complexity of metabolic rate of mice.

PubMed

Labra, Fabio A; Bogdanovich, Jose M; Bozinovic, Francisco

2016-01-01

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 ( VO 2 ), 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(VO 2 ) fluctuations show two scaling regimes. For small time scales below the crossover time (approximately 10 2 s), either monofractal or weak multifractal dynamics are observed depending on whether T a < 15 °C or T a > 15 °C respectively. For larger time scales, r(VO 2 ) 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(VO 2 ) 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.

Wavelets and molecular structure

NASA Astrophysics Data System (ADS)

Carson, Mike

1996-08-01

The wavelet method offers possibilities for display, editing, and topological comparison of proteins at a user-specified level of detail. Wavelets are a mathematical tool that first found application in signal processing. The multiresolution analysis of a signal via wavelets provides a hierarchical series of `best' lower-resolution approximations. B-spline ribbons model the protein fold, with one control point per residue. Wavelet analysis sets limits on the information required to define the winding of the backbone through space, suggesting a recognizable fold is generated from a number of points equal to 1/4 or less the number of residues. Wavelets applied to surfaces and volumes show promise in structure-based drug design.

High-performance wavelet engine

NASA Astrophysics Data System (ADS)

Taylor, Fred J.; Mellot, Jonathon D.; Strom, Erik; Koren, Iztok; Lewis, Michael P.

1993-11-01

Wavelet processing has shown great promise for a variety of image and signal processing applications. Wavelets are also among the most computationally expensive techniques in signal processing. It is demonstrated that a wavelet engine constructed with residue number system arithmetic elements offers significant advantages over commercially available wavelet accelerators based upon conventional arithmetic elements. Analysis is presented predicting the dynamic range requirements of the reported residue number system based wavelet accelerator.

Statistical classifiers on multifractal parameters for optical diagnosis of cervical cancer

NASA Astrophysics Data System (ADS)

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.

Multifractals in Western Major STOCK Markets Historical Volatilities in Times of Financial Crisis

NASA Astrophysics Data System (ADS)

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.

The application of super wavelet finite element on temperature-pressure coupled field simulation of LPG tank under jet fire

NASA Astrophysics Data System (ADS)

Zhao, Bin

2015-02-01

Temperature-pressure coupled field analysis of liquefied petroleum gas (LPG) tank under jet fire can offer theoretical guidance for preventing the fire accidents of LPG tank, the application of super wavelet finite element on it is studied in depth. First, review of related researches on heat transfer analysis of LPG tank under fire and super wavelet are carried out. Second, basic theory of super wavelet transform is studied. Third, the temperature-pressure coupled model of gas phase and liquid LPG under jet fire is established based on the equation of state, the VOF model and the RNG k-ɛ model. Then the super wavelet finite element formulation is constructed using the super wavelet scale function as interpolating function. Finally, the simulation is carried out, and results show that the super wavelet finite element method has higher computing precision than wavelet finite element method.

Wavelet analysis in two-dimensional tomography

NASA Astrophysics Data System (ADS)

Burkovets, Dimitry N.

2002-02-01

The diagnostic possibilities of wavelet-analysis of coherent images of connective tissue in its pathological changes diagnostics. The effectiveness of polarization selection in obtaining wavelet-coefficients' images is also shown. The wavelet structures, characterizing the process of skin psoriasis, bone-tissue osteoporosis have been analyzed. The histological sections of physiological normal and pathologically changed samples of connective tissue of human skin and spongy bone tissue have been analyzed.

Temporal multiscaling characteristics of particulate matter PM 10 and ground-level ozone O3 concentrations in Caribbean region

NASA Astrophysics Data System (ADS)

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.

Multifractal detrending moving-average cross-correlation analysis

NASA Astrophysics Data System (ADS)

Jiang, Zhi-Qiang; Zhou, Wei-Xing

2011-07-01

There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross correlations. The multifractal detrended cross-correlation analysis (MFDCCA) approaches can be used to quantify such cross correlations, such as the MFDCCA based on the detrended fluctuation analysis (MFXDFA) method. We develop in this work a class of MFDCCA algorithms based on the detrending moving-average analysis, called MFXDMA. The performances of the proposed MFXDMA algorithms are compared with the MFXDFA method by extensive numerical experiments on pairs of time series generated from bivariate fractional Brownian motions, two-component autoregressive fractionally integrated moving-average processes, and binomial measures, which have theoretical expressions of the multifractal nature. In all cases, the scaling exponents hxy extracted from the MFXDMA and MFXDFA algorithms are very close to the theoretical values. For bivariate fractional Brownian motions, the scaling exponent of the cross correlation is independent of the cross-correlation coefficient between two time series, and the MFXDFA and centered MFXDMA algorithms have comparative performances, which outperform the forward and backward MFXDMA algorithms. For two-component autoregressive fractionally integrated moving-average processes, we also find that the MFXDFA and centered MFXDMA algorithms have comparative performances, while the forward and backward MFXDMA algorithms perform slightly worse. For binomial measures, the forward MFXDMA algorithm exhibits the best performance, the centered MFXDMA algorithms performs worst, and the backward MFXDMA algorithm outperforms the MFXDFA algorithm when the moment order q<0 and underperforms when q>0. We apply these algorithms to the return time series of two stock market indexes and to their volatilities. For the returns, the centered MFXDMA algorithm gives the best estimates of hxy(q) since its hxy(2) is closest to 0.5, as expected, and the MFXDFA algorithm has the second best performance. For the volatilities, the forward and backward MFXDMA algorithms give similar results, while the centered MFXDMA and the MFXDFA algorithms fail to extract rational multifractal nature.

What drives high flow events in the Swiss Alps? Recent developments in wavelet spectral analysis and their application to hydrology

NASA Astrophysics Data System (ADS)

Schaefli, B.; Maraun, D.; Holschneider, M.

2007-12-01

Extreme hydrological events are often triggered by exceptional co-variations of the relevant hydrometeorological processes and in particular by exceptional co-oscillations at various temporal scales. Wavelet and cross wavelet spectral analysis offers promising time-scale resolved analysis methods to detect and analyze such exceptional co-oscillations. This paper presents the state-of-the-art methods of wavelet spectral analysis, discusses related subtleties, potential pitfalls and recently developed solutions to overcome them and shows how wavelet spectral analysis, if combined to a rigorous significance test, can lead to reliable new insights into hydrometeorological processes for real-world applications. The presented methods are applied to detect potentially flood triggering situations in a high Alpine catchment for which a recent re-estimation of design floods encountered significant problems simulating the observed high flows. For this case study, wavelet spectral analysis of precipitation, temperature and discharge offers a powerful tool to help detecting potentially flood producing meteorological situations and to distinguish between different types of floods with respect to the prevailing critical hydrometeorological conditions. This opens very new perspectives for the analysis of model performances focusing on the occurrence and non-occurrence of different types of high flow events. Based on the obtained results, the paper summarizes important recommendations for future applications of wavelet spectral analysis in hydrology.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hudgins, L.H.

After a brief review of the elementary properties of Fourier Transforms, the Wavelet Transform is defined in Part I. Basic results are given for admissable wavelets. The Multiresolution Analysis, or MRA (a mathematical structure which unifies a large class of wavelets with Quadrature Mirror Filters) is then introduced. Some fundamental aspects of wavelet design are then explored. The Discrete Wavelet Transform is discussed and, in the context of an MRA, is seen to supply a Fast Wavelet Transform which competes with the Fast Fourier Transform for efficiency. In Part II, the Wavelet Transform is developed in terms of the scalemore » number variable s instead of the scale length variable a where a = 1/s. Basic results such as the admissibility condition, conservation of energy, and the reconstruction theorem are proven in this context. After reviewing some motivation for the usual Fourier power spectrum, a definition is given for the wavelet power spectrum. This `spectral density` is then intepreted in the context of spectral estimation theory. Parseval`s theorem for Wavelets then leads naturally to the Wavelet Cross Spectrum, Wavelet Cospectrum, and Wavelet Quadrature Spectrum. Wavelet Transforms are then applied in Part III to the analysis of atmospheric turbulence. Data collected over the ocean is examined in the wavelet transform domain for underlying structure. A brief overview of atmospheric turbulence is provided. Then the overall method of applying Wavelet Transform techniques to time series data is described. A trace study is included, showing some of the aspects of choosing the computational algorithm, and selection of a specific analyzing wavelet. A model for generating synthetic turbulence data is developed, and seen to yield useful results in comparing with real data for structural transitions. Results from the theory of Wavelet Spectral Estimation and Wavelength Cross-Transforms are applied to studying the momentum transport and the heat flux.« less

Comparison of the multifractal characteristics of heavy metals in soils within two areas of contrasting economic activities in China

NASA Astrophysics Data System (ADS)

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.

Wavelet Analyses and Applications

ERIC Educational Resources Information Center

Bordeianu, Cristian C.; Landau, Rubin H.; Paez, Manuel J.

2009-01-01

It is shown how a modern extension of Fourier analysis known as wavelet analysis is applied to signals containing multiscale information. First, a continuous wavelet transform is used to analyse the spectrum of a nonstationary signal (one whose form changes in time). The spectral analysis of such a signal gives the strength of the signal in each…

Hierarchical analysis of spatial pattern and processes of Douglas-fir forests. Ph.D. Thesis, 10 Sep. 1991 Abstract Only

NASA Technical Reports Server (NTRS)

Bradshaw, G. A.

1995-01-01

There has been an increased interest in the quantification of pattern in ecological systems over the past years. This interest is motivated by the desire to construct valid models which extend across many scales. Spatial methods must quantify pattern, discriminate types of pattern, and relate hierarchical phenomena across scales. Wavelet analysis is introduced as a method to identify spatial structure in ecological transect data. The main advantage of the wavelet transform over other methods is its ability to preserve and display hierarchical information while allowing for pattern decomposition. Two applications of wavelet analysis are illustrated, as a means to: (1) quantify known spatial patterns in Douglas-fir forests at several scales, and (2) construct spatially-explicit hypotheses regarding pattern generating mechanisms. Application of the wavelet variance, derived from the wavelet transform, is developed for forest ecosystem analysis to obtain additional insight into spatially-explicit data. Specifically, the resolution capabilities of the wavelet variance are compared to the semi-variogram and Fourier power spectra for the description of spatial data using a set of one-dimensional stationary and non-stationary processes. The wavelet cross-covariance function is derived from the wavelet transform and introduced as a alternative method for the analysis of multivariate spatial data of understory vegetation and canopy in Douglas-fir forests of the western Cascades of Oregon.

Research on artificial neural network intrusion detection photochemistry based on the improved wavelet analysis and transformation

NASA Astrophysics Data System (ADS)

Li, Hong; Ding, Xue

2017-03-01

This paper combines wavelet analysis and wavelet transform theory with artificial neural network, through the pretreatment on point feature attributes before in intrusion detection, to make them suitable for improvement of wavelet neural network. The whole intrusion classification model gets the better adaptability, self-learning ability, greatly enhances the wavelet neural network for solving the problem of field detection invasion, reduces storage space, contributes to improve the performance of the constructed neural network, and reduces the training time. Finally the results of the KDDCup99 data set simulation experiment shows that, this method reduces the complexity of constructing wavelet neural network, but also ensures the accuracy of the intrusion classification.

Multifractal Characterization of Geologic Noise for Improved UXO Detection and Discrimination

DTIC Science & Technology

2008-03-01

12 Recovery of the Universal Multifractal Parameters ...dipole-model to each magnetic anomaly and compares the extracted model parameters with a library of UXO items. They found that remnant magnetization...the survey parameters , and the geologic environment. In this pilot study we have focused on the multifractal representation of natural variations

Nonlinear bivariate dependency of price-volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis

NASA Astrophysics Data System (ADS)

He, Ling-Yun; Chen, Shu-Peng

2011-01-01

Nonlinear dependency between characteristic financial and commodity market quantities (variables) is crucially important, especially between trading volume and market price. Studies on nonlinear dependency between price and volume can provide practical insights into market trading characteristics, as well as the theoretical understanding of market dynamics. Actually, nonlinear dependency and its underlying dynamical mechanisms between price and volume can help researchers and technical analysts in understanding the market dynamics by integrating the market variables, instead of investigating them in the current literature. Therefore, for investigating nonlinear dependency of price-volume relationships in agricultural commodity futures markets in China and the US, we perform a new statistical test to detect cross-correlations and apply a new methodology called Multifractal Detrended Cross-Correlation Analysis (MF-DCCA), which is an efficient algorithm to analyze two spatially or temporally correlated time series. We discuss theoretically the relationship between the bivariate cross-correlation exponent and the generalized Hurst exponents for time series of respective variables. We also perform an empirical study and find that there exists a power-law cross-correlation between them, and that multifractal features are significant in all the analyzed agricultural commodity futures markets.

Magnetic resonance image segmentation using multifractal techniques

NASA Astrophysics Data System (ADS)

Yu, Yue-e.; Wang, Fang; Liu, Li-lin

2015-11-01

In order to delineate target region for magnetic resonance image (MRI) with diseases, the classical multifractal spectrum (MFS)-segmentation method and latest multifractal detrended fluctuation spectrum (MF-DFS)-based segmentation method are employed in our study. One of our main conclusions from experiments is that both of the two multifractal-based methods are workable for handling MRIs. The best result is obtained by MF-DFS-based method using Lh10 as local characteristic. The anti-noises experiments also suppot the conclusion. This interest finding shows that the features can be better represented by the strong fluctuations instead of the weak fluctuations for the MRIs. By comparing the multifractal nature between lesion and non-lesion area on the basis of the segmentation results, an interest finding is that the gray value's fluctuation in lesion area is much severer than that in non-lesion area.

Assessing spatial variability of soil properties and ions associated to salinity using the multifractal approach

NASA Astrophysics Data System (ADS)

Machado Siqueira, Glécio; Soares da Silva, Jucicleia; Farías França e Silva, Ênio; Lado, Marcos; Paz-González, Antonio; Vidal-Vázquez, Eva

2017-04-01

The lowlands coastal region of the state of Pernambuco, Northeast of Brazil, was formerly covered by humid Atlantic forest (Mata Atlântica) and then has been increasingly devoted to Sugar cane production. Because the water table is near to the soil surface salinity can occur in this area. The objective of this study was to assess the scale dependence of parameters associated to soil salinity and ions responsible for salination using multifractal analysis. The field work was conducted at an experimental field located in the Goiania municipality, Pernambuco, Brazil. This site is located 10 km east from the Atlantic coast. The field has been devoted to monoculture of sugarcane (Saccharum of?cinarum sp.) since 25 years. The climate of the region is tropical, with average annual temperature of 24°C and 1800 mm of precipitation per year. Soil was sampled every 3 m at 128 locations across a 384 m transect at a depth of 0-20 cm. The soil samples were analysed for pH, electrical conductivity (EC), Na+, K+, Ca2+, Mg2+, Cl- and SO4-2; also sodium adsorption ratio (SAR) was calculated. The spatial distributions of all the studied variables associated to soil salinity exhibited multifractal behaviour. Although all the variables studied exhibited a very strong power law scaling, different degrees of multifractality, assessed by differences in the amplitude and several selected parameters of the generalized dimension and singularity spectrum curves, have been appreciated. The multifractal approach gives a good description of the patterns of spatial variability of properties and ions describing soil salinity, and allows discriminating differences between them.

[Recognition of landscape characteristic scale based on two-dimension wavelet analysis].

PubMed

Gao, Yan-Ni; Chen, Wei; He, Xing-Yuan; Li, Xiao-Yu

2010-06-01

Three wavelet bases, i. e., Haar, Daubechies, and Symlet, were chosen to analyze the validity of two-dimension wavelet analysis in recognizing the characteristic scales of the urban, peri-urban, and rural landscapes of Shenyang. Owing to the transform scale of two-dimension wavelet must be the integer power of 2, some characteristic scales cannot be accurately recognized. Therefore, the pixel resolution of images was resampled to 3, 3.5, 4, and 4.5 m to densify the scale in analysis. It was shown that two-dimension wavelet analysis worked effectively in checking characteristic scale. Haar, Daubechies, and Symle were the optimal wavelet bases to the peri-urban landscape, urban landscape, and rural landscape, respectively. Both Haar basis and Symlet basis played good roles in recognizing the fine characteristic scale of rural landscape and in detecting the boundary of peri-urban landscape. Daubechies basis and Symlet basis could be also used to detect the boundary of urban landscape and rural landscape, respectively.

Fractal and multifractal analyses of bipartite networks

NASA Astrophysics Data System (ADS)

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.

Fractal and multifractal analyses of bipartite networks.

PubMed

Liu, Jin-Long; Wang, Jian; Yu, Zu-Guo; Xie, Xian-Hua

2017-03-31

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.

Fractal and multifractal analyses of bipartite networks

PubMed Central

Liu, Jin-Long; Wang, Jian; Yu, Zu-Guo; Xie, Xian-Hua

2017-01-01

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. PMID:28361962

Multi-scale variability and long-range memory in indoor Radon concentrations from Coimbra, Portugal

NASA Astrophysics Data System (ADS)

Donner, Reik V.; Potirakis, Stelios; Barbosa, Susana

2014-05-01

The presence or absence of long-range correlations in the variations of indoor Radon concentrations has recently attracted considerable interest. As a radioactive gas naturally emitted from the ground in certain geological settings, understanding environmental factors controlling Radon concentrations and their dynamics is important for estimating its effect on human health and the efficiency of possible measures for reducing the corresponding exposition. In this work, we re-analyze two high-resolution records of indoor Radon concentrations from Coimbra, Portugal, each of which spans several months of continuous measurements. In order to evaluate the presence of long-range correlations and fractal scaling, we utilize a multiplicity of complementary methods, including power spectral analysis, ARFIMA modeling, classical and multi-fractal detrended fluctuation analysis, and two different estimators of the signals' fractal dimensions. Power spectra and fluctuation functions reveal some complex behavior with qualitatively different properties on different time-scales: white noise in the high-frequency part, indications of some long-range correlated process dominating time scales of several hours to days, and pronounced low-frequency variability associated with tidal and/or meteorological forcing. In order to further decompose these different scales of variability, we apply two different approaches. On the one hand, applying multi-resolution analysis based on the discrete wavelet transform allows separately studying contributions on different time scales and characterize their specific correlation and scaling properties. On the other hand, singular system analysis (SSA) provides a reconstruction of the essential modes of variability. Specifically, by considering only the first leading SSA modes, we achieve an efficient de-noising of our environmental signals, highlighting the low-frequency variations together with some distinct scaling on sub-daily time-scales resembling the properties of a long-range correlated process.

Experimental confirmation of long-memory correlations in star-wander data.

PubMed

Zunino, Luciano; Gulich, Damián; Funes, Gustavo; Ziad, Aziz

2014-07-01

In this Letter we have analyzed the temporal correlations of the angle-of-arrival fluctuations of stellar images. Experimentally measured data were carefully examined by implementing multifractal detrended fluctuation analysis. This algorithm is able to discriminate the presence of fractal and multifractal structures in recorded time sequences. We have confirmed that turbulence-degraded stellar wavefronts are compatible with a long-memory correlated monofractal process. This experimental result is quite significant for the accurate comprehension and modeling of the atmospheric turbulence effects on the stellar images. It can also be of great utility within the adaptive optics field.

Scaling properties of Polish rain series

NASA Astrophysics Data System (ADS)

Licznar, P.

2009-04-01

Scaling properties as well as multifractal nature of precipitation time series have not been studied for local Polish conditions until recently due to lack of long series of high-resolution data. The first Polish study of precipitation time series scaling phenomena was made on the base of pluviograph data from the Wroclaw University of Environmental and Life Sciences meteorological station located at the south-western part of the country. The 38 annual rainfall records from years 1962-2004 were converted into digital format and transformed into a standard format of 5-minute time series. The scaling properties and multifractal character of this material were studied by means of several different techniques: power spectral density analysis, functional box-counting, probability distribution/multiple scaling and trace moment methods. The result proved the general scaling character of time series at the range of time scales ranging form 5 minutes up to at least 24 hours. At the same time some characteristic breaks at scaling behavior were recognized. It is believed that the breaks were artificial and arising from the pluviograph rain gauge measuring precision limitations. Especially strong limitations at the precision of low-intensity precipitations recording by pluviograph rain gauge were found to be the main reason for artificial break at energy spectra, as was reported by other authors before. The analysis of co-dimension and moments scaling functions showed the signs of the first-order multifractal phase transition. Such behavior is typical for dressed multifractal processes that are observed by spatial or temporal averaging on scales larger than the inner-scale of those processes. The fractal dimension of rainfall process support derived from codimension and moments scaling functions geometry analysis was found to be 0.45. The same fractal dimension estimated by means of the functional box-counting method was equal to 0.58. At the final part of the study implementation of double trace moment method allowed for estimation of local universal multifractal rainfall parameters (α=0.69; C1=0.34; H=-0.01). The research proved the fractal character of rainfall process support and multifractal character of the rainfall intensity values variability among analyzed time series. It is believed that scaling of local Wroclaw's rainfalls for timescales at the range from 24 hours up to 5 minutes opens the door for future research concerning for example random cascades implementation for daily precipitation totals disaggregation for smaller time intervals. The results of such a random cascades functioning in a form of 5 minute artificial rainfall scenarios could be of great practical usability for needs of urban hydrology, and design and hydrodynamic modeling of storm water and combined sewage conveyance systems.

Acoustical Emission Source Location in Thin Rods Through Wavelet Detail Crosscorrelation

DTIC Science & Technology

1998-03-01

NAVAL POSTGRADUATE SCHOOL Monterey, California THESIS ACOUSTICAL EMISSION SOURCE LOCATION IN THIN RODS THROUGH WAVELET DETAIL CROSSCORRELATION...ACOUSTICAL EMISSION SOURCE LOCATION IN THIN RODS THROUGH WAVELET DETAIL CROSSCORRELATION 6. AUTHOR(S) Jerauld, Joseph G. 5. FUNDING NUMBERS Grant...frequency characteristics of Wavelet Analysis. Software implementation now enables the exploration of the Wavelet Transform to identify the time of

Comparative Analysis of Haar and Daubechies Wavelet for Hyper Spectral Image Classification

NASA Astrophysics Data System (ADS)

Sharif, I.; Khare, S.

2014-11-01

With the number of channels in the hundreds instead of in the tens Hyper spectral imagery possesses much richer spectral information than multispectral imagery. The increased dimensionality of such Hyper spectral data provides a challenge to the current technique for analyzing data. Conventional classification methods may not be useful without dimension reduction pre-processing. So dimension reduction has become a significant part of Hyper spectral image processing. This paper presents a comparative analysis of the efficacy of Haar and Daubechies wavelets for dimensionality reduction in achieving image classification. Spectral data reduction using Wavelet Decomposition could be useful because it preserves the distinction among spectral signatures. Daubechies wavelets optimally capture the polynomial trends while Haar wavelet is discontinuous and resembles a step function. The performance of these wavelets are compared in terms of classification accuracy and time complexity. This paper shows that wavelet reduction has more separate classes and yields better or comparable classification accuracy. In the context of the dimensionality reduction algorithm, it is found that the performance of classification of Daubechies wavelets is better as compared to Haar wavelet while Daubechies takes more time compare to Haar wavelet. The experimental results demonstrate the classification system consistently provides over 84% classification accuracy.

On-Line Loss of Control Detection Using Wavelets

NASA Technical Reports Server (NTRS)

Brenner, Martin J. (Technical Monitor); Thompson, Peter M.; Klyde, David H.; Bachelder, Edward N.; Rosenthal, Theodore J.

2005-01-01

Wavelet transforms are used for on-line detection of aircraft loss of control. Wavelet transforms are compared with Fourier transform methods and shown to more rapidly detect changes in the vehicle dynamics. This faster response is due to a time window that decreases in length as the frequency increases. New wavelets are defined that further decrease the detection time by skewing the shape of the envelope. The wavelets are used for power spectrum and transfer function estimation. Smoothing is used to tradeoff the variance of the estimate with detection time. Wavelets are also used as front-end to the eigensystem reconstruction algorithm. Stability metrics are estimated from the frequency response and models, and it is these metrics that are used for loss of control detection. A Matlab toolbox was developed for post-processing simulation and flight data using the wavelet analysis methods. A subset of these methods was implemented in real time and named the Loss of Control Analysis Tool Set or LOCATS. A manual control experiment was conducted using a hardware-in-the-loop simulator for a large transport aircraft, in which the real time performance of LOCATS was demonstrated. The next step is to use these wavelet analysis tools for flight test support.

Dynamical mechanism in aero-engine gas path system using minimum spanning tree and detrended cross-correlation analysis

NASA Astrophysics Data System (ADS)

Dong, Keqiang; Zhang, Hong; Gao, You

2017-01-01

Identifying the mutual interaction in aero-engine gas path system is a crucial problem that facilitates the understanding of emerging structures in complex system. By employing the multiscale multifractal detrended cross-correlation analysis method to aero-engine gas path system, the cross-correlation characteristics between gas path system parameters are established. Further, we apply multiscale multifractal detrended cross-correlation distance matrix and minimum spanning tree to investigate the mutual interactions of gas path variables. The results can infer that the low-spool rotor speed (N1) and engine pressure ratio (EPR) are main gas path parameters. The application of proposed method contributes to promote our understanding of the internal mechanisms and structures of aero-engine dynamics.

Strict parabolicity of the multifractal spectrum at the Anderson transition

DOE Office of Scientific and Technical Information (OSTI.GOV)

Suslov, I. M., E-mail: suslov@kapitza.ras.ru

Using the well-known “algebra of multifractality,” we derive the functional equation for anomalous dimensions Δ{sub q}, whose solution Δ = χq(q–1) corresponds to strict parabolicity of the multifractal spectrum. This result demonstrates clearly that a correspondence of the nonlinear σ-models with the initial disordered systems is not exact.

Analysis of the tennis racket vibrations during forehand drives: Selection of the mother wavelet.

PubMed

Blache, Y; Hautier, C; Lefebvre, F; Djordjevic, A; Creveaux, T; Rogowski, I

2017-08-16

The time-frequency analysis of the tennis racket and hand vibrations is of great interest for discomfort and pathology prevention. This study aimed to (i) to assess the stationarity of the vibratory signal of the racket and hand and (ii) to identify the best mother wavelet to perform future time-frequency analysis, (iii) to determine if the stroke spin, racket characteristics and impact zone can influence the selection of the best mother wavelet. A total of 2364 topspin and flat forehand drives were performed by fourteen male competitive tennis players with six different rackets. One tri-axial and one mono-axial accelerometer were taped on the racket throat and dominant hand respectively. The signal stationarity was tested through the wavelet spectrum test. Eighty-nine mother wavelet were tested to select the best mother wavelet based on continuous and discrete transforms. On average only 25±17%, 2±5%, 5±7% and 27±27% of the signal tested respected the hypothesis of stationarity for the three axes of the racket and the hand respectively. Regarding the two methods for the detection of the best mother wavelet, the Daubechy 45 wavelet presented the highest average ranking. No effect of the stroke spin, racket characteristics and impact zone was observed for the selection of the best mother wavelet. It was concluded that alternative approach to Fast Fourier Transform should be used to interpret tennis vibration signals. In the case where wavelet transform is chosen, the Daubechy 45 mother wavelet appeared to be the most suitable. Copyright © 2017 Elsevier Ltd. All rights reserved.

Analysis on Behaviour of Wavelet Coefficient during Fault Occurrence in Transformer

NASA Astrophysics Data System (ADS)

Sreewirote, Bancha; Ngaopitakkul, Atthapol

2018-03-01

The protection system for transformer has play significant role in avoiding severe damage to equipment when disturbance occur and ensure overall system reliability. One of the methodology that widely used in protection scheme and algorithm is discrete wavelet transform. However, characteristic of coefficient under fault condition must be analyzed to ensure its effectiveness. So, this paper proposed study and analysis on wavelet coefficient characteristic when fault occur in transformer in both high- and low-frequency component from discrete wavelet transform. The effect of internal and external fault on wavelet coefficient of both fault and normal phase has been taken into consideration. The fault signal has been simulate using transmission connected to transformer experimental setup on laboratory level that modelled after actual system. The result in term of wavelet coefficient shown a clearly differentiate between wavelet characteristic in both high and low frequency component that can be used to further design and improve detection and classification algorithm that based on discrete wavelet transform methodology in the future.

Adjusting Wavelet-based Multiresolution Analysis Boundary Conditions for Robust Long-term Streamflow Forecasting Model

NASA Astrophysics Data System (ADS)

Maslova, I.; Ticlavilca, A. M.; McKee, M.

2012-12-01

There has been an increased interest in wavelet-based streamflow forecasting models in recent years. Often overlooked in this approach are the circularity assumptions of the wavelet transform. We propose a novel technique for minimizing the wavelet decomposition boundary condition effect to produce long-term, up to 12 months ahead, forecasts of streamflow. A simulation study is performed to evaluate the effects of different wavelet boundary rules using synthetic and real streamflow data. A hybrid wavelet-multivariate relevance vector machine model is developed for forecasting the streamflow in real-time for Yellowstone River, Uinta Basin, Utah, USA. The inputs of the model utilize only the past monthly streamflow records. They are decomposed into components formulated in terms of wavelet multiresolution analysis. It is shown that the model model accuracy can be increased by using the wavelet boundary rule introduced in this study. This long-term streamflow modeling and forecasting methodology would enable better decision-making and managing water availability risk.

An introduction to wavelet analysis in oceanography and meteorology - With application to the dispersion of Yanai waves

NASA Technical Reports Server (NTRS)

Meyers, Steven D.; Kelly, B. G.; O'Brien, J. J.

1993-01-01

Wavelet analysis is a relatively new technique that is an important addition to standard signal analysis methods. Unlike Fourier analysis that yields an average amplitude and phase for each harmonic in a dataset, the wavelet transform produces an instantaneous estimate or local value for the amplitude and phase of each harmonic. This allows detailed study of nonstationary spatial or time-dependent signal characteristics. The wavelet transform is discussed, examples are given, and some methods for preprocessing data for wavelet analysis are compared. By studying the dispersion of Yanai waves in a reduced gravity equatorial model, the usefulness of the transform is demonstrated. The group velocity is measured directly over a finite range of wavenumbers by examining the time evolution of the transform. The results agree well with linear theory at higher wavenumber but the measured group velocity is reduced at lower wavenumbers, possibly due to interaction with the basin boundaries.

Power law cross-correlations between price change and volume change of Indian stocks

NASA Astrophysics Data System (ADS)

Hasan, Rashid; Mohammed Salim, M.

2017-05-01

We study multifractal long-range correlations and cross-correlations of daily price change and volume change of 50 stocks that comprise Nifty index of National Stock Exchange, Mumbai, using MF-DFA and MF-DCCA methods. We find that the time series of price change are uncorrelated, whereas anti-persistent long-range multifractal correlations are found in volume change series. We also find antipersistent long-range multifractal cross-correlations between the time series of price change and volume change. As multifractality is a signature of complexity, we estimate complexity parameters of the time series of price change, volume change, and cross-correlated price-volume change by fitting the fourth-degree polynomials to their multifractal spectra. Our results indicate that the time series of price change display high complexity, whereas the time series of volume change and cross-correlated price-volume change display low complexity.

Two-dimensional wavelet transform for reliability-guided phase unwrapping in optical fringe pattern analysis.

PubMed

Li, Sikun; Wang, Xiangzhao; Su, Xianyu; Tang, Feng

2012-04-20

This paper theoretically discusses modulus of two-dimensional (2D) wavelet transform (WT) coefficients, calculated by using two frequently used 2D daughter wavelet definitions, in an optical fringe pattern analysis. The discussion shows that neither is good enough to represent the reliability of the phase data. The differences between the two frequently used 2D daughter wavelet definitions in the performance of 2D WT also are discussed. We propose a new 2D daughter wavelet definition for reliability-guided phase unwrapping of optical fringe pattern. The modulus of the advanced 2D WT coefficients, obtained by using a daughter wavelet under this new daughter wavelet definition, includes not only modulation information but also local frequency information of the deformed fringe pattern. Therefore, it can be treated as a good parameter that represents the reliability of the retrieved phase data. Computer simulation and experimentation show the validity of the proposed method.

Multifractal Approaches of the Ring Tensile Rupture Patterns of Dried Laver (Porphyra) as Affected by the Relative Humidity.

PubMed

Jung, Hwabin; Yoon, Won Byong

2017-12-01

The effect of water activity (a w ) or the relative humidity (RH) on the tensile rupture properties of dried laver (DL) associated with structures formed with phycocolloids was investigated. The morphological characteristics of tensile ruptured DL samples at various relative humidities were evaluated by multifractal analysis. The RH of the microclimate was controlled from 10% to 90% at 25 °C using supersaturated salt solutions. The sorption isotherm of DL was experimentally obtained and quantitatively analyzed using mathematical models. The monolayer moisture contents from the Guggenheim-Anderson-de Boer (GAB) model was 5.92% (w.b.). An increase in the RH resulted in increasing ring tensile stress and maintaining constant ring tensile strain up to 58% to 75% RH, whereas the ring tensile stress and the ring tensile strain rapidly decreased and increased, respectively, when the RH was higher than 75%. The general fractal dimensions and the multifractal spectra f(α) manifested that the patterns of the lowest and the highest moisture content of dried laver showed high irregularity. The different multifractal parameters obtained from the DL at various RHs well-represented the transient moment of the structures from the monolayer moisture to texture changes associated with RH. Overall, the ring tensile test and the multifractal analysis were useful tools to analyze the change of crispness of DL from its structural characteristics. In addition, the results of this study revealed that the integration and disintegration properties of DL occurred through the networks of phycocolloids at various moisture contents. Texture properties are the most important quality attributes for commercial dried laver (DL) products. The relative humidity influences the texture properties of DL during production, storage, shipping, and consuming. This study well characterized the effect of the relative humidity on the texture properties of DL using the tensile tests under microclimate conditions. This information is very practical and can be immediately applied to control the relative humidity of the packaging and the storage room for DL. © 2017 Institute of Food Technologists®.

Fault Analysis of Space Station DC Power Systems-Using Neural Network Adaptive Wavelets to Detect Faults

NASA Technical Reports Server (NTRS)

Momoh, James A.; Wang, Yanchun; Dolce, James L.

1997-01-01

This paper describes the application of neural network adaptive wavelets for fault diagnosis of space station power system. The method combines wavelet transform with neural network by incorporating daughter wavelets into weights. Therefore, the wavelet transform and neural network training procedure become one stage, which avoids the complex computation of wavelet parameters and makes the procedure more straightforward. The simulation results show that the proposed method is very efficient for the identification of fault locations.

Concept of Fractal Dimension use of Multifractal Cloud Liquid Models Based on Real Data as Input to Monte Carlo Radiation Models

NASA Technical Reports Server (NTRS)

Wiscombe, W.

1999-01-01

The purpose of this paper is discuss the concept of fractal dimension; multifractal statistics as an extension of this; the use of simple multifractal statistics (power spectrum, structure function) to characterize cloud liquid water data; and to understand the use of multifractal cloud liquid water models based on real data as input to Monte Carlo radiation models of shortwave radiation transfer in 3D clouds, and the consequences of this in two areas: the design of aircraft field programs to measure cloud absorptance; and the explanation of the famous "Landsat scale break" in measured radiance.

The wavelet analysis for the assessment of microvascular function with the laser Doppler fluxmetry over the last 20 years. Looking for hidden informations.

PubMed

Martini, Romeo; Bagno, Andrea

2018-04-14

The wavelet analysis has been applied to the Laser Doppler Fluxmetry for assessing the frequency spectrum of the flowmotion to study the microvascular function waves.Although the application of wavelet analysis has allowed a detailed evaluation of the microvascular function, its use does not seem to be yet widespread over the last two decades.Aiming to improve the diffusion of this methodology, we herein present a systematic review of the literature about the application of the wavelet analysis to the laser Doppler fluxmetry signal. A computer research has been performed on PubMed and Scopus databases from January 1990 to December 2017. The used terms for the investigation have been "wavelet analysis", "wavelet transform analysis", "Morlet wavelet transform" along with the terms "laser Doppler", "laserdoppler" and/or "flowmetry" or "fluxmetry". One hundred and eighteen studies have been found. After the scrutiny, 97 studies reporting data on humans have been selected. Fifty-three studies, 54.0% (95% CI 44.2-63.6) pooled rate, have been performed on 892 healthy subjects and 44, 45,9 % (95% CI 36.3-55.7%) pooled rate have been performed on 1679 patients. No significant difference has been found between the two groups (p 0,81). On average, the number of studies published each year was 4.8 (95% CI 3.4-6.2). The trend of studies production has increased significantly from 1998 to 2017, (p 0.0006). But only the studies on patients have shown a significant increase trend along the years (p 0.0003), than the studies on healthy subjects (p 0.09).In conclusion, this review highlights that despite being a promising and interesting methodology for the study of the microcirculatory function, the wavelet analysis has remained still neglected.

Investigation of the complexity of streamflow fluctuations in a large heterogeneous lake catchment in China

NASA Astrophysics Data System (ADS)

Ye, Xuchun; Xu, Chong-Yu; Li, Xianghu; Zhang, Qi

2018-05-01

The occurrence of flood and drought frequency is highly correlated with the temporal fluctuations of streamflow series; understanding of these fluctuations is essential for the improved modeling and statistical prediction of extreme changes in river basins. In this study, the complexity of daily streamflow fluctuations was investigated by using multifractal detrended fluctuation analysis (MF-DFA) in a large heterogeneous lake basin, the Poyang Lake basin in China, and the potential impacts of human activities were also explored. Major results indicate that the multifractality of streamflow fluctuations shows significant regional characteristics. In the study catchment, all the daily streamflow series present a strong long-range correlation with Hurst exponents bigger than 0.8. The q-order Hurst exponent h( q) of all the hydrostations can be characterized well by only two parameters: a (0.354 ≤ a ≤ 0.384) and b (0.627 ≤ b ≤ 0.677), with no pronounced differences. Singularity spectrum analysis pointed out that small fluctuations play a dominant role in all daily streamflow series. Our research also revealed that both the correlation properties and the broad probability density function (PDF) of hydrological series can be responsible for the multifractality of streamflow series that depends on watershed areas. In addition, we emphasized the relationship between watershed area and the estimated multifractal parameters, such as the Hurst exponent and fitted parameters a and b from the q-order Hurst exponent h( q). However, the relationship between the width of the singularity spectrum (Δ α) and watershed area is not clear. Further investigation revealed that increasing forest coverage and reservoir storage can effectively enhance the persistence of daily streamflow, decrease the hydrological complexity of large fluctuations, and increase the small fluctuations.

Multifractal spectrum and lacunarity as measures of complexity of osseointegration.

PubMed

de Souza Santos, Daniel; Dos Santos, Leonardo Cavalcanti Bezerra; de Albuquerque Tavares Carvalho, Alessandra; Leão, Jair Carneiro; Delrieux, Claudio; Stosic, Tatijana; Stosic, Borko

2016-07-01

The goal of this study is to contribute to a better quantitative description of the early stages of osseointegration, by application of fractal, multifractal, and lacunarity analysis. Fractal, multifractal, and lacunarity analysis are performed on scanning electron microscopy (SEM) images of titanium implants that were first subjected to different treatment combinations of i) sand blasting, ii) acid etching, and iii) exposition to calcium phosphate, and were then submersed in a simulated body fluid (SBF) for 30 days. All the three numerical techniques are applied to the implant SEM images before and after SBF immersion, in order to provide a comprehensive set of common quantitative descriptors. It is found that implants subjected to different physicochemical treatments before submersion in SBF exhibit a rather similar level of complexity, while the great variety of crystal forms after SBF submersion reveals rather different quantitative measures (reflecting complexity), for different treatments. In particular, it is found that acid treatment, in most combinations with the other considered treatments, leads to a higher fractal dimension (more uniform distribution of crystals), lower lacunarity (lesser variation in gap sizes), and narrowing of the multifractal spectrum (smaller fluctuations on different scales). The current quantitative description has shown the capacity to capture the main features of complex images of implant surfaces, for several different treatments. Such quantitative description should provide a fundamental tool for future large scale systematic studies, considering the large variety of possible implant treatments and their combinations. Quantitative description of early stages of osseointegration on titanium implants with different treatments should help develop a better understanding of this phenomenon, in general, and provide basis for further systematic experimental studies. Clinical practice should benefit from such studies in the long term, by more ready access to implants of higher quality.

Wavelet and Multiresolution Analysis for Finite Element Networking Paradigms

NASA Technical Reports Server (NTRS)

Kurdila, Andrew J.; Sharpley, Robert C.

1999-01-01

This paper presents a final report on Wavelet and Multiresolution Analysis for Finite Element Networking Paradigms. The focus of this research is to derive and implement: 1) Wavelet based methodologies for the compression, transmission, decoding, and visualization of three dimensional finite element geometry and simulation data in a network environment; 2) methodologies for interactive algorithm monitoring and tracking in computational mechanics; and 3) Methodologies for interactive algorithm steering for the acceleration of large scale finite element simulations. Also included in this report are appendices describing the derivation of wavelet based Particle Image Velocity algorithms and reduced order input-output models for nonlinear systems by utilizing wavelet approximations.

Variable mass pendulum behaviour processed by wavelet analysis

NASA Astrophysics Data System (ADS)

Caccamo, M. T.; Magazù, S.

2017-01-01

The present work highlights how, in order to characterize the motion of a variable mass pendulum, wavelet analysis can be an effective tool in furnishing information on the time evolution of the oscillation spectral content. In particular, the wavelet transform is applied to process the motion of a hung funnel that loses fine sand at an exponential rate; it is shown how, in contrast to the Fourier transform which furnishes only an average frequency value for the motion, the wavelet approach makes it possible to perform a joint time-frequency analysis. The work is addressed at undergraduate and graduate students.

Stochastic multifractal forecasts: from theory to applications in radar meteorology

NASA Astrophysics Data System (ADS)

da Silva Rocha Paz, Igor; Tchiguirinskaia, Ioulia; Schertzer, Daniel

2017-04-01

Radar meteorology has been very inspiring for the development of multifractals. It has enabled to work on a 3D+1 field with many challenging applications, including predictability and stochastic forecasts, especially nowcasts that are particularly demanding in computation speed. Multifractals are indeed parsimonious stochastic models that require only a few physically meaningful parameters, e.g. Universal Multifractal (UM) parameters, because they are based on non-trivial symmetries of nonlinear equations. We first recall the physical principles of multifractal predictability and predictions, which are so closely related that the latter correspond to the most optimal predictions in the multifractal framework. Indeed, these predictions are based on the fundamental duality of a relatively slow decay of large scale structures and an injection of new born small scale structures. Overall, this triggers a mulfitractal inverse cascade of unpredictability. With the help of high resolution rainfall radar data (≈ 100 m), we detail and illustrate the corresponding stochastic algorithm in the framework of (causal) UM Fractionally Integrated Flux models (UM-FIF), where the rainfall field is obtained with the help of a fractional integration of a conservative multifractal flux, whose average is strictly scale invariant (like the energy flux in a dynamic cascade). Whereas, the introduction of small structures is rather straightforward, the deconvolution of the past of the field is more subtle, but nevertheless achievable, to obtain the past of the flux. Then, one needs to only fractionally integrate a multiplicative combination of past and future fluxes to obtain a nowcast realisation.

Comparisons between real and complex Gauss wavelet transform methods of three-dimensional shape reconstruction

NASA Astrophysics Data System (ADS)

Xu, Luopeng; Dan, Youquan; Wang, Qingyuan

2015-10-01

The continuous wavelet transform (CWT) introduces an expandable spatial and frequency window which can overcome the inferiority of localization characteristic in Fourier transform and windowed Fourier transform. The CWT method is widely applied in the non-stationary signal analysis field including optical 3D shape reconstruction with remarkable performance. In optical 3D surface measurement, the performance of CWT for optical fringe pattern phase reconstruction usually depends on the choice of wavelet function. A large kind of wavelet functions of CWT, such as Mexican Hat wavelet, Morlet wavelet, DOG wavelet, Gabor wavelet and so on, can be generated from Gauss wavelet function. However, so far, application of the Gauss wavelet transform (GWT) method (i.e. CWT with Gauss wavelet function) in optical profilometry is few reported. In this paper, the method using GWT for optical fringe pattern phase reconstruction is presented first and the comparisons between real and complex GWT methods are discussed in detail. The examples of numerical simulations are also given and analyzed. The results show that both the real GWT method along with a Hilbert transform and the complex GWT method can realize three-dimensional surface reconstruction; and the performance of reconstruction generally depends on the frequency domain appearance of Gauss wavelet functions. For the case of optical fringe pattern of large phase variation with position, the performance of real GWT is better than that of complex one due to complex Gauss series wavelets existing frequency sidelobes. Finally, the experiments are carried out and the experimental results agree well with our theoretical analysis.

A wavelet-based statistical analysis of FMRI data: I. motivation and data distribution modeling.

PubMed

Dinov, Ivo D; Boscardin, John W; Mega, Michael S; Sowell, Elizabeth L; Toga, Arthur W

2005-01-01

We propose a new method for statistical analysis of functional magnetic resonance imaging (fMRI) data. The discrete wavelet transformation is employed as a tool for efficient and robust signal representation. We use structural magnetic resonance imaging (MRI) and fMRI to empirically estimate the distribution of the wavelet coefficients of the data both across individuals and spatial locations. An anatomical subvolume probabilistic atlas is used to tessellate the structural and functional signals into smaller regions each of which is processed separately. A frequency-adaptive wavelet shrinkage scheme is employed to obtain essentially optimal estimations of the signals in the wavelet space. The empirical distributions of the signals on all the regions are computed in a compressed wavelet space. These are modeled by heavy-tail distributions because their histograms exhibit slower tail decay than the Gaussian. We discovered that the Cauchy, Bessel K Forms, and Pareto distributions provide the most accurate asymptotic models for the distribution of the wavelet coefficients of the data. Finally, we propose a new model for statistical analysis of functional MRI data using this atlas-based wavelet space representation. In the second part of our investigation, we will apply this technique to analyze a large fMRI dataset involving repeated presentation of sensory-motor response stimuli in young, elderly, and demented subjects.

Automated estimation of individual conifer tree height and crown diameter via Two-dimensional spatial wavelet analysis of lidar data

Treesearch

Michael J. Falkowski; Alistair M.S. Smith; Andrew T. Hudak; Paul E. Gessler; Lee A. Vierling; Nicholas L. Crookston

2006-01-01

We describe and evaluate a new analysis technique, spatial wavelet analysis (SWA), to automatically estimate the location, height, and crown diameter of individual trees within mixed conifer open canopy stands from light detection and ranging (lidar) data. Two-dimensional Mexican hat wavelets, over a range of likely tree crown diameters, were convolved with lidar...

Wavelet based de-noising of breath air absorption spectra profiles for improved classification by principal component analysis

NASA Astrophysics Data System (ADS)

Kistenev, Yu. V.; Shapovalov, A. V.; Borisov, A. V.; Vrazhnov, D. A.; Nikolaev, V. V.; Nikiforova, O. Yu.

2015-11-01

The comparison results of different mother wavelets used for de-noising of model and experimental data which were presented by profiles of absorption spectra of exhaled air are presented. The impact of wavelets de-noising on classification quality made by principal component analysis are also discussed.

Multifractal spectra in shear flows

NASA Technical Reports Server (NTRS)

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.

Wavelet-based polarimetry analysis

NASA Astrophysics Data System (ADS)

Ezekiel, Soundararajan; Harrity, Kyle; Farag, Waleed; Alford, Mark; Ferris, David; Blasch, Erik

2014-06-01

Wavelet transformation has become a cutting edge and promising approach in the field of image and signal processing. A wavelet is a waveform of effectively limited duration that has an average value of zero. Wavelet analysis is done by breaking up the signal into shifted and scaled versions of the original signal. The key advantage of a wavelet is that it is capable of revealing smaller changes, trends, and breakdown points that are not revealed by other techniques such as Fourier analysis. The phenomenon of polarization has been studied for quite some time and is a very useful tool for target detection and tracking. Long Wave Infrared (LWIR) polarization is beneficial for detecting camouflaged objects and is a useful approach when identifying and distinguishing manmade objects from natural clutter. In addition, the Stokes Polarization Parameters, which are calculated from 0°, 45°, 90°, 135° right circular, and left circular intensity measurements, provide spatial orientations of target features and suppress natural features. In this paper, we propose a wavelet-based polarimetry analysis (WPA) method to analyze Long Wave Infrared Polarimetry Imagery to discriminate targets such as dismounts and vehicles from background clutter. These parameters can be used for image thresholding and segmentation. Experimental results show the wavelet-based polarimetry analysis is efficient and can be used in a wide range of applications such as change detection, shape extraction, target recognition, and feature-aided tracking.

Hyperspectral imaging with wavelet transform for classification of colon tissue biopsy samples

NASA Astrophysics Data System (ADS)

Masood, Khalid

2008-08-01

Automatic classification of medical images is a part of our computerised medical imaging programme to support the pathologists in their diagnosis. Hyperspectral data has found its applications in medical imagery. Its usage is increasing significantly in biopsy analysis of medical images. In this paper, we present a histopathological analysis for the classification of colon biopsy samples into benign and malignant classes. The proposed study is based on comparison between 3D spectral/spatial analysis and 2D spatial analysis. Wavelet textural features in the wavelet domain are used in both these approaches for classification of colon biopsy samples. Experimental results indicate that the incorporation of wavelet textural features using a support vector machine, in 2D spatial analysis, achieve best classification accuracy.

Double Density Dual Tree Discrete Wavelet Transform implementation for Degraded Image Enhancement

NASA Astrophysics Data System (ADS)

Vimala, C.; Aruna Priya, P.

2018-04-01

Wavelet transform is a main tool for image processing applications in modern existence. A Double Density Dual Tree Discrete Wavelet Transform is used and investigated for image denoising. Images are considered for the analysis and the performance is compared with discrete wavelet transform and the Double Density DWT. Peak Signal to Noise Ratio values and Root Means Square error are calculated in all the three wavelet techniques for denoised images and the performance has evaluated. The proposed techniques give the better performance when comparing other two wavelet techniques.

Optical phase distribution evaluation by using zero order Generalized Morse Wavelet

NASA Astrophysics Data System (ADS)

Kocahan, Özlem; Elmas, Merve Naz; Durmuş, ćaǧla; Coşkun, Emre; Tiryaki, Erhan; Özder, Serhat

2017-02-01

When determining the phase from the projected fringes by using continuous wavelet transform (CWT), selection of wavelet is an important step. A new wavelet for phase retrieval from the fringe pattern with the spatial carrier frequency in the x direction is presented. As a mother wavelet, zero order generalized Morse wavelet (GMW) is chosen because of the flexible spatial and frequency localization property, and it is exactly analytic. In this study, GMW method is explained and numerical simulations are carried out to show the validity of this technique for finding the phase distributions. Results for the Morlet and Paul wavelets are compared with the results of GMW analysis.

An examination of coherent structures in a lobed mixer using multifractal measures in conjunction with the proper orthogonal decomposition

NASA Technical Reports Server (NTRS)

Ukeiley, L.; Varghese, M.; Glauser, M.; Valentine, D.

1991-01-01

A 'lobed mixer' device that enhances mixing through secondary flows and streamwise vorticity is presently studied within the framework of multifractal-measures theory, in order to deepen understanding of velocity time trace data gathered on its operation. Proper orthogonal decomposition-based knowledge of coherent structures has been applied to obtain the generalized fractal dimensions and multifractal spectrum of several proper eigenmodes for data samples of the velocity time traces; this constitutes a marked departure from previous multifractal theory applications to self-similar cascades. In certain cases, a single dimension may suffice to capture the entire spectrum of scaling exponents for the velocity time trace.

Multifractal characteristics of optical turbulence measured through a single beam holographic process.

PubMed

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.

Multiscale wavelet representations for mammographic feature analysis

NASA Astrophysics Data System (ADS)

Laine, Andrew F.; Song, Shuwu

1992-12-01

This paper introduces a novel approach for accomplishing mammographic feature analysis through multiresolution representations. We show that efficient (nonredundant) representations may be identified from digital mammography and used to enhance specific mammographic features within a continuum of scale space. The multiresolution decomposition of wavelet transforms provides a natural hierarchy in which to embed an interactive paradigm for accomplishing scale space feature analysis. Choosing wavelets (or analyzing functions) that are simultaneously localized in both space and frequency, results in a powerful methodology for image analysis. Multiresolution and orientation selectivity, known biological mechanisms in primate vision, are ingrained in wavelet representations and inspire the techniques presented in this paper. Our approach includes local analysis of complete multiscale representations. Mammograms are reconstructed from wavelet coefficients, enhanced by linear, exponential and constant weight functions localized in scale space. By improving the visualization of breast pathology we can improve the changes of early detection of breast cancers (improve quality) while requiring less time to evaluate mammograms for most patients (lower costs).

Breathing modes of Kolumbo submarine volcano (Santorini, Greece).

PubMed

Bakalis, Evangelos; Mertzimekis, Theo J; Nomikou, Paraskevi; Zerbetto, Francesco

2017-04-13

Submarine volcanoes, such as Kolumbo (Santorini, Greece) are natural laboratories for fostering multidisciplinary studies. Their investigation requires the most innovative marine technology together with advanced data analysis. Conductivity and temperature of seawater were recorded directly above Kolumbo's hydrothermal vent system. The respective time series have been analyzed in terms of non-equilibrium techniques. The energy dissipation of the volcanic activity is monitored by the temperature variations of seawater. The venting dynamics of chemical products is monitored by water conductivity. The analysis of the time series in terms of stochastic processes delivers scaling exponents with turning points between consecutive regimes for both conductivity and temperature. Changes of conductivity are shown to behave as a universal multifractal and their variance is subdiffusive as the scaling exponents indicate. Temperature is constant over volcanic rest periods and a universal multifractal behavior describes its changes in line with a subdiffusive character otherwise. The universal multifractal description illustrates the presence of non-conservative conductivity and temperature fields showing that the system never retains a real equilibrium state. The existence of a repeated pattern of the combined effect of both seawater and volcanic activity is predicted. The findings can shed light on the dynamics of chemical products emitted from the vents and point to the presence of underlying mechanisms that govern potentially hazardous, underwater volcanic environments.

Breathing modes of Kolumbo submarine volcano (Santorini, Greece)

NASA Astrophysics Data System (ADS)

Bakalis, Evangelos; Mertzimekis, Theo J.; Nomikou, Paraskevi; Zerbetto, Francesco

2017-04-01

Submarine volcanoes, such as Kolumbo (Santorini, Greece) are natural laboratories for fostering multidisciplinary studies. Their investigation requires the most innovative marine technology together with advanced data analysis. Conductivity and temperature of seawater were recorded directly above Kolumbo’s hydrothermal vent system. The respective time series have been analyzed in terms of non-equilibrium techniques. The energy dissipation of the volcanic activity is monitored by the temperature variations of seawater. The venting dynamics of chemical products is monitored by water conductivity. The analysis of the time series in terms of stochastic processes delivers scaling exponents with turning points between consecutive regimes for both conductivity and temperature. Changes of conductivity are shown to behave as a universal multifractal and their variance is subdiffusive as the scaling exponents indicate. Temperature is constant over volcanic rest periods and a universal multifractal behavior describes its changes in line with a subdiffusive character otherwise. The universal multifractal description illustrates the presence of non-conservative conductivity and temperature fields showing that the system never retains a real equilibrium state. The existence of a repeated pattern of the combined effect of both seawater and volcanic activity is predicted. The findings can shed light on the dynamics of chemical products emitted from the vents and point to the presence of underlying mechanisms that govern potentially hazardous, underwater volcanic environments.

Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches

NASA Astrophysics Data System (ADS)

Shahzad, Syed Jawad Hussain; Nor, Safwan Mohd; Mensi, Walid; Kumar, Ronald Ravinesh

2017-04-01

This study examines the power law properties of 11 US credit and stock markets at the industry level. We use multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DXA) to first investigate the relative efficiency of credit and stock markets and then evaluate the mutual interdependence between CDS-equity market pairs. The scaling exponents of the MF-DFA approach suggest that CDS markets are relatively more inefficient than their equity counterparts. However, Banks and Financial credit markets are relatively more efficient. Basic Materials (both CDS and equity indices) is the most inefficient sector of the US economy. The cross-correlation exponents obtained through MF-DXA also suggest that the relationship of the CDS and equity sectors within and across markets is multifractal for all pairs. Within the CDS market, Basic Materials is the most dependent sector, whereas equity market sectors can be divided into two distinct groups based on interdependence. The pair-wise dependence between Basic Materials sector CDSs and the equity index is also the highest. The degree of cross-correlation shows that the sectoral pairs of CDS and equity markets belong to a persistent cross-correlated series within selected time intervals.

Understanding the source of multifractality in financial markets

NASA Astrophysics Data System (ADS)

Barunik, Jozef; Aste, Tomaso; Di Matteo, T.; Liu, Ruipeng

2012-09-01

In this paper, we use the generalized Hurst exponent approach to study the multi-scaling behavior of different financial time series. We show that this approach is robust and powerful in detecting different types of multi-scaling. We observe a puzzling phenomenon where an apparent increase in multifractality is measured in time series generated from shuffled returns, where all time-correlations are destroyed, while the return distributions are conserved. This effect is robust and it is reproduced in several real financial data including stock market indices, exchange rates and interest rates. In order to understand the origin of this effect we investigate different simulated time series by means of the Markov switching multifractal model, autoregressive fractionally integrated moving average processes with stable innovations, fractional Brownian motion and Levy flights. Overall we conclude that the multifractality observed in financial time series is mainly a consequence of the characteristic fat-tailed distribution of the returns and time-correlations have the effect to decrease the measured multifractality.

Dynamical Mechanism of Scaling Behaviors in Multifractal Structure

NASA Astrophysics Data System (ADS)

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.

Wavelet Types Comparison for Extracting Iris Feature Based on Energy Compaction

NASA Astrophysics Data System (ADS)

Rizal Isnanto, R.

2015-06-01

Human iris has a very unique pattern which is possible to be used as a biometric recognition. To identify texture in an image, texture analysis method can be used. One of method is wavelet that extract the image feature based on energy. Wavelet transforms used are Haar, Daubechies, Coiflets, Symlets, and Biorthogonal. In the research, iris recognition based on five mentioned wavelets was done and then comparison analysis was conducted for which some conclusions taken. Some steps have to be done in the research. First, the iris image is segmented from eye image then enhanced with histogram equalization. The features obtained is energy value. The next step is recognition using normalized Euclidean distance. Comparison analysis is done based on recognition rate percentage with two samples stored in database for reference images. After finding the recognition rate, some tests are conducted using Energy Compaction for all five types of wavelets above. As the result, the highest recognition rate is achieved using Haar, whereas for coefficients cutting for C(i) < 0.1, Haar wavelet has a highest percentage, therefore the retention rate or significan coefficient retained for Haaris lower than other wavelet types (db5, coif3, sym4, and bior2.4)

Necessary and sufficient condition for the realization of the complex wavelet

NASA Astrophysics Data System (ADS)

Keita, Alpha; Qing, Qianqin; Wang, Nengchao

1997-04-01

Wavelet theory is a whole new signal analysis theory in recent years, and the appearance of which is attracting lots of experts in many different fields giving it a deepen study. Wavelet transformation is a new kind of time. Frequency domain analysis method of localization in can-be- realized time domain or frequency domain. It has many perfect characteristics that many other kinds of time frequency domain analysis, such as Gabor transformation or Viginier. For example, it has orthogonality, direction selectivity, variable time-frequency domain resolution ratio, adjustable local support, parsing data in little amount, and so on. All those above make wavelet transformation a very important new tool and method in signal analysis field. Because the calculation of complex wavelet is very difficult, in application, real wavelet function is used. In this paper, we present a necessary and sufficient condition that the real wavelet function can be obtained by the complex wavelet function. This theorem has some significant values in theory. The paper prepares its technique from Hartley transformation, then, it gives the complex wavelet was a signal engineering expert. His Hartley transformation, which also mentioned by Hartley, had been overlooked for about 40 years, for the social production conditions at that time cannot help to show its superiority. Only when it came to the end of 70s and the early 80s, after the development of the fast algorithm of Fourier transformation and the hardware implement to some degree, the completely some positive-negative transforming method was coming to take seriously. W transformation, which mentioned by Zhongde Wang, pushed the studying work of Hartley transformation and its fast algorithm forward. The kernel function of Hartley transformation.

Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Cao, Guangxi; Zhang, Minjia

2015-10-01

This paper focuses on the comparative analysis of extreme values in the Chinese and American stock markets based on the detrended fluctuation analysis (DFA) algorithm using the daily data of Shanghai composite index and Dow Jones Industrial Average. The empirical results indicate that the multifractal detrended fluctuation analysis (MF-DFA) method is more objective than the traditional percentile method. The range of extreme value of Dow Jones Industrial Average is smaller than that of Shanghai composite index, and the extreme value of Dow Jones Industrial Average is more time clustering. The extreme value of the Chinese or American stock markets is concentrated in 2008, which is consistent with the financial crisis in 2008. Moreover, we investigate whether extreme events affect the cross-correlation between the Chinese and American stock markets using multifractal detrended cross-correlation analysis algorithm. The results show that extreme events have nothing to do with the cross-correlation between the Chinese and American stock markets.

Measurement of entanglement entropy in the two-dimensional Potts model using wavelet analysis.

PubMed

Tomita, Yusuke

2018-05-01

A method is introduced to measure the entanglement entropy using a wavelet analysis. Using this method, the two-dimensional Haar wavelet transform of a configuration of Fortuin-Kasteleyn (FK) clusters is performed. The configuration represents a direct snapshot of spin-spin correlations since spin degrees of freedom are traced out in FK representation. A snapshot of FK clusters loses image information at each coarse-graining process by the wavelet transform. It is shown that the loss of image information measures the entanglement entropy in the Potts model.

Wavelet-based fMRI analysis: 3-D denoising, signal separation, and validation metrics

PubMed Central

Khullar, Siddharth; Michael, Andrew; Correa, Nicolle; Adali, Tulay; Baum, Stefi A.; Calhoun, Vince D.

2010-01-01

We present a novel integrated wavelet-domain based framework (w-ICA) for 3-D de-noising functional magnetic resonance imaging (fMRI) data followed by source separation analysis using independent component analysis (ICA) in the wavelet domain. We propose the idea of a 3-D wavelet-based multi-directional de-noising scheme where each volume in a 4-D fMRI data set is sub-sampled using the axial, sagittal and coronal geometries to obtain three different slice-by-slice representations of the same data. The filtered intensity value of an arbitrary voxel is computed as an expected value of the de-noised wavelet coefficients corresponding to the three viewing geometries for each sub-band. This results in a robust set of de-noised wavelet coefficients for each voxel. Given the decorrelated nature of these de-noised wavelet coefficients; it is possible to obtain more accurate source estimates using ICA in the wavelet domain. The contributions of this work can be realized as two modules. First, the analysis module where we combine a new 3-D wavelet denoising approach with better signal separation properties of ICA in the wavelet domain, to yield an activation component that corresponds closely to the true underlying signal and is maximally independent with respect to other components. Second, we propose and describe two novel shape metrics for post-ICA comparisons between activation regions obtained through different frameworks. We verified our method using simulated as well as real fMRI data and compared our results against the conventional scheme (Gaussian smoothing + spatial ICA: s-ICA). The results show significant improvements based on two important features: (1) preservation of shape of the activation region (shape metrics) and (2) receiver operating characteristic (ROC) curves. It was observed that the proposed framework was able to preserve the actual activation shape in a consistent manner even for very high noise levels in addition to significant reduction in false positives voxels. PMID:21034833

Most suitable mother wavelet for the analysis of fractal properties of stride interval time series via the average wavelet coefficient

PubMed Central

Zhang, Zhenwei; VanSwearingen, Jessie; Brach, Jennifer S.; Perera, Subashan

2016-01-01

Human gait is a complex interaction of many nonlinear systems and stride intervals exhibit self-similarity over long time scales that can be modeled as a fractal process. The scaling exponent represents the fractal degree and can be interpreted as a biomarker of relative diseases. The previous study showed that the average wavelet method provides the most accurate results to estimate this scaling exponent when applied to stride interval time series. The purpose of this paper is to determine the most suitable mother wavelet for the average wavelet method. This paper presents a comparative numerical analysis of sixteen mother wavelets using simulated and real fractal signals. Simulated fractal signals were generated under varying signal lengths and scaling exponents that indicate a range of physiologically conceivable fractal signals. The five candidates were chosen due to their good performance on the mean square error test for both short and long signals. Next, we comparatively analyzed these five mother wavelets for physiologically relevant stride time series lengths. Our analysis showed that the symlet 2 mother wavelet provides a low mean square error and low variance for long time intervals and relatively low errors for short signal lengths. It can be considered as the most suitable mother function without the burden of considering the signal length. PMID:27960102

Integration of Scale Invariant Generator Technique and S-A Technique for Characterizing 2-D Patterns for Information Retrieve

NASA Astrophysics Data System (ADS)

Cao, L.; Cheng, Q.

2004-12-01

The scale invariant generator technique (SIG) and spectrum-area analysis technique (S-A) were developed independently relevant to the concept of the generalized scale invariance (GSI). The former was developed for characterizing the parameters involved in the GSI for characterizing and simulating multifractal measures whereas the latter was for identifying scaling breaks for decomposition of superimposed multifractal measures caused by multiple geophysical processes. A natural integration of these two techniques may yield a new technique to serve two purposes, on the one hand, that can enrich the power of S-A by increasing the interpretability of decomposed patterns in some applications of S-A and, on the other hand, that can provide a mean to test the uniqueness of multifractality of measures which is essential for application of SIG technique in more complicated environment. The implementation of the proposed technique has been done as a Dynamic Link Library (DLL) in Visual C++. The program can be friendly used for method validation and application in different fields.

The complexity of the HANG SENG Index and its constituencies during the 2007-2008 Great Recession

NASA Astrophysics Data System (ADS)

Argyroudis, G.; Siokis, F.

2018-04-01

We apply the multifractal detrended moving average (MF-DMA) procedure to the daily data from HANG SENG Index (HSI) and two sub-indices, the Properties Index which consists of 10 Real Estate Companies and the Finance Index with 12 companies respectively. Two major events are considered: the 2007 and the 1997 crises. Based on scaling exponents and the singularity spectrum analysis, we show that both events reveal multiscaling and the results are robust across different indices. Furthermore, by dividing the data into two equal sub-samples for prior and after the crisis periods, we reveal that for the 2007-2008 crisis, the complexity of the HSI and Properties index remain the same between periods, while for the Finance Index, the after crisis period exhibits richer multifractality and higher complexity. Especially for the Properties Index, the results indicate that the Real Estate sector was not affected as much, by the transitory shocks of the Great Recession. As for the 1997 event, the HS Index is impacted greatly in the after period crisis exhibiting higher degree of multifractality and heterogeneity.

ECG Signal Analysis and Arrhythmia Detection using Wavelet Transform

NASA Astrophysics Data System (ADS)

Kaur, Inderbir; Rajni, Rajni; Marwaha, Anupma

2016-12-01

Electrocardiogram (ECG) is used to record the electrical activity of the heart. The ECG signal being non-stationary in nature, makes the analysis and interpretation of the signal very difficult. Hence accurate analysis of ECG signal with a powerful tool like discrete wavelet transform (DWT) becomes imperative. In this paper, ECG signal is denoised to remove the artifacts and analyzed using Wavelet Transform to detect the QRS complex and arrhythmia. This work is implemented in MATLAB software for MIT/BIH Arrhythmia database and yields the sensitivity of 99.85 %, positive predictivity of 99.92 % and detection error rate of 0.221 % with wavelet transform. It is also inferred that DWT outperforms principle component analysis technique in detection of ECG signal.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cadavid, A. C.; Lawrence, J. K.; Christian, D. J.

We investigate the scaling properties of the long-range temporal evolution and intermittency of Atmospheric Imaging Assembly/ Solar Dynamics Observatory intensity observations in four solar environments: an active region core, a weak emission region, and two core loops. We use two approaches: the probability distribution function (PDF) of time series increments and multifractal detrended fluctuation analysis (MF-DFA). Noise taints the results, so we focus on the 171 Å waveband, which has the highest signal-to-noise ratio. The lags between pairs of wavebands distinguish between coronal versus transition region (TR) emission. In all physical regions studied, scaling in the range of 15–45 minutesmore » is multifractal, and the time series are anti-persistent on average. The degree of anti-correlation in the TR time series is greater than that for coronal emission. The multifractality stems from long-term correlations in the data rather than the wide distribution of intensities. Observations in the 335 Å waveband can be described in terms of a multifractal with added noise. The multiscaling of the extreme-ultraviolet data agrees qualitatively with the radiance from a phenomenological model of impulsive bursts plus noise, and also from ohmic dissipation in a reduced magnetohydrodynamic model for coronal loop heating. The parameter space must be further explored to seek quantitative agreement. Thus, the observational “signatures” obtained by the combined tests of the PDF of increments and the MF-DFA offer strong constraints that can systematically discriminate among models for coronal heating.« less

Parallel object-oriented, denoising system using wavelet multiresolution analysis

DOEpatents

Kamath, Chandrika; Baldwin, Chuck H.; Fodor, Imola K.; Tang, Nu A.

2005-04-12

The present invention provides a data de-noising system utilizing processors and wavelet denoising techniques. Data is read and displayed in different formats. The data is partitioned into regions and the regions are distributed onto the processors. Communication requirements are determined among the processors according to the wavelet denoising technique and the partitioning of the data. The data is transforming onto different multiresolution levels with the wavelet transform according to the wavelet denoising technique, the communication requirements, and the transformed data containing wavelet coefficients. The denoised data is then transformed into its original reading and displaying data format.

F-wave decomposition for time of arrival profile estimation.

PubMed

Han, Zhixiu; Kong, Xuan

2007-01-01

F-waves are distally recorded muscle responses that result from "backfiring" of motor neurons following stimulation of peripheral nerves. Each F-wave response is a superposition of several motor unit responses (F-wavelets). Initial deflection of the earliest F-wavelet defines the traditional F-wave latency (FWL) and earlier F-wavelet may mask F-wavelets traveling along slower (and possibly diseased) fibers. Unmasking the time of arrival (TOA) of late F-wavelets could improve the diagnostic value of the F-waves. An algorithm for F-wavelet decomposition is presented, followed by results of experimental data analysis.

Scaling and Multifractality in Road Accidental Distances

NASA Astrophysics Data System (ADS)

Qiu, Tian; Wan, Chi; Zou, Xiang-Xiang; Wang, Xiao-Fan

Accidental distance dynamics is investigated, based on the road accidental data of the Great Britain. The distance distribution of all the districts as an ensemble presents a power law tail, which is different from that of the individual district. A universal distribution is found for different districts, by rescaling the distribution functions of individual districts, which can be well fitted by the Weibull distribution. The male and female drivers behave similarly in the distance distribution. The multifractal characteristic is further studied for the individual district and all the districts as an ensemble, and different behaviors are also revealed between them. The accidental distances of the individual district show a weak multifractality, whereas of all the districts present a strong multifractality when taking them as an ensemble.

Application of wavelet analysis for monitoring the hydrologic effects of dam operation: Glen canyon dam and the Colorado River at lees ferry, Arizona

USGS Publications Warehouse

White, M.A.; Schmidt, J.C.; Topping, D.J.

2005-01-01

Wavelet analysis is a powerful tool with which to analyse the hydrologic effects of dam construction and operation on river systems. Using continuous records of instantaneous discharge from the Lees Ferry gauging station and records of daily mean discharge from upstream tributaries, we conducted wavelet analyses of the hydrologic structure of the Colorado River in Grand Canyon. The wavelet power spectrum (WPS) of daily mean discharge provided a highly compressed and integrative picture of the post-dam elimination of pronounced annual and sub-annual flow features. The WPS of the continuous record showed the influence of diurnal and weekly power generation cycles, shifts in discharge management, and the 1996 experimental flood in the post-dam period. Normalization of the WPS by local wavelet spectra revealed the fine structure of modulation in discharge scale and amplitude and provides an extremely efficient tool with which to assess the relationships among hydrologic cycles and ecological and geomorphic systems. We extended our analysis to sections of the Snake River and showed how wavelet analysis can be used as a data mining technique. The wavelet approach is an especially promising tool with which to assess dam operation in less well-studied regions and to evaluate management attempts to reconstruct desired flow characteristics. Copyright ?? 2005 John Wiley & Sons, Ltd.

Wavelet transforms as solutions of partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zweig, G.

This is the final report of a three-year, Laboratory Directed Research and Development (LDRD) project at Los Alamos National Laboratory (LANL). Wavelet transforms are useful in representing transients whose time and frequency structure reflect the dynamics of an underlying physical system. Speech sound, pressure in turbulent fluid flow, or engine sound in automobiles are excellent candidates for wavelet analysis. This project focused on (1) methods for choosing the parent wavelet for a continuous wavelet transform in pattern recognition applications and (2) the more efficient computation of continuous wavelet transforms by understanding the relationship between discrete wavelet transforms and discretized continuousmore » wavelet transforms. The most interesting result of this research is the finding that the generalized wave equation, on which the continuous wavelet transform is based, can be used to understand phenomena that relate to the process of hearing.« less

Multifractality and freezing phenomena in random energy landscapes: An introduction

NASA Astrophysics Data System (ADS)

Fyodorov, Yan V.

2010-10-01

We start our lectures with introducing and discussing the general notion of multifractality spectrum for random measures on lattices, and how it can be probed using moments of that measure. Then we show that the Boltzmann-Gibbs probability distributions generated by logarithmically correlated random potentials provide a simple yet non-trivial example of disorder-induced multifractal measures. The typical values of the multifractality exponents can be extracted from calculating the free energy of the associated Statistical Mechanics problem. To succeed in such a calculation we introduce and discuss in some detail two analytically tractable models for logarithmically correlated potentials. The first model uses a special definition of distances between points in space and is based on the idea of multiplicative cascades which originated in theory of turbulent motion. It is essentially equivalent to statistical mechanics of directed polymers on disordered trees studied long ago by Derrida and Spohn (1988) in Ref. [12]. In this way we introduce the notion of the freezing transition which is identified with an abrupt change in the multifractality spectrum. Second model which allows for explicit analytical evaluation of the free energy is the infinite-dimensional version of the problem which can be solved by employing the replica trick. In particular, the latter version allows one to identify the freezing phenomenon with a mechanism of the replica symmetry breaking (RSB) and to elucidate its physical meaning. The corresponding one-step RSB solution turns out to be marginally stable everywhere in the low-temperature phase. We finish with a short discussion of recent developments and extensions of models with logarithmic correlations, in particular in the context of extreme value statistics. The first appendix summarizes the standard elementary information about Gaussian integrals and related subjects, and introduces the notion of the Gaussian free field characterized by logarithmic correlations. Three other appendices provide the detailed exposition of a few technical details underlying the replica analysis of the model discussed in the lectures.

3-D surface profilometry based on modulation measurement by applying wavelet transform method

NASA Astrophysics Data System (ADS)

Zhong, Min; Chen, Feng; Xiao, Chao; Wei, Yongchao

2017-01-01

A new analysis of 3-D surface profilometry based on modulation measurement technique by the application of Wavelet Transform method is proposed. As a tool excelling for its multi-resolution and localization in the time and frequency domains, Wavelet Transform method with good localized time-frequency analysis ability and effective de-noizing capacity can extract the modulation distribution more accurately than Fourier Transform method. Especially for the analysis of complex object, more details of the measured object can be well remained. In this paper, the theoretical derivation of Wavelet Transform method that obtains the modulation values from a captured fringe pattern is given. Both computer simulation and elementary experiment are used to show the validity of the proposed method by making a comparison with the results of Fourier Transform method. The results show that the Wavelet Transform method has a better performance than the Fourier Transform method in modulation values retrieval.

Identification of large geomorphological anomalies based on 2D discrete wavelet transform

NASA Astrophysics Data System (ADS)

Doglioni, A.; Simeone, V.

2012-04-01

The identification and analysis based on quantitative evidences of large geomorphological anomalies is an important stage for the study of large landslides. Numerical geomorphic analyses represent an interesting approach to this kind of studies, allowing for a detailed and pretty accurate identification of hidden topographic anomalies that may be related to large landslides. Here a geomorphic numerical analyses of the Digital Terrain Model (DTM) is presented. The introduced approach is based on 2D discrete wavelet transform (Antoine et al., 2003; Bruun and Nilsen, 2003, Booth et al., 2009). The 2D wavelet decomposition of the DTM, and in particular the analysis of the detail coefficients of the wavelet transform can provide evidences of anomalies or singularities, i.e. discontinuities of the land surface. These discontinuities are not very evident from the DTM as it is, while 2D wavelet transform allows for grid-based analysis of DTM and for mapping the decomposition. In fact, the grid-based DTM can be assumed as a matrix, where a discrete wavelet transform (Daubechies, 1992) is performed columnwise and linewise, which basically represent horizontal and vertical directions. The outcomes of this analysis are low-frequency approximation coefficients and high-frequency detail coefficients. Detail coefficients are analyzed, since their variations are associated to discontinuities of the DTM. Detailed coefficients are estimated assuming to perform 2D wavelet transform both for the horizontal direction (east-west) and for the vertical direction (north-south). Detail coefficients are then mapped for both the cases, thus allowing to visualize and quantify potential anomalies of the land surface. Moreover, wavelet decomposition can be pushed to further levels, assuming a higher scale number of the transform. This may potentially return further interesting results, in terms of identification of the anomalies of land surface. In this kind of approach, the choice of a proper mother wavelet function is a tricky point, since it conditions the analysis and then their outcomes. Therefore multiple levels as well as multiple wavelet analyses are guessed. Here the introduced approach is applied to some interesting cases study of south Italy, in particular for the identification of large anomalies associated to large landslides at the transition between Apennine chain domain and the foredeep domain. In particular low Biferno valley and Fortore valley are here analyzed. Finally, the wavelet transforms are performed on multiple levels, thus trying to address the problem of which is the level extent for an accurate analysis fit to a specific problem. Antoine J.P., Carrette P., Murenzi R., and Piette B., (2003), Image analysis with two-dimensional continuous wavelet transform, Signal Processing, 31(3), pp. 241-272, doi:10.1016/0165-1684(93)90085-O. Booth A.M., Roering J.J., and Taylor Perron J., (2009), Automated landslide mapping using spectral analysis and high-resolution topographic data: Puget Sound lowlands, Washington, and Portland Hills, Oregon, Geomorphology, 109(3-4), pp. 132-147, doi:10.1016/j.geomorph.2009.02.027. Bruun B.T., and Nilsen S., (2003), Wavelet representation of large digital terrain models, Computers and Geoscience, 29(6), pp. 695-703, doi:10.1016/S0098-3004(03)00015-3. Daubechies, I. (1992), Ten lectures on wavelets, SIAM.

Statistical and Multifractal Evaluation of Soil Compaction in a Vineyard

NASA Astrophysics Data System (ADS)

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 30.5% higher than along the vine row. Vine row and outside-track positions showed not significant differences between means. The bulk density of the wheel-track transect also showed the lowest CV. The multifractal spectra of the three transects were asymmetric curves, rather short toward the left and much longer toward the right. The width of the right deviating shaped multifractal spectra was ranked as: wine row > outside-track ≈ wheel-track. Entropy dimension, D1, was 0.998, 0.992 and 0.992 for vine row, outside-track and track transects, respectively. These results show different patterns of variability of bulk density for parallel transects. They also suggest that multifractal parameters may be useful in assessing the variability of other soil properties such as soil particle density, soil porosity or soil water content, at different spatial scales as well. Acknowledgments. This work was funded in part by Spanish Ministry of Science and Innovation (MICINN) in the frame of project CGL2009-13700-C02. Financial support from CAPES/GOV., Brazil, is also acknowledged by Prof. M. Marinho.

A wavelet analysis of co-movements in Asian gold markets

NASA Astrophysics Data System (ADS)

Das, Debojyoti; Kannadhasan, M.; Al-Yahyaee, Khamis Hamed; Yoon, Seong-Min

2018-02-01

This study assesses the cross-country co-movements of gold spot returns among the major gold consuming countries in Asia using wavelet-based analysis for a dataset spanning over 26 years. Wavelet-based analysis is used since it allows measuring co-movements in a time-frequency space. The results suggest intense and positive co-movements in Asia after the Asian financial crisis of 1997 at all frequencies. In addition, the Asian gold spot markets depict a state of impending perfect market integration. Finally, Thailand emerges as the potential market leader in all wavelet scales except one, which is led by India. The study has important implications for international diversification of a single-asset (gold) portfolio.

Multifractal Properties of Process Control Variables

NASA Astrophysics Data System (ADS)

Domański, Paweł D.

2017-06-01

Control system is an inevitable element of any industrial installation. Its quality affects overall process performance significantly. The assessment, whether control system needs any improvement or not, requires relevant and constructive measures. There are various methods, like time domain based, Minimum Variance, Gaussian and non-Gaussian statistical factors, fractal and entropy indexes. Majority of approaches use time series of control variables. They are able to cover many phenomena. But process complexities and human interventions cause effects that are hardly visible for standard measures. It is shown that the signals originating from industrial installations have multifractal properties and such an analysis may extend standard approach to further observations. The work is based on industrial and simulation data. The analysis delivers additional insight into the properties of control system and the process. It helps to discover internal dependencies and human factors, which are hardly detectable.

Decomposing Multifractal Crossovers

PubMed Central

Nagy, Zoltan; Mukli, Peter; Herman, Peter; Eke, Andras

2017-01-01

Physiological processes—such as, the brain's resting-state electrical activity or hemodynamic fluctuations—exhibit scale-free temporal structuring. However, impacts common in biological systems such as, noise, multiple signal generators, or filtering by transport function, result in multimodal scaling that cannot be reliably assessed by standard analytical tools that assume unimodal scaling. Here, we present two methods to identify breakpoints or crossovers in multimodal multifractal scaling functions. These methods incorporate the robust iterative fitting approach of the focus-based multifractal formalism (FMF). The first approach (moment-wise scaling range adaptivity) allows for a breakpoint-based adaptive treatment that analyzes segregated scale-invariant ranges. The second method (scaling function decomposition method, SFD) is a crossover-based design aimed at decomposing signal constituents from multimodal scaling functions resulting from signal addition or co-sampling, such as, contamination by uncorrelated fractals. We demonstrated that these methods could handle multimodal, mono- or multifractal, and exact or empirical signals alike. Their precision was numerically characterized on ideal signals, and a robust performance was demonstrated on exemplary empirical signals capturing resting-state brain dynamics by near infrared spectroscopy (NIRS), electroencephalography (EEG), and blood oxygen level-dependent functional magnetic resonance imaging (fMRI-BOLD). The NIRS and fMRI-BOLD low-frequency fluctuations were dominated by a multifractal component over an underlying biologically relevant random noise, thus forming a bimodal signal. The crossover between the EEG signal components was found at the boundary between the δ and θ bands, suggesting an independent generator for the multifractal δ rhythm. The robust implementation of the SFD method should be regarded as essential in the seamless processing of large volumes of bimodal fMRI-BOLD imaging data for the topology of multifractal metrics free of the masking effect of the underlying random noise. PMID:28798694

Performance of the Wavelet Decomposition on Massively Parallel Architectures

NASA Technical Reports Server (NTRS)

El-Ghazawi, Tarek A.; LeMoigne, Jacqueline; Zukor, Dorothy (Technical Monitor)

2001-01-01

Traditionally, Fourier Transforms have been utilized for performing signal analysis and representation. But although it is straightforward to reconstruct a signal from its Fourier transform, no local description of the signal is included in its Fourier representation. To alleviate this problem, Windowed Fourier transforms and then wavelet transforms have been introduced, and it has been proven that wavelets give a better localization than traditional Fourier transforms, as well as a better division of the time- or space-frequency plane than Windowed Fourier transforms. Because of these properties and after the development of several fast algorithms for computing the wavelet representation of any signal, in particular the Multi-Resolution Analysis (MRA) developed by Mallat, wavelet transforms have increasingly been applied to signal analysis problems, especially real-life problems, in which speed is critical. In this paper we present and compare efficient wavelet decomposition algorithms on different parallel architectures. We report and analyze experimental measurements, using NASA remotely sensed images. Results show that our algorithms achieve significant performance gains on current high performance parallel systems, and meet scientific applications and multimedia requirements. The extensive performance measurements collected over a number of high-performance computer systems have revealed important architectural characteristics of these systems, in relation to the processing demands of the wavelet decomposition of digital images.

A Comparative Analysis for Selection of Appropriate Mother Wavelet for Detection of Stationary Disturbances

NASA Astrophysics Data System (ADS)

Kamble, Saurabh Prakash; Thawkar, Shashank; Gaikwad, Vinayak G.; Kothari, D. P.

2017-12-01

Detection of disturbances is the first step of mitigation. Power electronics plays a crucial role in modern power system which makes system operation efficient but it also bring stationary disturbances in the power system and added impurities to the supply. It happens because of the non-linear loads used in modern day power system which inject disturbances like harmonic disturbances, flickers, sag etc. in power grid. These impurities can damage equipments so it is necessary to mitigate these impurities present in the supply very quickly. So, digital signal processing techniques are incorporated for detection purpose. Signal processing techniques like fast Fourier transform, short-time Fourier transform, Wavelet transform etc. are widely used for the detection of disturbances. Among all, wavelet transform is widely used because of its better detection capabilities. But, which mother wavelet has to use for detection is still a mystery. Depending upon the periodicity, the disturbances are classified as stationary and non-stationary disturbances. This paper presents the importance of selection of mother wavelet for analyzing stationary disturbances using discrete wavelet transform. Signals with stationary disturbances of various frequencies are generated using MATLAB. The analysis of these signals is done using various mother wavelets like Daubechies and bi-orthogonal wavelets and the measured root mean square value of stationary disturbance is obtained. The measured value obtained by discrete wavelet transform is compared with the exact RMS value of the frequency component and the percentage differences are presented which helps to select optimum mother wavelet.

Complexity and multifractality of neuronal noise in mouse and human hippocampal epileptiform dynamics.

PubMed

Serletis, Demitre; Bardakjian, Berj L; Valiante, Taufik A; Carlen, Peter L

2012-10-01

Fractal methods offer an invaluable means of investigating turbulent nonlinearity in non-stationary biomedical recordings from the brain. Here, we investigate properties of complexity (i.e. the correlation dimension, maximum Lyapunov exponent, 1/f(γ) noise and approximate entropy) and multifractality in background neuronal noise-like activity underlying epileptiform transitions recorded at the intracellular and local network scales from two in vitro models: the whole-intact mouse hippocampus and lesional human hippocampal slices. Our results show evidence for reduced dynamical complexity and multifractal signal features following transition to the ictal epileptiform state. These findings suggest that pathological breakdown in multifractal complexity coincides with loss of signal variability or heterogeneity, consistent with an unhealthy ictal state that is far from the equilibrium of turbulent yet healthy fractal dynamics in the brain. Thus, it appears that background noise-like activity successfully captures complex and multifractal signal features that may, at least in part, be used to classify and identify brain state transitions in the healthy and epileptic brain, offering potential promise for therapeutic neuromodulatory strategies for afflicted patients suffering from epilepsy and other related neurological disorders.

Highly efficient codec based on significance-linked connected-component analysis of wavelet coefficients

NASA Astrophysics Data System (ADS)

Chai, Bing-Bing; Vass, Jozsef; Zhuang, Xinhua

1997-04-01

Recent success in wavelet coding is mainly attributed to the recognition of importance of data organization. There has been several very competitive wavelet codecs developed, namely, Shapiro's Embedded Zerotree Wavelets (EZW), Servetto et. al.'s Morphological Representation of Wavelet Data (MRWD), and Said and Pearlman's Set Partitioning in Hierarchical Trees (SPIHT). In this paper, we propose a new image compression algorithm called Significant-Linked Connected Component Analysis (SLCCA) of wavelet coefficients. SLCCA exploits both within-subband clustering of significant coefficients and cross-subband dependency in significant fields. A so-called significant link between connected components is designed to reduce the positional overhead of MRWD. In addition, the significant coefficients' magnitude are encoded in bit plane order to match the probability model of the adaptive arithmetic coder. Experiments show that SLCCA outperforms both EZW and MRWD, and is tied with SPIHT. Furthermore, it is observed that SLCCA generally has the best performance on images with large portion of texture. When applied to fingerprint image compression, it outperforms FBI's wavelet scalar quantization by about 1 dB.

Applying wavelet transforms to analyse aircraft-measured turbulence and turbulent fluxes in the atmospheric boundary layer over eastern Siberia

NASA Astrophysics Data System (ADS)

Strunin, M. A.; Hiyama, T.

2004-11-01

The wavelet spectral method was applied to aircraft-based measurements of atmospheric turbulence obtained during joint Russian-Japanese research on the atmospheric boundary layer near Yakutsk (eastern Siberia) in April-June 2000. Practical ways to apply Fourier and wavelet methods for aircraft-based turbulence data are described. Comparisons between Fourier and wavelet transform results are shown and they demonstrate, in conjunction with theoretical and experimental restrictions, that the Fourier transform method is not useful for studying non-homogeneous turbulence. The wavelet method is free from many disadvantages of Fourier analysis and can yield more informative results. Comparison of Fourier and Morlet wavelet spectra showed good agreement at high frequencies (small scales). The quality of the wavelet transform and corresponding software was estimated by comparing the original data with restored data constructed with an inverse wavelet transform. A Haar wavelet basis was inappropriate for the turbulence data; the mother wavelet function recommended in this study is the Morlet wavelet. Good agreement was also shown between variances and covariances estimated with different mathematical techniques, i.e. through non-orthogonal wavelet spectra and through eddy correlation methods.

The ssWavelets package

Treesearch

Jeffrey H. Gove

2017-01-01

This package adds several classes, generics and associated methods as well as a few various functions to help with wavelet decomposition of sampling surfaces generated using sampSurf. As such, it can be thought of as an extension to sampSurf for wavelet analysis.

Wavelet analysis of MR functional data from the cerebellum

NASA Astrophysics Data System (ADS)

Romero Sánchez, Karen; Vásquez Reyes, Marcos A.; González Gómez, Dulce I.; Hidalgo Tobón, Silvia; Hernández López, Javier M.; Dies Suarez, Pilar; Barragán Pérez, Eduardo; De Celis Alonso, Benito

2014-11-01

The main goal of this project was to create a computer algorithm based on wavelet analysis of BOLD signals, which automatically diagnosed ADHD using information from resting state MR experiments. Male right handed volunteers (infants with ages between 7 and 11 years old) were studied and compared with age matched controls. Wavelet analysis, which is a mathematical tool used to decompose time series into elementary constituents and detect hidden information, was applied here to the BOLD signal obtained from the cerebellum 8 region of all our volunteers. Statistical differences between the values of the a parameters of wavelet analysis was found and showed significant differences (p<0.02) between groups. This difference might help in the future to distinguish healthy from ADHD patients and therefore diagnose ADHD.

Islanding detection technique using wavelet energy in grid-connected PV system

NASA Astrophysics Data System (ADS)

Kim, Il Song

2016-08-01

This paper proposes a new islanding detection method using wavelet energy in a grid-connected photovoltaic system. The method detects spectral changes in the higher-frequency components of the point of common coupling voltage and obtains wavelet coefficients by multilevel wavelet analysis. The autocorrelation of the wavelet coefficients can clearly identify islanding detection, even in the variations of the grid voltage harmonics during normal operating conditions. The advantage of the proposed method is that it can detect islanding condition the conventional under voltage/over voltage/under frequency/over frequency methods fail to detect. The theoretical method to obtain wavelet energies is evolved and verified by the experimental result.

A space-time multifractal analysis on radar rainfall sequences from central Poland

NASA Astrophysics Data System (ADS)

Licznar, Paweł; Deidda, Roberto

2014-05-01

Rainfall downscaling belongs to most important tasks of modern hydrology. Especially from the perspective of urban hydrology there is real need for development of practical tools for possible rainfall scenarios generation. Rainfall scenarios of fine temporal scale reaching single minutes are indispensable as inputs for hydrological models. Assumption of probabilistic philosophy of drainage systems design and functioning leads to widespread application of hydrodynamic models in engineering practice. However models like these covering large areas could not be supplied with only uncorrelated point-rainfall time series. They should be rather supplied with space time rainfall scenarios displaying statistical properties of local natural rainfall fields. Implementation of a Space-Time Rainfall (STRAIN) model for hydrometeorological applications in Polish conditions, such as rainfall downscaling from the large scales of meteorological models to the scale of interest for rainfall-runoff processes is the long-distance aim of our research. As an introduction part of our study we verify the veracity of the following STRAIN model assumptions: rainfall fields are isotropic and statistically homogeneous in space; self-similarity holds (so that, after having rescaled the time by the advection velocity, rainfall is a fully homogeneous and isotropic process in the space-time domain); statistical properties of rainfall are characterized by an "a priori" known multifractal behavior. We conduct a space-time multifractal analysis on radar rainfall sequences selected from the Polish national radar system POLRAD. Radar rainfall sequences covering the area of 256 km x 256 km of original 2 km x 2 km spatial resolution and 15 minutes temporal resolution are used as study material. Attention is mainly focused on most severe summer convective rainfalls. It is shown that space-time rainfall can be considered with a good approximation to be a self-similar multifractal process. Multifractal analysis is carried out assuming Taylor's hypothesis to hold and the advection velocity needed to rescale the time dimension is assumed to be equal about 16 km/h. This assumption is verified by the analysis of autocorrelation functions along the x and y directions of "rainfall cubes" and along the time axis rescaled with assumed advection velocity. In general for analyzed rainfall sequences scaling is observed for spatial scales ranging from 4 to 256 km and for timescales from 15 min to 16 hours. However in most cases scaling break is identified for spatial scales between 4 and 8, corresponding to spatial dimensions of 16 km to 32 km. It is assumed that the scaling break occurrence at these particular scales in central Poland conditions could be at least partly explained by the rainfall mesoscale gap (on the edge of meso-gamma, storm-scale and meso-beta scale).

Directional dual-tree rational-dilation complex wavelet transform.

PubMed

Serbes, Gorkem; Gulcur, Halil Ozcan; Aydin, Nizamettin

2014-01-01

Dyadic discrete wavelet transform (DWT) has been used successfully in processing signals having non-oscillatory transient behaviour. However, due to the low Q-factor property of their wavelet atoms, the dyadic DWT is less effective in processing oscillatory signals such as embolic signals (ESs). ESs are extracted from quadrature Doppler signals, which are the output of Doppler ultrasound systems. In order to process ESs, firstly, a pre-processing operation known as phase filtering for obtaining directional signals from quadrature Doppler signals must be employed. Only then, wavelet based methods can be applied to these directional signals for further analysis. In this study, a directional dual-tree rational-dilation complex wavelet transform, which can be applied directly to quadrature signals and has the ability of extracting directional information during analysis, is introduced.

Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations

NASA Astrophysics Data System (ADS)

Kwapień, Jarosław; Oświecimka, Paweł; DroŻdŻ, Stanisław

2015-11-01

The detrended cross-correlation coefficient ρDCCA has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, nonstationary time series. It is based on the detrended cross-correlation and detrended fluctuation analyses (DCCA and DFA, respectively) and can be viewed as an analog of the Pearson coefficient in the case of the fluctuation analysis. The coefficient ρDCCA works well in many practical situations but by construction its applicability is limited to detection of whether two signals are generally cross-correlated, without the possibility to obtain information on the amplitude of fluctuations that are responsible for those cross-correlations. In order to introduce some related flexibility, here we propose an extension of ρDCCA that exploits the multifractal versions of DFA and DCCA: multifractal detrended fluctuation analysis and multifractal detrended cross-correlation analysis, respectively. The resulting new coefficient ρq not only is able to quantify the strength of correlations but also allows one to identify the range of detrended fluctuation amplitudes that are correlated in two signals under study. We show how the coefficient ρq works in practical situations by applying it to stochastic time series representing processes with long memory: autoregressive and multiplicative ones. Such processes are often used to model signals recorded from complex systems and complex physical phenomena like turbulence, so we are convinced that this new measure can successfully be applied in time-series analysis. In particular, we present an example of such application to highly complex empirical data from financial markets. The present formulation can straightforwardly be extended to multivariate data in terms of the q -dependent counterpart of the correlation matrices and then to the network representation.

Harmonic analysis of traction power supply system based on wavelet decomposition

NASA Astrophysics Data System (ADS)

Dun, Xiaohong

2018-05-01

With the rapid development of high-speed railway and heavy-haul transport, AC drive electric locomotive and EMU large-scale operation in the country on the ground, the electrified railway has become the main harmonic source of China's power grid. In response to this phenomenon, the need for timely monitoring of power quality problems of electrified railway, assessment and governance. Wavelet transform is developed on the basis of Fourier analysis, the basic idea comes from the harmonic analysis, with a rigorous theoretical model, which has inherited and developed the local thought of Garbor transformation, and has overcome the disadvantages such as window fixation and lack of discrete orthogonally, so as to become a more recently studied spectral analysis tool. The wavelet analysis takes the gradual and precise time domain step in the high frequency part so as to focus on any details of the signal being analyzed, thereby comprehensively analyzing the harmonics of the traction power supply system meanwhile use the pyramid algorithm to increase the speed of wavelet decomposition. The matlab simulation shows that the use of wavelet decomposition of the traction power supply system for harmonic spectrum analysis is effective.

Markov-switching multifractal models as another class of random-energy-like models in one-dimensional space

NASA Astrophysics Data System (ADS)

Saakian, David B.

2012-03-01

We map the Markov-switching multifractal model (MSM) onto the random energy model (REM). The MSM is, like the REM, an exactly solvable model in one-dimensional space with nontrivial correlation functions. According to our results, four different statistical physics phases are possible in random walks with multifractal behavior. We also introduce the continuous branching version of the model, calculate the moments, and prove multiscaling behavior. Different phases have different multiscaling properties.

Noncoding sequence classification based on wavelet transform analysis: part II

NASA Astrophysics Data System (ADS)

Paredes, O.; Strojnik, M.; Romo-Vázquez, R.; Vélez-Pérez, H.; Ranta, R.; Garcia-Torales, G.; Scholl, M. K.; Morales, J. A.

2017-09-01

DNA sequences in human genome can be divided into the coding and noncoding ones. We hypothesize that the characteristic periodicities of the noncoding sequences are related to their function. We describe the procedure to identify these characteristic periodicities using the wavelet analysis. Our results show that three groups of noncoding sequences, each one with different biological function, may be differentiated by their wavelet coefficients within specific frequency range.

Applications of wavelets in morphometric analysis of medical images

NASA Astrophysics Data System (ADS)

Davatzikos, Christos; Tao, Xiaodong; Shen, Dinggang

2003-11-01

Morphometric analysis of medical images is playing an increasingly important role in understanding brain structure and function, as well as in understanding the way in which these change during development, aging and pathology. This paper presents three wavelet-based methods with related applications in morphometric analysis of magnetic resonance (MR) brain images. The first method handles cases where very limited datasets are available for the training of statistical shape models in the deformable segmentation. The method is capable of capturing a larger range of shape variability than the standard active shape models (ASMs) can, by using the elegant spatial-frequency decomposition of the shape contours provided by wavelet transforms. The second method addresses the difficulty of finding correspondences in anatomical images, which is a key step in shape analysis and deformable registration. The detection of anatomical correspondences is completed by using wavelet-based attribute vectors as morphological signatures of voxels. The third method uses wavelets to characterize the morphological measurements obtained from all voxels in a brain image, and the entire set of wavelet coefficients is further used to build a brain classifier. Since the classification scheme operates in a very-high-dimensional space, it can determine subtle population differences with complex spatial patterns. Experimental results are provided to demonstrate the performance of the proposed methods.

Wavelet processing techniques for digital mammography

NASA Astrophysics Data System (ADS)

Laine, Andrew F.; Song, Shuwu

1992-09-01

This paper introduces a novel approach for accomplishing mammographic feature analysis through multiresolution representations. We show that efficient (nonredundant) representations may be identified from digital mammography and used to enhance specific mammographic features within a continuum of scale space. The multiresolution decomposition of wavelet transforms provides a natural hierarchy in which to embed an interactive paradigm for accomplishing scale space feature analysis. Similar to traditional coarse to fine matching strategies, the radiologist may first choose to look for coarse features (e.g., dominant mass) within low frequency levels of a wavelet transform and later examine finer features (e.g., microcalcifications) at higher frequency levels. In addition, features may be extracted by applying geometric constraints within each level of the transform. Choosing wavelets (or analyzing functions) that are simultaneously localized in both space and frequency, results in a powerful methodology for image analysis. Multiresolution and orientation selectivity, known biological mechanisms in primate vision, are ingrained in wavelet representations and inspire the techniques presented in this paper. Our approach includes local analysis of complete multiscale representations. Mammograms are reconstructed from wavelet representations, enhanced by linear, exponential and constant weight functions through scale space. By improving the visualization of breast pathology we can improve the chances of early detection of breast cancers (improve quality) while requiring less time to evaluate mammograms for most patients (lower costs).

Single- versus Multifraction Stereotactic Body Radiation Therapy for Pancreatic Adenocarcinoma: Outcomes and Toxicity

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pollom, Erqi L.; Alagappan, Muthuraman; Eyben, Rie von

2014-11-15

Purpose: We report updated outcomes of single- versus multifraction stereotactic body radiation therapy (SBRT) for unresectable pancreatic adenocarcinoma. Methods and Materials: We included 167 patients with unresectable pancreatic adenocarcinoma treated at our institution from 2002 to 2013, with 1-fraction (45.5% of patient) or 5-fraction (54.5% of patients) SBRT. The majority of patients (87.5%) received chemotherapy. Results: Median follow-up was 7.9 months (range: 0.1-63.6). The 6- and 12-month cumulative incidence rates (CIR) of local recurrence for patients treated with single-fraction SBRT were 5.3% (95% confidence interval [CI], 0.2%-10.4%) and 9.5% (95% CI, 2.7%-16.2%), respectively. The 6- and 12-month CIR with multifraction SBRTmore » were 3.4% (95% CI, 0.0-7.2%) and 11.7% (95% CI, 4.8%-18.6%), respectively. Median survival from diagnosis for all patients was 13.6 months (95% CI, 12.2-15.0 months). The 6- and 12- month survival rates from SBRT for the single-fraction group were 67.0% (95% CI, 57.2%-78.5%) and 30.8% (95% CI, 21.9%-43.6%), respectively. The 6- and 12- month survival rates for the multifraction group were 75.7% (95% CI, 67.2%-85.3%) and 34.9% (95% CI, 26.1%-46.8%), respectively. There were no differences in CIR or survival rates between the single- and multifraction groups. The 6- and 12-month cumulative incidence rates of gastrointestinal toxicity grade ≥3 were 8.1% (95% CI, 1.8%-14.4%) and 12.3% (95% CI, 4.7%-20.0%), respectively, in the single-fraction group, and both were 5.6% (95% CI, 0.8%-10.5%) in the multifraction group. There were significantly fewer instances of toxicity grade ≥2 with multifraction SBRT (P=.005). Local recurrence and toxicity grade ≥2 were independent predictors of worse survival. Conclusions: Multifraction SBRT for pancreatic cancer significantly reduces gastrointestinal toxicity without compromising local control.« less

Wavelet transform: fundamentals, applications, and implementation using acousto-optic correlators

NASA Astrophysics Data System (ADS)

DeCusatis, Casimer M.; Koay, J.; Litynski, Daniel M.; Das, Pankaj K.

1995-10-01

In recent years there has been a great deal of interest in the use of wavelets to supplement or replace conventional Fourier transform signal processing. This paper provides a review of wavelet transforms for signal processing applications, and discusses several emerging applications which benefit from the advantages of wavelets. The wavelet transform can be implemented as an acousto-optic correlator; perfect reconstruction of digital signals may also be achieved using acousto-optic finite impulse response filter banks. Acousto-optic image correlators are discussed as a potential implementation of the wavelet transform, since a 1D wavelet filter bank may be encoded as a 2D image. We discuss applications of the wavelet transform including nondestructive testing of materials, biomedical applications in the analysis of EEG signals, and interference excision in spread spectrum communication systems. Computer simulations and experimental results for these applications are also provided.

Harmonic analysis of electric locomotive and traction power system based on wavelet singular entropy

NASA Astrophysics Data System (ADS)

Dun, Xiaohong

2018-05-01

With the rapid development of high-speed railway and heavy-haul transport, the locomotive and traction power system has become the main harmonic source of China's power grid. In response to this phenomenon, the system's power quality issues need timely monitoring, assessment and governance. Wavelet singular entropy is an organic combination of wavelet transform, singular value decomposition and information entropy theory, which combines the unique advantages of the three in signal processing: the time-frequency local characteristics of wavelet transform, singular value decomposition explores the basic modal characteristics of data, and information entropy quantifies the feature data. Based on the theory of singular value decomposition, the wavelet coefficient matrix after wavelet transform is decomposed into a series of singular values that can reflect the basic characteristics of the original coefficient matrix. Then the statistical properties of information entropy are used to analyze the uncertainty of the singular value set, so as to give a definite measurement of the complexity of the original signal. It can be said that wavelet entropy has a good application prospect in fault detection, classification and protection. The mat lab simulation shows that the use of wavelet singular entropy on the locomotive and traction power system harmonic analysis is effective.

Experimental study on the crack detection with optimized spatial wavelet analysis and windowing

NASA Astrophysics Data System (ADS)

Ghanbari Mardasi, Amir; Wu, Nan; Wu, Christine

2018-05-01

In this paper, a high sensitive crack detection is experimentally realized and presented on a beam under certain deflection by optimizing spatial wavelet analysis. Due to the crack existence in the beam structure, a perturbation/slop singularity is induced in the deflection profile. Spatial wavelet transformation works as a magnifier to amplify the small perturbation signal at the crack location to detect and localize the damage. The profile of a deflected aluminum cantilever beam is obtained for both intact and cracked beams by a high resolution laser profile sensor. Gabor wavelet transformation is applied on the subtraction of intact and cracked data sets. To improve detection sensitivity, scale factor in spatial wavelet transformation and the transformation repeat times are optimized. Furthermore, to detect the possible crack close to the measurement boundaries, wavelet transformation edge effect, which induces large values of wavelet coefficient around the measurement boundaries, is efficiently reduced by introducing different windowing functions. The result shows that a small crack with depth of less than 10% of the beam height can be localized with a clear perturbation. Moreover, the perturbation caused by a crack at 0.85 mm away from one end of the measurement range, which is covered by wavelet transform edge effect, emerges by applying proper window functions.

Use of the wavelet transform to investigate differences in brain PET images between patient groups

NASA Astrophysics Data System (ADS)

Ruttimann, Urs E.; Unser, Michael A.; Rio, Daniel E.; Rawlings, Robert R.

1993-06-01

Suitability of the wavelet transform was studied for the analysis of glucose utilization differences between subject groups as displayed in PET images. To strengthen statistical inference, it was of particular interest investigating the tradeoff between signal localization and image decomposition into uncorrelated components. This tradeoff is shown to be controlled by wavelet regularity, with the optimal compromise attained by third-order orthogonal spline wavelets. Testing of the ensuing wavelet coefficients identified only about 1.5% as statistically different (p < .05) from noise, which then served to resynthesize the difference images by the inverse wavelet transform. The resulting images displayed relatively uniform, noise-free regions of significant differences with, due to the good localization maintained by the wavelets, very little reconstruction artifacts.

Evaluating the Efficacy of Wavelet Configurations on Turbulent-Flow Data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Shaomeng; Gruchalla, Kenny; Potter, Kristin

2015-10-25

I/O is increasingly becoming a significant constraint for simulation codes and visualization tools on modern supercomputers. Data compression is an attractive workaround, and, in particular, wavelets provide a promising solution. However, wavelets can be applied in multiple configurations, and the variations in configuration impact accuracy, storage cost, and execution time. While the variation in these factors over wavelet configurations have been explored in image processing, they are not well understood for visualization and analysis of scientific data. To illuminate this issue, we evaluate multiple wavelet configurations on turbulent-flow data. Our approach is to repeat established analysis routines on uncompressed andmore » lossy-compressed versions of a data set, and then quantitatively compare their outcomes. Our findings show that accuracy varies greatly based on wavelet configuration, while storage cost and execution time vary less. Overall, our study provides new insights for simulation analysts and visualization experts, who need to make tradeoffs between accuracy, storage cost, and execution time.« less

Assessment of 48 Stock markets using adaptive multifractal approach

NASA Astrophysics Data System (ADS)

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 < 0 there is a deviation from this relation confirming 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 belong to cross-correlated processes.

Climate and weather across scales: singularities and stochastic Levy-Clifford algebra

NASA Astrophysics Data System (ADS)

Schertzer, Daniel; Tchiguirinskaia, Ioulia

2016-04-01

There have been several attempts to understand and simulate the fluctuations of weather and climate across scales. Beyond mono/uni-scaling approaches (e.g. using spectral analysis), this was done with the help of multifractal techniques that aim to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations of these equations (Royer et al., 2008, Lovejoy and Schertzer, 2013). However, these techniques were limited to deal with scalar fields, instead of dealing directly with a system of complex interactions and non trivial symmetries. The latter is unfortunately indispensable to answer to the challenging question of being able to assess the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013) or to fully address the question of the relevance of quasi-geostrophic turbulence and to define an effective, fractal dimension of the atmospheric motions (Schertzer et al., 2012). In this talk, we present a plausible candidate based on the combination of Lévy stable processes and Clifford algebra. Together they combine stochastic and structural properties that are strongly universal. They therefore define with the help of a few physically meaningful parameters a wide class of stochastic symmetries, as well as high dimensional vector- or manifold-valued fields respecting these symmetries (Schertzer and Tchiguirinskaia, 2015). Lovejoy, S. & Schertzer, D., 2013. The Weather and Climate: Emergent Laws and Multifractal Cascades. Cambridge U.K. Cambridge Univeristy Press. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.81-83. Royer, J.F. et al., 2008. Multifractal analysis of the evolution of simulated precipitation over France in a climate scenario. C.R. Geoscience, 340(431-440). Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327-336. Schertzer, D. & Tchiguirinskaia, I., 2015. Multifractal vector fields and stochastic Clifford algebra. Chaos: An Interdisciplinary Journal of Nonlinear Science, 25(12), p.123127.

Forecasting of particulate matter time series using wavelet analysis and wavelet-ARMA/ARIMA model in Taiyuan, China.

PubMed

Zhang, Hong; Zhang, Sheng; Wang, Ping; Qin, Yuzhe; Wang, Huifeng

2017-07-01

Particulate matter with aerodynamic diameter below 10 μm (PM 10 ) forecasting is difficult because of the uncertainties in describing the emission and meteorological fields. This paper proposed a wavelet-ARMA/ARIMA model to forecast the short-term series of the PM 10 concentrations. It was evaluated by experiments using a 10-year data set of daily PM 10 concentrations from 4 stations located in Taiyuan, China. The results indicated the following: (1) PM 10 concentrations of Taiyuan had a decreasing trend during 2005 to 2012 but increased in 2013. PM 10 concentrations had an obvious seasonal fluctuation related to coal-fired heating in winter and early spring. (2) Spatial differences among the four stations showed that the PM 10 concentrations in industrial and heavily trafficked areas were higher than those in residential and suburb areas. (3) Wavelet analysis revealed that the trend variation and the changes of the PM 10 concentration of Taiyuan were complicated. (4) The proposed wavelet-ARIMA model could be efficiently and successfully applied to the PM 10 forecasting field. Compared with the traditional ARMA/ARIMA methods, this wavelet-ARMA/ARIMA method could effectively reduce the forecasting error, improve the prediction accuracy, and realize multiple-time-scale prediction. Wavelet analysis can filter noisy signals and identify the variation trend and the fluctuation of the PM 10 time-series data. Wavelet decomposition and reconstruction reduce the nonstationarity of the PM 10 time-series data, and thus improve the accuracy of the prediction. This paper proposed a wavelet-ARMA/ARIMA model to forecast the PM 10 time series. Compared with the traditional ARMA/ARIMA method, this wavelet-ARMA/ARIMA method could effectively reduce the forecasting error, improve the prediction accuracy, and realize multiple-time-scale prediction. The proposed model could be efficiently and successfully applied to the PM 10 forecasting field.

Spherical 3D isotropic wavelets

NASA Astrophysics Data System (ADS)

Lanusse, F.; Rassat, A.; Starck, J.-L.

2012-04-01

Context. Future cosmological surveys will provide 3D large scale structure maps with large sky coverage, for which a 3D spherical Fourier-Bessel (SFB) analysis in spherical coordinates is natural. Wavelets are particularly well-suited to the analysis and denoising of cosmological data, but a spherical 3D isotropic wavelet transform does not currently exist to analyse spherical 3D data. Aims: The aim of this paper is to present a new formalism for a spherical 3D isotropic wavelet, i.e. one based on the SFB decomposition of a 3D field and accompany the formalism with a public code to perform wavelet transforms. Methods: We describe a new 3D isotropic spherical wavelet decomposition based on the undecimated wavelet transform (UWT) described in Starck et al. (2006). We also present a new fast discrete spherical Fourier-Bessel transform (DSFBT) based on both a discrete Bessel transform and the HEALPIX angular pixelisation scheme. We test the 3D wavelet transform and as a toy-application, apply a denoising algorithm in wavelet space to the Virgo large box cosmological simulations and find we can successfully remove noise without much loss to the large scale structure. Results: We have described a new spherical 3D isotropic wavelet transform, ideally suited to analyse and denoise future 3D spherical cosmological surveys, which uses a novel DSFBT. We illustrate its potential use for denoising using a toy model. All the algorithms presented in this paper are available for download as a public code called MRS3D at http://jstarck.free.fr/mrs3d.html

Objective research of auscultation signals in Traditional Chinese Medicine based on wavelet packet energy and support vector machine.

PubMed

Yan, Jianjun; Shen, Xiaojing; Wang, Yiqin; Li, Fufeng; Xia, Chunming; Guo, Rui; Chen, Chunfeng; Shen, Qingwei

2010-01-01

This study aims at utilising Wavelet Packet Transform (WPT) and Support Vector Machine (SVM) algorithm to make objective analysis and quantitative research for the auscultation in Traditional Chinese Medicine (TCM) diagnosis. First, Wavelet Packet Decomposition (WPD) at level 6 was employed to split more elaborate frequency bands of the auscultation signals. Then statistic analysis was made based on the extracted Wavelet Packet Energy (WPE) features from WPD coefficients. Furthermore, the pattern recognition was used to distinguish mixed subjects' statistical feature values of sample groups through SVM. Finally, the experimental results showed that the classification accuracies were at a high level.

Wavelet Analysis of SAR Images for Coastal Monitoring

NASA Technical Reports Server (NTRS)

Liu, Antony K.; Wu, Sunny Y.; Tseng, William Y.; Pichel, William G.

1998-01-01

The mapping of mesoscale ocean features in the coastal zone is a major potential application for satellite data. The evolution of mesoscale features such as oil slicks, fronts, eddies, and ice edge can be tracked by the wavelet analysis using satellite data from repeating paths. The wavelet transform has been applied to satellite images, such as those from Synthetic Aperture Radar (SAR), Advanced Very High-Resolution Radiometer (AVHRR), and ocean color sensor for feature extraction. In this paper, algorithms and techniques for automated detection and tracking of mesoscale features from satellite SAR imagery employing wavelet analysis have been developed. Case studies on two major coastal oil spills have been investigated using wavelet analysis for tracking along the coast of Uruguay (February 1997), and near Point Barrow, Alaska (November 1997). Comparison of SAR images with SeaWiFS (Sea-viewing Wide Field-of-view Sensor) data for coccolithophore bloom in the East Bering Sea during the fall of 1997 shows a good match on bloom boundary. This paper demonstrates that this technique is a useful and promising tool for monitoring of coastal waters.

Design of compactly supported wavelet to match singularities in medical images

NASA Astrophysics Data System (ADS)

Fung, Carrson C.; Shi, Pengcheng

2002-11-01

Analysis and understanding of medical images has important clinical values for patient diagnosis and treatment, as well as technical implications for computer vision and pattern recognition. One of the most fundamental issues is the detection of object boundaries or singularities, which is often the basis for further processes such as organ/tissue recognition, image registration, motion analysis, measurement of anatomical and physiological parameters, etc. The focus of this work involved taking a correlation based approach toward edge detection, by exploiting some of desirable properties of wavelet analysis. This leads to the possibility of constructing a bank of detectors, consisting of multiple wavelet basis functions of different scales which are optimal for specific types of edges, in order to optimally detect all the edges in an image. Our work involved developing a set of wavelet functions which matches the shape of the ramp and pulse edges. The matching algorithm used focuses on matching the edges in the frequency domain. It was proven that this technique could create matching wavelets applicable at all scales. Results have shown that matching wavelets can be obtained for the pulse edge while the ramp edge requires another matching algorithm.

Identification of speech transients using variable frame rate analysis and wavelet packets.

PubMed

Rasetshwane, Daniel M; Boston, J Robert; Li, Ching-Chung

2006-01-01

Speech transients are important cues for identifying and discriminating speech sounds. Yoo et al. and Tantibundhit et al. were successful in identifying speech transients and, emphasizing them, improving the intelligibility of speech in noise. However, their methods are computationally intensive and unsuitable for real-time applications. This paper presents a method to identify and emphasize speech transients that combines subband decomposition by the wavelet packet transform with variable frame rate (VFR) analysis and unvoiced consonant detection. The VFR analysis is applied to each wavelet packet to define a transitivity function that describes the extent to which the wavelet coefficients of that packet are changing. Unvoiced consonant detection is used to identify unvoiced consonant intervals and the transitivity function is amplified during these intervals. The wavelet coefficients are multiplied by the transitivity function for that packet, amplifying the coefficients localized at times when they are changing and attenuating coefficients at times when they are steady. Inverse transform of the modified wavelet packet coefficients produces a signal corresponding to speech transients similar to the transients identified by Yoo et al. and Tantibundhit et al. A preliminary implementation of the algorithm runs more efficiently.

Multifractal dissipation of intermittent turbulence generated by the magnetic reconnection in the solar wind

NASA Astrophysics Data System (ADS)

Wang, Y.; Wei, F.; Feng, X.

2013-12-01

Recent observations revealed a scale-invariant dissipation process in the fast ambient solar wind, while numerical simulations indicated that the dissipation process in collisionless reconnection was multifractal. Here, we investigate the properties of turbulent fluctuations in the magnetic reconnection prevailed region. It is found that there are large magnetic field shear angle and obvious intermittent structures in these regions. The deduced scaling exponents in the dissipation subrange show a multifractal scaling. In comparison, in the nearby region where magnetic reconnection is less prevailed, we find smaller magnetic field shear angle, less intermittent structures, and most importantly, a monofractal dissipation process. These results provide additionally observational evidence for previous observation and simulation work, and they also imply that magnetic dissipation in the solar wind magnetic reconnection might be caused by the intermittent cascade as multifractal processes.

Wavelet transform analysis of transient signals: the seismogram and the electrocardiogram

DOE Office of Scientific and Technical Information (OSTI.GOV)

Anant, K.S.

1997-06-01

In this dissertation I quantitatively demonstrate how the wavelet transform can be an effective mathematical tool for the analysis of transient signals. The two key signal processing applications of the wavelet transform, namely feature identification and representation (i.e., compression), are shown by solving important problems involving the seismogram and the electrocardiogram. The seismic feature identification problem involved locating in time the P and S phase arrivals. Locating these arrivals accurately (particularly the S phase) has been a constant issue in seismic signal processing. In Chapter 3, I show that the wavelet transform can be used to locate both the Pmore » as well as the S phase using only information from single station three-component seismograms. This is accomplished by using the basis function (wave-let) of the wavelet transform as a matching filter and by processing information across scales of the wavelet domain decomposition. The `pick` time results are quite promising as compared to analyst picks. The representation application involved the compression of the electrocardiogram which is a recording of the electrical activity of the heart. Compression of the electrocardiogram is an important problem in biomedical signal processing due to transmission and storage limitations. In Chapter 4, I develop an electrocardiogram compression method that applies vector quantization to the wavelet transform coefficients. The best compression results were obtained by using orthogonal wavelets, due to their ability to represent a signal efficiently. Throughout this thesis the importance of choosing wavelets based on the problem at hand is stressed. In Chapter 5, I introduce a wavelet design method that uses linear prediction in order to design wavelets that are geared to the signal or feature being analyzed. The use of these designed wavelets in a test feature identification application led to positive results. The methods developed in this thesis; the feature identification methods of Chapter 3, the compression methods of Chapter 4, as well as the wavelet design methods of Chapter 5, are general enough to be easily applied to other transient signals.« less

Cross-correlations between crude oil and exchange markets for selected oil rich economies

NASA Astrophysics Data System (ADS)

Li, Jianfeng; Lu, Xinsheng; Zhou, Ying

2016-07-01

Using multifractal detrended cross-correlation analysis (MF-DCCA), this paper studies the cross-correlation behavior between crude oil market and five selected exchange rate markets. The dataset covers the period of January 1,1996-December 31,2014, and contains 4,633 observations for each of the series, including daily closing prices of crude oil, Australian Dollars, Canadian Dollars, Mexican Pesos, Russian Rubles, and South African Rand. Our empirical results obtained from cross-correlation statistic and cross-correlation coefficient have confirmed the existence of cross-correlations, and the MF-DCCA results have demonstrated a strong multifractality between cross-correlated crude oil market and exchange rate markets in both short term and long term. Using rolling window analysis, we have also found the persistent cross-correlations between the exchange rates and crude oil returns, and the cross-correlation scaling exponents exhibit volatility during some time periods due to its sensitivity to sudden events.

Admissible Diffusion Wavelets and Their Applications in Space-Frequency Processing.

PubMed

Hou, Tingbo; Qin, Hong

2013-01-01

As signal processing tools, diffusion wavelets and biorthogonal diffusion wavelets have been propelled by recent research in mathematics. They employ diffusion as a smoothing and scaling process to empower multiscale analysis. However, their applications in graphics and visualization are overshadowed by nonadmissible wavelets and their expensive computation. In this paper, our motivation is to broaden the application scope to space-frequency processing of shape geometry and scalar fields. We propose the admissible diffusion wavelets (ADW) on meshed surfaces and point clouds. The ADW are constructed in a bottom-up manner that starts from a local operator in a high frequency, and dilates by its dyadic powers to low frequencies. By relieving the orthogonality and enforcing normalization, the wavelets are locally supported and admissible, hence facilitating data analysis and geometry processing. We define the novel rapid reconstruction, which recovers the signal from multiple bands of high frequencies and a low-frequency base in full resolution. It enables operations localized in both space and frequency by manipulating wavelet coefficients through space-frequency filters. This paper aims to build a common theoretic foundation for a host of applications, including saliency visualization, multiscale feature extraction, spectral geometry processing, etc.

Acoustic emission detection for mass fractions of materials based on wavelet packet technology.

PubMed

Wang, Xianghong; Xiang, Jianjun; Hu, Hongwei; Xie, Wei; Li, Xiongbing

2015-07-01

Materials are often damaged during the process of detecting mass fractions by traditional methods. Acoustic emission (AE) technology combined with wavelet packet analysis is used to evaluate the mass fractions of microcrystalline graphite/polyvinyl alcohol (PVA) composites in this study. Attenuation characteristics of AE signals across the composites with different mass fractions are investigated. The AE signals are decomposed by wavelet packet technology to obtain the relationships between the energy and amplitude attenuation coefficients of feature wavelet packets and mass fractions as well. Furthermore, the relationship is validated by a sample. The larger proportion of microcrystalline graphite will correspond to the higher attenuation of energy and amplitude. The attenuation characteristics of feature wavelet packets with the frequency range from 125 kHz to 171.85 kHz are more suitable for the detection of mass fractions than those of the original AE signals. The error of the mass fraction of microcrystalline graphite calculated by the feature wavelet packet (1.8%) is lower than that of the original signal (3.9%). Therefore, AE detection base on wavelet packet analysis is an ideal NDT method for evaluate mass fractions of composite materials. Copyright © 2015 Elsevier B.V. All rights reserved.

Segmentation-based wavelet transform for still-image compression

NASA Astrophysics Data System (ADS)

Mozelle, Gerard; Seghier, Abdellatif; Preteux, Francoise J.

1996-10-01

In order to address simultaneously the two functionalities, content-based scalability required by MPEG-4, we introduce a segmentation-based wavelet transform (SBWT). SBWT takes into account both the mathematical properties of multiresolution analysis and the flexibility of region-based approaches for image compression. The associated methodology has two stages: 1) image segmentation into convex and polygonal regions; 2) 2D-wavelet transform of the signal corresponding to each region. In this paper, we have mathematically studied a method for constructing a multiresolution analysis (VjOmega)j (epsilon) N adapted to a polygonal region which provides an adaptive region-based filtering. The explicit construction of scaling functions, pre-wavelets and orthonormal wavelets bases defined on a polygon is carried out by using scaling functions is established by using the theory of Toeplitz operators. The corresponding expression can be interpreted as a location property which allow defining interior and boundary scaling functions. Concerning orthonormal wavelets and pre-wavelets, a similar expansion is obtained by taking advantage of the properties of the orthogonal projector P(V(j(Omega )) perpendicular from the space Vj(Omega ) + 1 onto the space (Vj(Omega )) perpendicular. Finally the mathematical results provide a simple and fast algorithm adapted to polygonal regions.

Wavelet application to the time series analysis of DORIS station coordinates

NASA Astrophysics Data System (ADS)

Bessissi, Zahia; Terbeche, Mekki; Ghezali, Boualem

2009-06-01

The topic developed in this article relates to the residual time series analysis of DORIS station coordinates using the wavelet transform. Several analysis techniques, already developed in other disciplines, were employed in the statistical study of the geodetic time series of stations. The wavelet transform allows one, on the one hand, to provide temporal and frequential parameter residual signals, and on the other hand, to determine and quantify systematic signals such as periodicity and tendency. Tendency is the change in short or long term signals; it is an average curve which represents the general pace of the signal evolution. On the other hand, periodicity is a process which is repeated, identical to itself, after a time interval called the period. In this context, the topic of this article consists, on the one hand, in determining the systematic signals by wavelet analysis of time series of DORIS station coordinates, and on the other hand, in applying the denoising signal to the wavelet packet, which makes it possible to obtain a well-filtered signal, smoother than the original signal. The DORIS data used in the treatment are a set of weekly residual time series from 1993 to 2004 from eight stations: DIOA, COLA, FAIB, KRAB, SAKA, SODB, THUB and SYPB. It is the ign03wd01 solution expressed in stcd format, which is derived by the IGN/JPL analysis center. Although these data are not very recent, the goal of this study is to detect the contribution of the wavelet analysis method on the DORIS data, compared to the other analysis methods already studied.

Regional-specific Stochastic Simulation of Spatially-distributed Ground-motion Time Histories using Wavelet Packet Analysis

NASA Astrophysics Data System (ADS)

Huang, D.; Wang, G.

2014-12-01

Stochastic simulation of spatially distributed ground-motion time histories is important for performance-based earthquake design of geographically distributed systems. In this study, we develop a novel technique to stochastically simulate regionalized ground-motion time histories using wavelet packet analysis. First, a transient acceleration time history is characterized by wavelet-packet parameters proposed by Yamamoto and Baker (2013). The wavelet-packet parameters fully characterize ground-motion time histories in terms of energy content, time- frequency-domain characteristics and time-frequency nonstationarity. This study further investigates the spatial cross-correlations of wavelet-packet parameters based on geostatistical analysis of 1500 regionalized ground motion data from eight well-recorded earthquakes in California, Mexico, Japan and Taiwan. The linear model of coregionalization (LMC) is used to develop a permissible spatial cross-correlation model for each parameter group. The geostatistical analysis of ground-motion data from different regions reveals significant dependence of the LMC structure on regional site conditions, which can be characterized by the correlation range of Vs30 in each region. In general, the spatial correlation and cross-correlation of wavelet-packet parameters are stronger if the site condition is more homogeneous. Using the regional-specific spatial cross-correlation model and cokriging technique, wavelet packet parameters at unmeasured locations can be best estimated, and regionalized ground-motion time histories can be synthesized. Case studies and blind tests demonstrated that the simulated ground motions generally agree well with the actual recorded data, if the influence of regional-site conditions is considered. The developed method has great potential to be used in computational-based seismic analysis and loss estimation in a regional scale.

The cross-correlation analysis of multi property of stock markets based on MM-DFA

NASA Astrophysics Data System (ADS)

Yang, Yujun; Li, Jianping; Yang, Yimei

2017-09-01

In this paper, we propose a new method called DH-MXA based on distribution histograms of Hurst surface and multiscale multifractal detrended fluctuation analysis. The method allows us to investigate the cross-correlation characteristics among multiple properties of different stock time series. It may provide a new way of measuring the nonlinearity of several signals. It also can provide a more stable and faithful description of cross-correlation of multiple properties of stocks. The DH-MXA helps us to present much richer information than multifractal detrented cross-correlation analysis and allows us to assess many universal and subtle cross-correlation characteristics of stock markets. We show DH-MXA by selecting four artificial data sets and five properties of four stock time series from different countries. The results show that our proposed method can be adapted to investigate the cross-correlation of stock markets. In general, the American stock markets are more mature and less volatile than the Chinese stock markets.

Correlation Filtering of Modal Dynamics using the Laplace Wavelet

NASA Technical Reports Server (NTRS)

Freudinger, Lawrence C.; Lind, Rick; Brenner, Martin J.

1997-01-01

Wavelet analysis allows processing of transient response data commonly encountered in vibration health monitoring tasks such as aircraft flutter testing. The Laplace wavelet is formulated as an impulse response of a single mode system to be similar to data features commonly encountered in these health monitoring tasks. A correlation filtering approach is introduced using the Laplace wavelet to decompose a signal into impulse responses of single mode subsystems. Applications using responses from flutter testing of aeroelastic systems demonstrate modal parameters and stability estimates can be estimated by correlation filtering free decay data with a set of Laplace wavelets.

Alcoholism detection in magnetic resonance imaging by Haar wavelet transform and back propagation neural network

NASA Astrophysics Data System (ADS)

Yu, Yali; Wang, Mengxia; Lima, Dimas

2018-04-01

In order to develop a novel alcoholism detection method, we proposed a magnetic resonance imaging (MRI)-based computer vision approach. We first use contrast equalization to increase the contrast of brain slices. Then, we perform Haar wavelet transform and principal component analysis. Finally, we use back propagation neural network (BPNN) as the classification tool. Our method yields a sensitivity of 81.71±4.51%, a specificity of 81.43±4.52%, and an accuracy of 81.57±2.18%. The Haar wavelet gives better performance than db4 wavelet and sym3 wavelet.

Analysis of photonic Doppler velocimetry data based on the continuous wavelet transform

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu Shouxian; Wang Detian; Li Tao

2011-02-15

The short time Fourier transform (STFT) cannot resolve rapid velocity changes in most photonic Doppler velocimetry (PDV) data. A practical analysis method based on the continuous wavelet transform (CWT) was presented to overcome this difficulty. The adaptability of the wavelet family predicates that the continuous wavelet transform uses an adaptive time window to estimate the instantaneous frequency of signals. The local frequencies of signal are accurately determined by finding the ridge in the spectrogram of the CWT and then are converted to target velocity according to the Doppler effects. A performance comparison between the CWT and STFT is demonstrated bymore » a plate-impact experiment data. The results illustrate that the new method is automatic and adequate for analysis of PDV data.« less

Coherent changes of multifractal properties of continuous acoustic emission at failure of heterogeneous materials

NASA Astrophysics Data System (ADS)

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.

Multi- and monofractal indices of short-term heart rate variability.

PubMed

Fischer, R; Akay, M; Castiglioni, P; Di Rienzo, M

2003-09-01

Indices of heart rate variability (HRV) based on fractal signal models have recently been shown to possess value as predictors of mortality in specific patient populations. To develop more powerful clinical indices of HRV based on a fractal signal model, the study investigated two HRV indices based on a monofractal signal model called fractional Brownian motion and an index based on a multifractal signal model called multifractional Brownian motion. The performance of the indices was compared with an HRV index in common clinical use. To compare the indices, 18 normal subjects were subjected to postural changes, and the indices were compared on their ability to respond to the resulting autonomic events in HRV recordings. The magnitude of the response to postural change (normalised by the measurement variability) was assessed by analysis of variance and multiple comparison testing. Four HRV indices were investigated for this study: the standard deviation of all normal R-R intervals; an HRV index commonly used in the clinic; detrended fluctuation analysis, an HRV index found to be the most powerful predictor of mortality in a study of patients with depressed left ventricular function; an HRV index developed using the maximum likelihood estimation (MLE) technique for a monofractal signal model; and an HRV index developed for the analysis of multifractional Brownian motion signals. The HRV index based on the MLE technique was found to respond most strongly to the induced postural changes (95% CI). The magnitude of its response (normalised by the measurement variability) was at least 25% greater than any of the other indices tested.

Wavelet analysis of the Laser Doppler signal to assess skin perfusion.

PubMed

Bagno, Andrea; Martini, Romeo

2015-01-01

The hemodynamics of skin microcirculation can be clinically assessed by means of Laser Doppler Fluxmetry. Laser Doppler signals show periodic oscillations because of fluctuations of microvascular perfusion (flowmotion), which are sustained by contractions and relaxations of arteriolar walls rhythmically changing vessels diameter (vasomotion). The wavelet analysis applied to Laser Doppler signals displays six characteristic frequency intervals, from 0.005 to 2 Hz. Each interval is assigned to a specific structure of the cardiovascular system: heart, respiration, vascular myocites, sympathetic terminations, and endothelial cells (dependent and independent on nitric oxide). Therefore, mechanisms of skin perfusion can be investigated through wavelet analysis. In the present work, examples of methods and results of wavelet analysis applied to Laser Doppler signals are reported. Laser Doppler signals were acquired in two groups of patients to check possible changes in vascular activities, before and after occlusive reactive hyperaemia, and before and after revascularization.

Global spectral graph wavelet signature for surface analysis of carpal bones

NASA Astrophysics Data System (ADS)

Masoumi, Majid; Rezaei, Mahsa; Ben Hamza, A.

2018-02-01

Quantitative shape comparison is a fundamental problem in computer vision, geometry processing and medical imaging. In this paper, we present a spectral graph wavelet approach for shape analysis of carpal bones of the human wrist. We employ spectral graph wavelets to represent the cortical surface of a carpal bone via the spectral geometric analysis of the Laplace-Beltrami operator in the discrete domain. We propose global spectral graph wavelet (GSGW) descriptor that is isometric invariant, efficient to compute, and combines the advantages of both low-pass and band-pass filters. We perform experiments on shapes of the carpal bones of ten women and ten men from a publicly-available database of wrist bones. Using one-way multivariate analysis of variance (MANOVA) and permutation testing, we show through extensive experiments that the proposed GSGW framework gives a much better performance compared to the global point signature embedding approach for comparing shapes of the carpal bones across populations.

Global spectral graph wavelet signature for surface analysis of carpal bones.

PubMed

Masoumi, Majid; Rezaei, Mahsa; Ben Hamza, A

2018-02-05

Quantitative shape comparison is a fundamental problem in computer vision, geometry processing and medical imaging. In this paper, we present a spectral graph wavelet approach for shape analysis of carpal bones of the human wrist. We employ spectral graph wavelets to represent the cortical surface of a carpal bone via the spectral geometric analysis of the Laplace-Beltrami operator in the discrete domain. We propose global spectral graph wavelet (GSGW) descriptor that is isometric invariant, efficient to compute, and combines the advantages of both low-pass and band-pass filters. We perform experiments on shapes of the carpal bones of ten women and ten men from a publicly-available database of wrist bones. Using one-way multivariate analysis of variance (MANOVA) and permutation testing, we show through extensive experiments that the proposed GSGW framework gives a much better performance compared to the global point signature embedding approach for comparing shapes of the carpal bones across populations.

Wavelet analysis of near-resonant series RLC circuit with time-dependent forcing frequency

NASA Astrophysics Data System (ADS)

Caccamo, M. T.; Cannuli, A.; Magazù, S.

2018-07-01

In this work, the results of an analysis of the response of a near-resonant series resistance‑inductance‑capacitance (RLC) electric circuit with time-dependent forcing frequency by means of a wavelet cross-correlation approach are reported. In particular, it is shown how the wavelet approach enables frequency and time analysis of the circuit response to be carried out simultaneously—this procedure not being possible by Fourier transform, since the frequency is not stationary in time. A series RLC circuit simulation is performed by using the Simulation Program with Integrated Circuits Emphasis (SPICE), in which an oscillatory sinusoidal voltage drive signal of constant amplitude is swept through the resonant condition by progressively increasing the frequency over a 20-second time window, linearly, from 0.32 Hz to 6.69 Hz. It is shown that the wavelet cross-correlation procedure quantifies the common power between the input signal (represented by the electromotive force) and the output signal, which in the present case is a current, highlighting not only which frequencies are present but also when they occur, i.e. providing a simultaneous time-frequency analysis. The work is directed toward graduate Physics, Engineering and Mathematics students, with the main intention of introducing wavelet analysis into their data analysis toolkit.

Evidence for asymmetric inertial instability in the FIRE satellite dataset

NASA Technical Reports Server (NTRS)

Stevens, Duane E.; Ciesielski, Paul E.

1990-01-01

One of the main goals of the First ISCCP Regional Experiment (FIRE) is obtaining the basic knowledge to better interpret satellite image of clouds on regional and smaller scales. An analysis of a mesoscale circulation phenomenon as observed in hourly FIRE satellite images is presented. Specifically, the phenomenon of interest appeared on satellite images as a group of propagating cloud wavelets located on the edge of a cirrus canopy on the anticylonic side of a strong, upper-level subtropical jet. These wavelets, which were observed between 1300 and 2200 GMT on 25 February 1987, are seen most distinctly in the GOES-West infrared satellite picture at 1800 GMT. The purpose is to document that these wavelets were a manifestation of asymmetric inertial instability. During their lifetime, the wavelets were located over the North American synoptic sounding network, so that the meteorological conditions surrounding their occurrence could be examined. A particular emphasis of the analysis is on the jet streak in which the wavelets were imbedded. The characteristics of the wavelets are examined using hourly satellite imagery. The hypothesis that inertial instability is the dynamical mechanism responsible for generating the observed cloud wavelets was examined. To further substantiate this contention, the observed characteristics of the wavelets are compared to, and found to be consistent with, a theoretical model of inertia instability by Stevens and Ciesielski.

Image processing for quantifying fracture orientation and length scale transitions during brittle deformation

NASA Astrophysics Data System (ADS)

Rizzo, R. E.; Healy, D.; Farrell, N. J.

2017-12-01

We have implemented a novel image processing tool, namely two-dimensional (2D) Morlet wavelet analysis, capable of detecting changes occurring in fracture patterns at different scales of observation, and able of recognising the dominant fracture orientations and the spatial configurations for progressively larger (or smaller) scale of analysis. Because of its inherited anisotropy, the Morlet wavelet is proved to be an excellent choice for detecting directional linear features, i.e. regions where the amplitude of the signal is regular along one direction and has sharp variation along the perpendicular direction. Performances of the Morlet wavelet are tested against the 'classic' Mexican hat wavelet, deploying a complex synthetic fracture network. When applied to a natural fracture network, formed triaxially (σ1>σ2=σ3) deforming a core sample of the Hopeman sandstone, the combination of 2D Morlet wavelet and wavelet coefficient maps allows for the detection of characteristic scale orientation and length transitions, associated with the shifts from distributed damage to the growth of localised macroscopic shear fracture. A complementary outcome arises from the wavelet coefficient maps produced by increasing the wavelet scale parameter. These maps can be used to chart the variations in the spatial distribution of the analysed entities, meaning that it is possible to retrieve information on the density of fracture patterns at specific length scales during deformation.

Energy-Based Wavelet De-Noising of Hydrologic Time Series

PubMed Central

Sang, Yan-Fang; Liu, Changming; Wang, Zhonggen; Wen, Jun; Shang, Lunyu

2014-01-01

De-noising is a substantial issue in hydrologic time series analysis, but it is a difficult task due to the defect of methods. In this paper an energy-based wavelet de-noising method was proposed. It is to remove noise by comparing energy distribution of series with the background energy distribution, which is established from Monte-Carlo test. Differing from wavelet threshold de-noising (WTD) method with the basis of wavelet coefficient thresholding, the proposed method is based on energy distribution of series. It can distinguish noise from deterministic components in series, and uncertainty of de-noising result can be quantitatively estimated using proper confidence interval, but WTD method cannot do this. Analysis of both synthetic and observed series verified the comparable power of the proposed method and WTD, but de-noising process by the former is more easily operable. The results also indicate the influences of three key factors (wavelet choice, decomposition level choice and noise content) on wavelet de-noising. Wavelet should be carefully chosen when using the proposed method. The suitable decomposition level for wavelet de-noising should correspond to series' deterministic sub-signal which has the smallest temporal scale. If too much noise is included in a series, accurate de-noising result cannot be obtained by the proposed method or WTD, but the series would show pure random but not autocorrelation characters, so de-noising is no longer needed. PMID:25360533

Extreme values and fat tails of multifractal fluctuations

NASA Astrophysics Data System (ADS)

Muzy, J. F.; Bacry, E.; Kozhemyak, A.

2006-06-01

In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with such data. We show that because of strong correlations, the standard extreme value approach is not valid and classical tail exponent estimators should be interpreted cautiously. Extreme statistics associated with multifractal random processes turn out to be characterized by non-self-averaging properties. Our considerations rely upon some analogy between random multiplicative cascades and the physics of disordered systems and also on recent mathematical results about the so-called multifractal formalism. Applied to financial time series, our findings allow us to propose an unified framework that accounts for the observed multiscaling properties of return fluctuations, the volatility clustering phenomenon and the observed “inverse cubic law” of the return pdf tails.

A Rolling Element Bearing Fault Diagnosis Approach Based on Multifractal Theory and Gray Relation Theory

PubMed Central

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. PMID:28036329

Dependency structure and scaling properties of financial time series are related

PubMed Central

Morales, Raffaello; Di Matteo, T.; Aste, Tomaso

2014-01-01

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. PMID:24699417

A Rolling Element Bearing Fault Diagnosis Approach Based on Multifractal Theory and Gray Relation Theory.

PubMed

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.

Empirical method to measure stochasticity and multifractality in nonlinear time series

NASA Astrophysics Data System (ADS)

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.

Dependency structure and scaling properties of financial time series are related

NASA Astrophysics Data System (ADS)

Morales, Raffaello; Di Matteo, T.; Aste, Tomaso

2014-04-01

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.

Enhancement of Signal-to-noise Ratio in Natural-source Transient Magnetotelluric Data with Wavelet Transform

NASA Astrophysics Data System (ADS)

Zhang, Y.; Paulson, K. V.

For audio-frequency magnetotelluric surveys where the signals are lightning-stroke transients, the conventional Fourier transform method often fails to produce a high quality impedance tensor. An alternative approach is to use the wavelet transform method which is capable of localizing target information simultaneously in both the temporal and frequency domains. Unlike Fourier analysis that yields an average amplitude and phase, the wavelet transform produces an instantaneous estimate of the amplitude and phase of a signal. In this paper a complex well-localized wavelet, the Morlet wavelet, has been used to transform and analyze audio-frequency magnetotelluric data. With the Morlet wavelet, the magnetotelluric impedance tensor can be computed directly in the wavelet transform domain. The lightning-stroke transients are easily identified on the dilation-translation plane. Choosing those wavelet transform values where the signals are located, a higher signal-to-noise ratio estimation of the impedance tensor can be obtained. In a test using real data, the wavelet transform showed a significant improvement in the signal-to-noise ratio over the conventional Fourier transform.

Wavelet SVM in Reproducing Kernel Hilbert Space for hyperspectral remote sensing image classification

NASA Astrophysics Data System (ADS)

Du, Peijun; Tan, Kun; Xing, Xiaoshi

2010-12-01

Combining Support Vector Machine (SVM) with wavelet analysis, we constructed wavelet SVM (WSVM) classifier based on wavelet kernel functions in Reproducing Kernel Hilbert Space (RKHS). In conventional kernel theory, SVM is faced with the bottleneck of kernel parameter selection which further results in time-consuming and low classification accuracy. The wavelet kernel in RKHS is a kind of multidimensional wavelet function that can approximate arbitrary nonlinear functions. Implications on semiparametric estimation are proposed in this paper. Airborne Operational Modular Imaging Spectrometer II (OMIS II) hyperspectral remote sensing image with 64 bands and Reflective Optics System Imaging Spectrometer (ROSIS) data with 115 bands were used to experiment the performance and accuracy of the proposed WSVM classifier. The experimental results indicate that the WSVM classifier can obtain the highest accuracy when using the Coiflet Kernel function in wavelet transform. In contrast with some traditional classifiers, including Spectral Angle Mapping (SAM) and Minimum Distance Classification (MDC), and SVM classifier using Radial Basis Function kernel, the proposed wavelet SVM classifier using the wavelet kernel function in Reproducing Kernel Hilbert Space is capable of improving classification accuracy obviously.

Wavelet Filtering to Reduce Conservatism in Aeroservoelastic Robust Stability Margins

NASA Technical Reports Server (NTRS)

Brenner, Marty; Lind, Rick

1998-01-01

Wavelet analysis for filtering and system identification was used to improve the estimation of aeroservoelastic stability margins. The conservatism of the robust stability margins was reduced with parametric and nonparametric time-frequency analysis of flight data in the model validation process. Nonparametric wavelet processing of data was used to reduce the effects of external desirableness and unmodeled dynamics. Parametric estimates of modal stability were also extracted using the wavelet transform. Computation of robust stability margins for stability boundary prediction depends on uncertainty descriptions derived from the data for model validation. F-18 high Alpha Research Vehicle aeroservoelastic flight test data demonstrated improved robust stability prediction by extension of the stability boundary beyond the flight regime.

A new fractional wavelet transform

NASA Astrophysics Data System (ADS)

Dai, Hongzhe; Zheng, Zhibao; Wang, Wei

2017-03-01

The fractional Fourier transform (FRFT) is a potent tool to analyze the time-varying signal. However, it fails in locating the fractional Fourier domain (FRFD)-frequency contents which is required in some applications. A novel fractional wavelet transform (FRWT) is proposed to solve this problem. It displays the time and FRFD-frequency information jointly in the time-FRFD-frequency plane. The definition, basic properties, inverse transform and reproducing kernel of the proposed FRWT are considered. It has been shown that an FRWT with proper order corresponds to the classical wavelet transform (WT). The multiresolution analysis (MRA) associated with the developed FRWT, together with the construction of the orthogonal fractional wavelets are also presented. Three applications are discussed: the analysis of signal with time-varying frequency content, the FRFD spectrum estimation of signals that involving noise, and the construction of fractional Harr wavelet. Simulations verify the validity of the proposed FRWT.

Scalets, wavelets and (complex) turning point quantization

NASA Astrophysics Data System (ADS)

Handy, C. R.; Brooks, H. A.

2001-05-01

Despite the many successes of wavelet analysis in image and signal processing, the incorporation of continuous wavelet transform theory within quantum mechanics has lacked a compelling, first principles, motivating analytical framework, until now. For arbitrary one-dimensional rational fraction Hamiltonians, we develop a simple, unified formalism, which clearly underscores the complementary, and mutually interdependent, role played by moment quantization theory (i.e. via scalets, as defined herein) and wavelets. This analysis involves no approximation of the Hamiltonian within the (equivalent) wavelet space, and emphasizes the importance of (complex) multiple turning point contributions in the quantization process. We apply the method to three illustrative examples. These include the (double-well) quartic anharmonic oscillator potential problem, V(x) = Z2x2 + gx4, the quartic potential, V(x) = x4, and the very interesting and significant non-Hermitian potential V(x) = -(ix)3, recently studied by Bender and Boettcher.

Wavelet based analysis of multi-electrode EEG-signals in epilepsy

NASA Astrophysics Data System (ADS)

Hein, Daniel A.; Tetzlaff, Ronald

2005-06-01

For many epilepsy patients seizures cannot sufficiently be controlled by an antiepileptic pharmacatherapy. Furthermore, only in small number of cases a surgical treatment may be possible. The aim of this work is to contribute to the realization of an implantable seizure warning device. By using recordings of electroenzephalographical(EEG) signals obtained from the department of epileptology of the University of Bonn we studied a recently proposed algorithm for the detection of parameter changes in nonlinear systems. Firstly, after calculating the crosscorrelation function between the signals of two electrodes near the epileptic focus, a wavelet-analysis follows using a sliding window with the so called Mexican-Hat wavelet. Then the Shannon-Entropy of the wavelet-transformed data has been determined providing the information content on a time scale in subject to the dilation of the wavelet-transformation. It shows distinct changes at the seizure onset for all dilations and for all patients.

On wavelet analysis of auditory evoked potentials.

PubMed

Bradley, A P; Wilson, W J

2004-05-01

To determine a preferred wavelet transform (WT) procedure for multi-resolution analysis (MRA) of auditory evoked potentials (AEP). A number of WT algorithms, mother wavelets, and pre-processing techniques were examined by way of critical theoretical discussion followed by experimental testing of key points using real and simulated auditory brain-stem response (ABR) waveforms. Conclusions from these examinations were then tested on a normative ABR dataset. The results of the various experiments are reported in detail. Optimal AEP WT MRA is most likely to occur when an over-sampled discrete wavelet transformation (DWT) is used, utilising a smooth (regularity >or=3) and symmetrical (linear phase) mother wavelet, and a reflection boundary extension policy. This study demonstrates the practical importance of, and explains how to minimize potential artefacts due to, 4 inter-related issues relevant to AEP WT MRA, namely shift variance, phase distortion, reconstruction smoothness, and boundary artefacts.

Multifractal scaling of the kinetic energy flux in solar wind turbulence

NASA Technical Reports Server (NTRS)

Marsch, E.; Rosenbauer, H.; Tu, C.-Y.

1995-01-01

The geometrical and scaling properties of the energy flux of the turbulent kinetic energy in the solar wind have been studied. By present experimental technology in solar wind measurements, we cannot directly measure the real volumetric dissipation rate, epsilon(t), but are constrained to represent it by surrogating the energy flux near the dissipation range at the proton gyro scales. There is evidence for the multifractal nature of the so defined dissipation field epsilon(t), a result derived from the scaling exponents of its statistical q-th order moments. The related generalized dimension D(q) has been determined and reveals that the dissipation field has a multifractal structure. which is not compatible with a scale-invariant cascade. The associated multifractal spectrum f(alpha) has been estimated for the first time for MHD turbulence in the solar wind. Its features resemble those obtained for turbulent fluids and other nonlinear multifractal systems. The generalized dimension D(q) can, for turbulence in high-speed streams, be fitted well by the functional dependence of the p-model with a comparatively large parameter, p = 0.87. indicating a strongly intermittent multifractal energy cascade. The experimental value for D(p)/3, if used in the scaling exponent s(p) of the velocity structure function, gives an exponent that can describe some of the observations. The scaling exponent mu of the auto correlation function of epsilon(t) has also been directly evaluated. It has the value of 0.37. Finally. the mean dissipation rate was determined, which could be used in solar wind heating models.

Using wavelet denoising and mathematical morphology in the segmentation technique applied to blood cells images.

PubMed

Boix, Macarena; Cantó, Begoña

2013-04-01

Accurate image segmentation is used in medical diagnosis since this technique is a noninvasive pre-processing step for biomedical treatment. In this work we present an efficient segmentation method for medical image analysis. In particular, with this method blood cells can be segmented. For that, we combine the wavelet transform with morphological operations. Moreover, the wavelet thresholding technique is used to eliminate the noise and prepare the image for suitable segmentation. In wavelet denoising we determine the best wavelet that shows a segmentation with the largest area in the cell. We study different wavelet families and we conclude that the wavelet db1 is the best and it can serve for posterior works on blood pathologies. The proposed method generates goods results when it is applied on several images. Finally, the proposed algorithm made in MatLab environment is verified for a selected blood cells.

Wavelet analysis techniques applied to removing varying spectroscopic background in calibration model for pear sugar content

NASA Astrophysics Data System (ADS)

Liu, Yande; Ying, Yibin; Lu, Huishan; Fu, Xiaping

2005-11-01

A new method is proposed to eliminate the varying background and noise simultaneously for multivariate calibration of Fourier transform near infrared (FT-NIR) spectral signals. An ideal spectrum signal prototype was constructed based on the FT-NIR spectrum of fruit sugar content measurement. The performances of wavelet based threshold de-noising approaches via different combinations of wavelet base functions were compared. Three families of wavelet base function (Daubechies, Symlets and Coiflets) were applied to estimate the performance of those wavelet bases and threshold selection rules by a series of experiments. The experimental results show that the best de-noising performance is reached via the combinations of Daubechies 4 or Symlet 4 wavelet base function. Based on the optimization parameter, wavelet regression models for sugar content of pear were also developed and result in a smaller prediction error than a traditional Partial Least Squares Regression (PLSR) mode.

MRS3D: 3D Spherical Wavelet Transform on the Sphere

NASA Astrophysics Data System (ADS)

Lanusse, F.; Rassat, A.; Starck, J.-L.

2011-12-01

Future cosmological surveys will provide 3D large scale structure maps with large sky coverage, for which a 3D Spherical Fourier-Bessel (SFB) analysis is natural. Wavelets are particularly well-suited to the analysis and denoising of cosmological data, but a spherical 3D isotropic wavelet transform does not currently exist to analyse spherical 3D data. We present a new fast Discrete Spherical Fourier-Bessel Transform (DSFBT) based on both a discrete Bessel Transform and the HEALPIX angular pixelisation scheme. We tested the 3D wavelet transform and as a toy-application, applied a denoising algorithm in wavelet space to the Virgo large box cosmological simulations and found we can successfully remove noise without much loss to the large scale structure. The new spherical 3D isotropic wavelet transform, called MRS3D, is ideally suited to analysing and denoising future 3D spherical cosmological surveys; it uses a novel discrete spherical Fourier-Bessel Transform. MRS3D is based on two packages, IDL and Healpix and can be used only if these two packages have been installed.

Estimation of Handgrip Force from SEMG Based on Wavelet Scale Selection.

PubMed

Wang, Kai; Zhang, Xianmin; Ota, Jun; Huang, Yanjiang

2018-02-24

This paper proposes a nonlinear correlation-based wavelet scale selection technology to select the effective wavelet scales for the estimation of handgrip force from surface electromyograms (SEMG). The SEMG signal corresponding to gripping force was collected from extensor and flexor forearm muscles during the force-varying analysis task. We performed a computational sensitivity analysis on the initial nonlinear SEMG-handgrip force model. To explore the nonlinear correlation between ten wavelet scales and handgrip force, a large-scale iteration based on the Monte Carlo simulation was conducted. To choose a suitable combination of scales, we proposed a rule to combine wavelet scales based on the sensitivity of each scale and selected the appropriate combination of wavelet scales based on sequence combination analysis (SCA). The results of SCA indicated that the scale combination VI is suitable for estimating force from the extensors and the combination V is suitable for the flexors. The proposed method was compared to two former methods through prolonged static and force-varying contraction tasks. The experiment results showed that the root mean square errors derived by the proposed method for both static and force-varying contraction tasks were less than 20%. The accuracy and robustness of the handgrip force derived by the proposed method is better than that obtained by the former methods.

An innovative approach for characteristic analysis and state-of-health diagnosis for a Li-ion cell based on the discrete wavelet transform

NASA Astrophysics Data System (ADS)

Kim, Jonghoon; Cho, B. H.

2014-08-01

This paper introduces an innovative approach to analyze electrochemical characteristics and state-of-health (SOH) diagnosis of a Li-ion cell based on the discrete wavelet transform (DWT). In this approach, the DWT has been applied as a powerful tool in the analysis of the discharging/charging voltage signal (DCVS) with non-stationary and transient phenomena for a Li-ion cell. Specifically, DWT-based multi-resolution analysis (MRA) is used for extracting information on the electrochemical characteristics in both time and frequency domain simultaneously. Through using the MRA with implementation of the wavelet decomposition, the information on the electrochemical characteristics of a Li-ion cell can be extracted from the DCVS over a wide frequency range. Wavelet decomposition based on the selection of the order 3 Daubechies wavelet (dB3) and scale 5 as the best wavelet function and the optimal decomposition scale is implemented. In particular, this present approach develops these investigations one step further by showing low and high frequency components (approximation component An and detail component Dn, respectively) extracted from variable Li-ion cells with different electrochemical characteristics caused by aging effect. Experimental results show the clearness of the DWT-based approach for the reliable diagnosis of the SOH for a Li-ion cell.

Integrated Central-Autonomic Multifractal Complexity in the Heart Rate Variability of Healthy Humans

PubMed Central

Lin, D. C.; Sharif, A.

2012-01-01

Purpose of Study: The aim of this study was to characterize the central-autonomic interaction underlying the multifractality in heart rate variability (HRV) of healthy humans. Materials and Methods: Eleven young healthy subjects participated in two separate ~40 min experimental sessions, one in supine (SUP) and one in, head-up-tilt (HUT), upright (UPR) body positions. Surface scalp electroencephalography (EEG) and electrocardiogram (ECG) were collected and fractal correlation of brain and heart rate data was analyzed based on the idea of relative multifractality. The fractal correlation was further examined with the EEG, HRV spectral measures using linear regression of two variables and principal component analysis (PCA) to find clues for the physiological processing underlying the central influence in fractal HRV. Results: We report evidence of a central-autonomic fractal correlation (CAFC) where the HRV multifractal complexity varies significantly with the fractal correlation between the heart rate and brain data (P = 0.003). The linear regression shows significant correlation between CAFC measure and EEG Beta band spectral component (P = 0.01 for SUP and P = 0.002 for UPR positions). There is significant correlation between CAFC measure and HRV LF component in the SUP position (P = 0.04), whereas the correlation with the HRV HF component approaches significance (P = 0.07). The correlation between CAFC measure and HRV spectral measures in the UPR position is weak. The PCA results confirm these findings and further imply multiple physiological processes underlying CAFC, highlighting the importance of the EEG Alpha, Beta band, and the HRV LF, HF spectral measures in the supine position. Discussion and Conclusion: The findings of this work can be summarized into three points: (i) Similar fractal characteristics exist in the brain and heart rate fluctuation and the change toward stronger fractal correlation implies the change toward more complex HRV multifractality. (ii) CAFC is likely contributed by multiple physiological mechanisms, with its central elements mainly derived from the EEG Alpha, Beta band dynamics. (iii) The CAFC in SUP and UPR positions is qualitatively different, with a more predominant central influence in the fractal HRV of the UPR position. PMID:22403548

Utilizing Wavelet Analysis to assess hydrograph change in northwestern North America

NASA Astrophysics Data System (ADS)

Tang, W.; Carey, S. K.

2017-12-01

Historical streamflow data in the mountainous regions of northwestern North America suggest that changes flows are driven by warming temperature, declining snowpack and glacier extent, and large-scale teleconnections. However, few sites exist that have robust long-term records for statistical analysis, and pervious research has focussed on high and low-flow indices along with trend analysis using Mann-Kendal test and other similar approaches. Furthermore, there has been less emphasis on ascertaining the drivers of change in changes in shape of the streamflow hydrograph compared with traditional flow metrics. In this work, we utilize wavelet analysis to evaluate changes in hydrograph characteristics for snowmelt driven rivers in northwestern North America across a range of scales. Results suggest that wavelets can be used to detect a lengthening and advancement of freshet with a corresponding decline in peak flows. Furthermore, the gradual transition of flows from nival to pluvial regimes in more southerly catchments is evident in the wavelet spectral power through time. This method of change detection is challenged by evaluating the statistical significance of changes in wavelet spectra as related to hydrograph form, yet ongoing work seeks to link these patters to driving weather and climate along with larger scale teleconnections.

A lung sound classification system based on the rational dilation wavelet transform.

PubMed

Ulukaya, Sezer; Serbes, Gorkem; Sen, Ipek; Kahya, Yasemin P

2016-08-01

In this work, a wavelet based classification system that aims to discriminate crackle, normal and wheeze lung sounds is presented. While the previous works related with this problem use constant low Q-factor wavelets, which have limited frequency resolution and can not cope with oscillatory signals, in the proposed system, the Rational Dilation Wavelet Transform, whose Q-factors can be tuned, is employed. Proposed system yields an accuracy of 95 % for crackle, 97 % for wheeze, 93.50 % for normal and 95.17 % for total sound signal types using energy feature subset and proposed approach is superior to conventional low Q-factor wavelet analysis.

Riding the Right Wavelet: Detecting Fracture and Fault Orientation Scale Transitions Using Morlet Wavelets

NASA Astrophysics Data System (ADS)

Rizzo, R. E.; Healy, D.; Farrell, N. J.; Smith, M.

2016-12-01

The analysis of images through two-dimensional (2D) continuous wavelet transforms makes it possible to acquire local information at different scales of resolution. This characteristic allows us to use wavelet analysis to quantify anisotropic random fields such as networks of fractures. Previous studies [1] have used 2D anisotropic Mexican hat wavelets to analyse the organisation of fracture networks from cm- to km-scales. However, Antoine et al. [2] explained that this technique can have a relatively poor directional selectivity. This suggests the use of a wavelet whose transform is more sensitive to directions of linear features, i.e. 2D Morlet wavelets [3]. In this work, we use a fully-anisotropic Morlet wavelet as implemented by Neupauer & Powell [4], which is anisotropic in its real and imaginary parts and also in its magnitude. We demonstrate the validity of this analytical technique by application to both synthetic - generated according to known distributions of orientations and lengths - and experimentally produced fracture networks. We have analysed SEM Back Scattered Electron images of thin sections of Hopeman Sandstone (Scotland, UK) deformed under triaxial conditions. We find that the Morlet wavelet, compared to the Mexican hat, is more precise in detecting dominant orientations in fracture scale transition at every scale from intra-grain fractures (µm-scale) up to the faults cutting the whole thin section (cm-scale). Through this analysis we can determine the relationship between the initial orientation of tensile microcracks and the final geometry of the through-going shear fault, with total areal coverage of the analysed image. By comparing thin sections from experiments at different confining pressures, we can quantitatively explore the relationship between the observed geometry and the inferred mechanical processes. [1] Ouillon et al., Nonlinear Processes in Geophysics (1995) 2:158 - 177. [2] Antoine et al., Cambridge University Press (2008) 192-194. [3] Antoine et al., Signal Processing (1993) 31:241 - 272. [4] Neupauer & Powell, Computer & Geosciences (2005) 31:456 - 471.

Analysis of the Emitted Wavelet of High-Resolution Bowtie GPR Antennas

PubMed Central

Rial, Fernando I.; Lorenzo, Henrique; Pereira, Manuel; Armesto, Julia

2009-01-01

Most Ground Penetrating Radars (GPR) cover a wide frequency range by emitting very short time wavelets. In this work, we study in detail the wavelet emitted by two bowtie GPR antennas with nominal frequencies of 800 MHz and 1 GHz. Knowledge of this emitted wavelet allows us to extract as much information as possible from recorded signals, using advanced processing techniques and computer simulations. Following previously published methodology used by Rial et al. [1], which ensures system stability and reliability in data acquisition, a thorough analysis of the wavelet in both time and frequency domain is performed. Most of tests were carried out with air as propagation medium, allowing a proper analysis of the geometrical attenuation factor. Furthermore, we attempt to determine, for each antenna, a time zero in the records to allow us to correctly assign a position to the reflectors detected by the radar. Obtained results indicate that the time zero is not a constant value for the evaluated antennas, but instead depends on the characteristics of the material in contact with the antenna. PMID:22408523

Element analysis: a wavelet-based method for analysing time-localized events in noisy time series.

PubMed

Lilly, Jonathan M

2017-04-01

A method is derived for the quantitative analysis of signals that are composed of superpositions of isolated, time-localized 'events'. Here, these events are taken to be well represented as rescaled and phase-rotated versions of generalized Morse wavelets, a broad family of continuous analytic functions. Analysing a signal composed of replicates of such a function using another Morse wavelet allows one to directly estimate the properties of events from the values of the wavelet transform at its own maxima. The distribution of events in general power-law noise is determined in order to establish significance based on an expected false detection rate. Finally, an expression for an event's 'region of influence' within the wavelet transform permits the formation of a criterion for rejecting spurious maxima due to numerical artefacts or other unsuitable events. Signals can then be reconstructed based on a small number of isolated points on the time/scale plane. This method, termed element analysis , is applied to the identification of long-lived eddy structures in ocean currents as observed by along-track measurements of sea surface elevation from satellite altimetry.

Exact reconstruction with directional wavelets on the sphere

NASA Astrophysics Data System (ADS)

Wiaux, Y.; McEwen, J. D.; Vandergheynst, P.; Blanc, O.

2008-08-01

A new formalism is derived for the analysis and exact reconstruction of band-limited signals on the sphere with directional wavelets. It represents an evolution of a previously developed wavelet formalism developed by Antoine & Vandergheynst and Wiaux et al. The translations of the wavelets at any point on the sphere and their proper rotations are still defined through the continuous three-dimensional rotations. The dilations of the wavelets are directly defined in harmonic space through a new kernel dilation, which is a modification of an existing harmonic dilation. A family of factorized steerable functions with compact harmonic support which are suitable for this kernel dilation are first identified. A scale-discretized wavelet formalism is then derived, relying on this dilation. The discrete nature of the analysis scales allows the exact reconstruction of band-limited signals. A corresponding exact multi-resolution algorithm is finally described and an implementation is tested. The formalism is of interest notably for the denoising or the deconvolution of signals on the sphere with a sparse expansion in wavelets. In astrophysics, it finds a particular application for the identification of localized directional features in the cosmic microwave background data, such as the imprint of topological defects, in particular, cosmic strings, and for their reconstruction after separation from the other signal components.

Texture feature extraction based on wavelet transform and gray-level co-occurrence matrices applied to osteosarcoma diagnosis.

PubMed

Hu, Shan; Xu, Chao; Guan, Weiqiao; Tang, Yong; Liu, Yana

2014-01-01

Osteosarcoma is the most common malignant bone tumor among children and adolescents. In this study, image texture analysis was made to extract texture features from bone CR images to evaluate the recognition rate of osteosarcoma. To obtain the optimal set of features, Sym4 and Db4 wavelet transforms and gray-level co-occurrence matrices were applied to the image, with statistical methods being used to maximize the feature selection. To evaluate the performance of these methods, a support vector machine algorithm was used. The experimental results demonstrated that the Sym4 wavelet had a higher classification accuracy (93.44%) than the Db4 wavelet with respect to osteosarcoma occurrence in the epiphysis, whereas the Db4 wavelet had a higher classification accuracy (96.25%) for osteosarcoma occurrence in the diaphysis. Results including accuracy, sensitivity, specificity and ROC curves obtained using the wavelets were all higher than those obtained using the features derived from the GLCM method. It is concluded that, a set of texture features can be extracted from the wavelets and used in computer-aided osteosarcoma diagnosis systems. In addition, this study also confirms that multi-resolution analysis is a useful tool for texture feature extraction during bone CR image processing.

Wake acoustic analysis and image decomposition via beamforming of microphone signal projections on wavelet subspaces

DOT National Transportation Integrated Search

2006-05-08

This paper describes the integration of wavelet analysis and time-domain beamforming : of microphone array output signals for analyzing the acoustic emissions from airplane : generated wake vortices. This integrated process provides visual and quanti...

Multifractality and autoregressive processes of dry spell lengths in Europe: an approach to their complexity and predictability

NASA Astrophysics Data System (ADS)

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.

Phase-recovery improvement using analytic wavelet transform analysis of a noisy interferogram cepstrum.

PubMed

Etchepareborda, Pablo; Vadnjal, Ana Laura; Federico, Alejandro; Kaufmann, Guillermo H

2012-09-15

We evaluate the extension of the exact nonlinear reconstruction technique developed for digital holography to the phase-recovery problems presented by other optical interferometric methods, which use carrier modulation. It is shown that the introduction of an analytic wavelet analysis in the ridge of the cepstrum transformation corresponding to the analyzed interferogram can be closely related to the well-known wavelet analysis of the interferometric intensity. Subsequently, the phase-recovery process is improved. The advantages and limitations of this framework are analyzed and discussed using numerical simulations in singular scalar light fields and in temporal speckle pattern interferometry.

Application of ECT inspection to the first wall of a fusion reactor with wavelet analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, G.; Yoshida, Y.; Miya, K.

1994-12-31

The first wall of a fusion reactor will be subjected to intensive loads during fusion operations. Since these loads may cause defects in the first wall, nondestructive evaluation techniques of the first wall should be developed. In this paper, we try to apply eddy current testing (ECT) technique to the inspection of the first wall. A method based on current vector potential and wavelet analysis is proposed. Owing to the use of wavelet analysis, a new theory developed recently, the accuracy of the present method is shown to be better than a conventional one.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Espinosa-Paredes, Gilberto; Prieto-Guerrero, Alfonso; Nunez-Carrera, Alejandro

This paper introduces a wavelet-based method to analyze instability events in a boiling water reactor (BWR) during transient phenomena. The methodology to analyze BWR signals includes the following: (a) the short-time Fourier transform (STFT) analysis, (b) decomposition using the continuous wavelet transform (CWT), and (c) application of multiresolution analysis (MRA) using discrete wavelet transform (DWT). STFT analysis permits the study, in time, of the spectral content of analyzed signals. The CWT provides information about ruptures, discontinuities, and fractal behavior. To detect these important features in the signal, a mother wavelet has to be chosen and applied at several scales tomore » obtain optimum results. MRA allows fast implementation of the DWT. Features like important frequencies, discontinuities, and transients can be detected with analysis at different levels of detail coefficients. The STFT was used to provide a comparison between a classic method and the wavelet-based method. The damping ratio, which is an important stability parameter, was calculated as a function of time. The transient behavior can be detected by analyzing the maximum contained in detail coefficients at different levels in the signal decomposition. This method allows analysis of both stationary signals and highly nonstationary signals in the timescale plane. This methodology has been tested with the benchmark power instability event of Laguna Verde nuclear power plant (NPP) Unit 1, which is a BWR-5 NPP.« less

Coupled uncertainty provided by a multifractal random walker

NASA Astrophysics Data System (ADS)

Koohi Lai, Z.; Vasheghani Farahani, S.; Movahed, S. M. S.; Jafari, G. R.

2015-10-01

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.

Complexity and multifractality of neuronal noise in mouse and human hippocampal epileptiform dynamics

NASA Astrophysics Data System (ADS)

Serletis, Demitre; Bardakjian, Berj L.; Valiante, Taufik A.; Carlen, Peter L.

2012-10-01

Fractal methods offer an invaluable means of investigating turbulent nonlinearity in non-stationary biomedical recordings from the brain. Here, we investigate properties of complexity (i.e. the correlation dimension, maximum Lyapunov exponent, 1/fγ noise and approximate entropy) and multifractality in background neuronal noise-like activity underlying epileptiform transitions recorded at the intracellular and local network scales from two in vitro models: the whole-intact mouse hippocampus and lesional human hippocampal slices. Our results show evidence for reduced dynamical complexity and multifractal signal features following transition to the ictal epileptiform state. These findings suggest that pathological breakdown in multifractal complexity coincides with loss of signal variability or heterogeneity, consistent with an unhealthy ictal state that is far from the equilibrium of turbulent yet healthy fractal dynamics in the brain. Thus, it appears that background noise-like activity successfully captures complex and multifractal signal features that may, at least in part, be used to classify and identify brain state transitions in the healthy and epileptic brain, offering potential promise for therapeutic neuromodulatory strategies for afflicted patients suffering from epilepsy and other related neurological disorders. This paper is based on chapter 5 of Serletis (2010 PhD Dissertation Department of Physiology, Institute of Biomaterials and Biomedical Engineering, University of Toronto).

Wavelet analysis for wind fields estimation.

PubMed

Leite, Gladeston C; Ushizima, Daniela M; Medeiros, Fátima N S; de Lima, Gilson G

2010-01-01

Wind field analysis from synthetic aperture radar images allows the estimation of wind direction and speed based on image descriptors. In this paper, we propose a framework to automate wind direction retrieval based on wavelet decomposition associated with spectral processing. We extend existing undecimated wavelet transform approaches, by including à trous with B(3) spline scaling function, in addition to other wavelet bases as Gabor and Mexican-hat. The purpose is to extract more reliable directional information, when wind speed values range from 5 to 10 ms(-1). Using C-band empirical models, associated with the estimated directional information, we calculate local wind speed values and compare our results with QuikSCAT scatterometer data. The proposed approach has potential application in the evaluation of oil spills and wind farms.

Wavelet analysis of polarization azimuths maps for laser images of myocardial tissue for the purpose of diagnosing acute coronary insufficiency

NASA Astrophysics Data System (ADS)

Wanchuliak, O. Ya.; Peresunko, A. P.; Bakko, Bouzan Adel; Kushnerick, L. Ya.

2011-09-01

This paper presents the foundations of a large scale - localized wavelet - polarization analysis - inhomogeneous laser images of histological sections of myocardial tissue. Opportunities were identified defining relations between the structures of wavelet coefficients and causes of death. The optical model of polycrystalline networks of myocardium protein fibrils is presented. The technique of determining the coordinate distribution of polarization azimuth of the points of laser images of myocardium histological sections is suggested. The results of investigating the interrelation between the values of statistical (statistical moments of the 1st-4th order) parameters are presented which characterize distributions of wavelet - coefficients polarization maps of myocardium layers and death reasons.

Target Detection and Classification Using Seismic and PIR Sensors

DTIC Science & Technology

2012-06-01

time series analysis via wavelet - based partitioning,” Signal Process...regard, this paper presents a wavelet - based method for target detection and classification. The proposed method has been validated on data sets of...The work reported in this paper makes use of a wavelet - based feature extraction method , called Symbolic Dynamic Filtering (SDF) [12]–[14]. The

A quality quantitative method of silicon direct bonding based on wavelet image analysis

NASA Astrophysics Data System (ADS)

Tan, Xiao; Tao, Zhi; Li, Haiwang; Xu, Tiantong; Yu, Mingxing

2018-04-01

The rapid development of MEMS (micro-electro-mechanical systems) has received significant attention from researchers in various fields and subjects. In particular, the MEMS fabrication process is elaborate and, as such, has been the focus of extensive research inquiries. However, in MEMS fabrication, component bonding is difficult to achieve and requires a complex approach. Thus, improvements in bonding quality are relatively important objectives. A higher quality bond can only be achieved with improved measurement and testing capabilities. In particular, the traditional testing methods mainly include infrared testing, tensile testing, and strength testing, despite the fact that using these methods to measure bond quality often results in low efficiency or destructive analysis. Therefore, this paper focuses on the development of a precise, nondestructive visual testing method based on wavelet image analysis that is shown to be highly effective in practice. The process of wavelet image analysis includes wavelet image denoising, wavelet image enhancement, and contrast enhancement, and as an end result, can display an image with low background noise. In addition, because the wavelet analysis software was developed with MATLAB, it can reveal the bonding boundaries and bonding rates to precisely indicate the bond quality at all locations on the wafer. This work also presents a set of orthogonal experiments that consist of three prebonding factors, the prebonding temperature, the positive pressure value and the prebonding time, which are used to analyze the prebonding quality. This method was used to quantify the quality of silicon-to-silicon wafer bonding, yielding standard treatment quantities that could be practical for large-scale use.

Time-Frequency Analyses of Tide-Gauge Sensor Data

PubMed Central

Erol, Serdar

2011-01-01

The real world phenomena being observed by sensors are generally non-stationary in nature. The classical linear techniques for analysis and modeling natural time-series observations are inefficient and should be replaced by non-linear techniques of whose theoretical aspects and performances are varied. In this manner adopting the most appropriate technique and strategy is essential in evaluating sensors’ data. In this study, two different time-series analysis approaches, namely least squares spectral analysis (LSSA) and wavelet analysis (continuous wavelet transform, cross wavelet transform and wavelet coherence algorithms as extensions of wavelet analysis), are applied to sea-level observations recorded by tide-gauge sensors, and the advantages and drawbacks of these methods are reviewed. The analyses were carried out using sea-level observations recorded at the Antalya-II and Erdek tide-gauge stations of the Turkish National Sea-Level Monitoring System. In the analyses, the useful information hidden in the noisy signals was detected, and the common features between the two sea-level time series were clarified. The tide-gauge records have data gaps in time because of issues such as instrumental shortcomings and power outages. Concerning the difficulties of the time-frequency analysis of data with voids, the sea-level observations were preprocessed, and the missing parts were predicted using the neural network method prior to the analysis. In conclusion the merits and limitations of the techniques in evaluating non-stationary observations by means of tide-gauge sensors records were documented and an analysis strategy for the sequential sensors observations was presented. PMID:22163829

Time-frequency analyses of tide-gauge sensor data.

PubMed

Erol, Serdar

2011-01-01

The real world phenomena being observed by sensors are generally non-stationary in nature. The classical linear techniques for analysis and modeling natural time-series observations are inefficient and should be replaced by non-linear techniques of whose theoretical aspects and performances are varied. In this manner adopting the most appropriate technique and strategy is essential in evaluating sensors' data. In this study, two different time-series analysis approaches, namely least squares spectral analysis (LSSA) and wavelet analysis (continuous wavelet transform, cross wavelet transform and wavelet coherence algorithms as extensions of wavelet analysis), are applied to sea-level observations recorded by tide-gauge sensors, and the advantages and drawbacks of these methods are reviewed. The analyses were carried out using sea-level observations recorded at the Antalya-II and Erdek tide-gauge stations of the Turkish National Sea-Level Monitoring System. In the analyses, the useful information hidden in the noisy signals was detected, and the common features between the two sea-level time series were clarified. The tide-gauge records have data gaps in time because of issues such as instrumental shortcomings and power outages. Concerning the difficulties of the time-frequency analysis of data with voids, the sea-level observations were preprocessed, and the missing parts were predicted using the neural network method prior to the analysis. In conclusion the merits and limitations of the techniques in evaluating non-stationary observations by means of tide-gauge sensors records were documented and an analysis strategy for the sequential sensors observations was presented.

The Use of Continuous Wavelet Transform Based on the Fast Fourier Transform in the Analysis of Multi-channel Electrogastrography Recordings.

PubMed

Komorowski, Dariusz; Pietraszek, Stanislaw

2016-01-01

This paper presents the analysis of multi-channel electrogastrographic (EGG) signals using the continuous wavelet transform based on the fast Fourier transform (CWTFT). The EGG analysis was based on the determination of the several signal parameters such as dominant frequency (DF), dominant power (DP) and index of normogastria (NI). The use of continuous wavelet transform (CWT) allows for better visible localization of the frequency components in the analyzed signals, than commonly used short-time Fourier transform (STFT). Such an analysis is possible by means of a variable width window, which corresponds to the scale time of observation (analysis). Wavelet analysis allows using long time windows when we need more precise low-frequency information, and shorter when we need high frequency information. Since the classic CWT transform requires considerable computing power and time, especially while applying it to the analysis of long signals, the authors used the CWT analysis based on the fast Fourier transform (FFT). The CWT was obtained using properties of the circular convolution to improve the speed of calculation. This method allows to obtain results for relatively long records of EGG in a fairly short time, much faster than using the classical methods based on running spectrum analysis (RSA). In this study authors indicate the possibility of a parametric analysis of EGG signals using continuous wavelet transform which is the completely new solution. The results obtained with the described method are shown in the example of an analysis of four-channel EGG recordings, performed for a non-caloric meal.

Investigation of using wavelet analysis for classifying pattern of cyclic voltammetry signals

NASA Astrophysics Data System (ADS)

Jityen, Arthit; Juagwon, Teerasak; Jaisuthi, Rawat; Osotchan, Tanakorn

2017-09-01

Wavelet analysis is an excellent technique for data processing analysis based on linear vector algebra since it has an ability to perform local analysis and is able to analyze an unspecific localized area of a large signal. In this work, the wavelet analysis of cyclic waveform was investigated in order to find the distinguishable feature from the cyclic data. The analyzed wavelet coefficients were proposed to be used as selected cyclic feature parameters. The cyclic voltammogram (CV) of different electrodes consisting of carbon nanotube (CNT) and several types of metal phthalocyanine (MPc) including CoPc, FePc, ZnPc and MnPc powders was used as several sets of cyclic data for various types of coffee. The mixture powder was embedded in a hollow Teflon rod and used as working electrodes. Electrochemical response of the fabricated electrodes in Robusta, blend coffee I, blend coffee II, chocolate malt and cocoa at the same concentrations was measured with scanning rate of 0.05V/s from -1.5 to 1.5V respectively to Ag/AgCl electrode for five scanning loops. The CV of blended CNT electrode with some MPc electrodes indicated the ionic interaction which can be the effect of catalytic oxidation of saccharides and/or polyphenol on the sensor surface. The major information of CV response can be extracted by using several mother wavelet families viz. daubechies (dB1 to dB3), coiflets (coiflet1), biorthogonal (Bior1.1) and symlets (sym2) and then the discrimination of these wavelet coefficients of each data group can be separated by principal component analysis (PCA). The PCA results indicated the clearly separate groups with total contribution more than 62.37% representing from PC1 and PC2.

Stationary Wavelet-based Two-directional Two-dimensional Principal Component Analysis for EMG Signal Classification

NASA Astrophysics Data System (ADS)

Ji, Yi; Sun, Shanlin; Xie, Hong-Bo

2017-06-01

Discrete wavelet transform (WT) followed by principal component analysis (PCA) has been a powerful approach for the analysis of biomedical signals. Wavelet coefficients at various scales and channels were usually transformed into a one-dimensional array, causing issues such as the curse of dimensionality dilemma and small sample size problem. In addition, lack of time-shift invariance of WT coefficients can be modeled as noise and degrades the classifier performance. In this study, we present a stationary wavelet-based two-directional two-dimensional principal component analysis (SW2D2PCA) method for the efficient and effective extraction of essential feature information from signals. Time-invariant multi-scale matrices are constructed in the first step. The two-directional two-dimensional principal component analysis then operates on the multi-scale matrices to reduce the dimension, rather than vectors in conventional PCA. Results are presented from an experiment to classify eight hand motions using 4-channel electromyographic (EMG) signals recorded in healthy subjects and amputees, which illustrates the efficiency and effectiveness of the proposed method for biomedical signal analysis.

Cross-correlations between the US monetary policy, US dollar index and crude oil market

NASA Astrophysics Data System (ADS)

Sun, Xinxin; Lu, Xinsheng; Yue, Gongzheng; Li, Jianfeng

2017-02-01

This paper investigates the cross-correlations between the US monetary policy, US dollar index and WTI crude oil market, using a dataset covering a period from February 4, 1994 to February 29, 2016. Our study contributes to the literature by examining the effect of the US monetary policy on US dollar index and WTI crude oil through the MF-DCCA approach. The empirical results show that the cross-correlations between the three sets of time series exhibit strong multifractal features with the strength of multifractality increasing over the sample period. Employing a rolling window analysis, our empirical results show that the US monetary policy operations have clear influences on the cross-correlated behavior of the three time series covered by this study.

Inferring mixed-culture growth from total biomass data in a wavelet approach

NASA Astrophysics Data System (ADS)

Ibarra-Junquera, V.; Escalante-Minakata, P.; Murguía, J. S.; Rosu, H. C.

2006-10-01

It is shown that the presence of mixed-culture growth in batch fermentation processes can be very accurately inferred from total biomass data by means of the wavelet analysis for singularity detection. This is accomplished by considering simple phenomenological models for the mixed growth and the more complicated case of mixed growth on a mixture of substrates. The main quantity provided by the wavelet analysis is the Hölder exponent of the singularity that we determine for our illustrative examples. The numerical results point to the possibility that Hölder exponents can be used to characterize the nature of the mixed-culture growth in batch fermentation processes with potential industrial applications. Moreover, the analysis of the same data affected by the common additive Gaussian noise still lead to the wavelet detection of the singularities although the Hölder exponent is no longer a useful parameter.

EGS Richardson AGU Chapman NVAG3 Conference: Nonlinear Variability in Geophysics: scaling and multifractal processes

NASA Astrophysics Data System (ADS)

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 was followed by five days with 8 oral sessions and one poster session. Overall, there were 65 papers involving 74 authors. In general, the main topics covered are reflected in this special issue: geophysical turbulence, clouds and climate, hydrology and solid earth geophysics. In addition to AGU and EGS, the conference was supported by the International Science Foundation, the Centre Nationale de Recherche Scientifique, Meteo-France, the Department of Energy (US), the Commission of European Communities (DG XII), the Comite National Francais pour le Programme Hydrologique International, the Ministere de l'Enseignement Superieur et de la Recherche (France). We thank P. Hubert, Y. Kagan, Ph. Ladoy, A. Lazarev, S.S. Moiseev, R. Pierrehumbert, F. Schmitt and Y. Tessier, for help with the organization of the conference. However special thanks goes to A. Richter and the EGS office, B. Weaver and the AGU without whom this would have been impossible. We also thank the Institut d' Etudes Scientifiques de Cargese whose beautiful site was much appreciated, as well as the Bar des Amis whose ambiance stimulated so many discussions. 2. Tribute to L.F. Richardson With NVAG3, the European geophysical community paid tribute to Lewis Fry Richardson (1881-1953) on the 40th anniversary of his death. Richardson was one of the founding fathers of the idea of scaling and fractality, and his life reflects the European geophysical community and its history in many ways. Although many of Richardson's numerous, outstanding scientific contributions to geophysics have been recognized, perhaps his main contribution concerning the importance of scaling and cascades has still not received the attention it deserves. Richardson was the first not only to suggest numerical integration of the equations of motion of the atmosphere, but also to attempt to do so by hand, during the First World War. This work, as well as a presentation of a broad vision of future developments in the field, appeared in his famous, pioneering book "Weather prediction by numerical processes" (1922). As a consequence of his atmospheric studies, the nondimensional number associated with fluid convective stability has been called the "Richardson number". In addition, his book presents a study of the limitations of numerical integration of these equations, it was in this book that - through a celebrated poem - that the suggestion that turbulent cascades were the fundamental driving mechanism of the atmosphere was first made. In these cascades, large eddies break up into smaller eddies in a manner which involves no characteristic scales, all the way from the planetary scale down to the viscous scale. This led to the Richardson law of turbulent diffusion (1926) and tot he suggestion that particles trajectories might not be describable by smooth curves, but that such trajectories might instead require highly convoluted curves such as the Peano or Weierstrass (fractal) curves for their description. As a founder of the cascade and scaling theories of atmospheric dynamics, he more or less anticipated the Kolmogorov law (1941). He also used scaling ideas to invent the "Richardson dividers method" of successively increasing the resolution of fractal curves and tested out the method on geographical boundaries (as part of his wartime studies). In the latter work he anticipated recent efforts to study scale invariance in rivers and topography. His complex life typifies some of the hardships that the European scientific community has had to face. His educational career is unusual: he received a B.A. degree in physics, mathematics, chemistry, biology and zoology at Cambridge University, and he finally obtained his Ph.D. in mathematical psychology at the age of 47 from the University of London. As a conscientious objector he was compelled to quit the United Kingdom Meteorological Office in 1920 when the latter was militarized by integration into the Air Ministry. He subsequently became the head of a physics department and the principal of a college. In 1940, he retired to do research on war, which was published posthumously in book form (Richardson, 1963). This latter work is testimony to the trauma caused by the two World Wars and which led some scientists including Richardson to use their skills in rational attempts to eradicate the source of conflict. Unfortunately, this remains an open field of research. 3. The contributions in this special issue Perhaps the area of geophysics where scaling ideas have the longest history, and where they have made the largest impact in the last few years, is turbulence. The paper by Tsinober is an example where geometric fractal ideas are used to deduce corrections to standard dimensional analysis results for turbulence. Based on local spontaneous breaking of isotropy of turbulent flows, the fractal notion is used in order to deduce diffusion laws (anomalous with respect to the Richardson law). It is argued that his law is ubiquitous from the atmospheric boundary layer to the stratosphere. The asymptotic intermittency exponent i hypothesized to be not only finite but to be determined by the angular momentum flux. Schmitt et al., Chigirinskaya et al. and Lazarev et al. apply statistical multifractal notions to atmospheric turbulence. In the former, the formal analogy between multifractals and thermodynamics is exploited, in particular to confirm theoretical predictions that sample-size dependent multifractal phase transitions occur. While this quantitatively explains the behavior of the most extreme turbulent events, it suggests that - contrary to the type of multifractals most commonly discussed in the literature which are bounded - more violent (unbounded) multifractals are indeed present in the atmospheric wind field. Chigirinskaya et al. use a tropical rather than mid-latitude set to study the extreme fluctuations form yet another angle: That of coherent structures, which, in the multifractal framework, are identified with singularities of various orders. The existence of a critical order of singularity which distinguishes violent "self-organized critical structures" was theoretically predicted ten years ago; here it is directly estimated. The second of this two part series (Lazarev et al.) investigates yet another aspect of tropical atmospheric dynamics: the strong multiscaling anisotropy. Beyond the determination of universal multifractal indices and critical singularities in the vertical, this enables a comparison to be made with Chigirinskaya et al.'s horizontal results, requiring an extension of the unified scaling model of atmospheric dynamics. Other approaches to the problem of geophysical turbulence are followed in the papers by Pavlos et al., Vassiliadis et al., Voros et al. All of them share a common assumption that a very small number of degrees of freedom (deterministic chaos) might be sufficient for characterizing/modelling the systems under consideration. Pavlos et al. consider the magnetospheric response to solar wind, showing that scaling occurs both in real space (using spectra), and also in phase space; the latter being characterized by a correlation dimension. The paper by Vassiliadis et al. follows on directly by investigating the phase space properties of power-law filtered and rectified gaussian noise; the results further quantify how low phase space correlation dimensions can occur even with very large number of degrees of freedom (stochastic) processes. Voros et al. analyze time series of geomagnetic storms and magnetosphere pulsations, also estimating their correlation dimensions and Lyapounov exponents taking special care of the stability of the estimates. They discriminate low dimensional events from others, which are for instance attributed to incoherent waves. While clouds and climate were the subject of several talks at the conference (including several contributions on multifractal clouds), Cahalan's contribution is the only one in this special issue. Addressing the fundamental problem of the relationship of horizontal cloud heterogeneity and the related radiation fields, he first summarizes some recent numerical results showing that even for comparatively thin clouds that fractal heterogeneity will significantly reduce the albedo. The model used for the distribution of cloud liquid water is the monofractal "bounded cascade" model, whose properties are also outlined. The paper by Falkovich addresses another problem concerning the general circulation: the nonlinear interaction of waves. By assuming the existence of a peak (i.e. scale break) at the inertial oscillation frequency, it is argued that due to remarkable cancellations, the interactions between long inertio-gravity waves and Rossby waves are anomalously weak, producing a "wave condensate" of large amplitude so that wave breaking with front creation can occur. Kagan et al., Eneva and Hooge et al. consider fractal and multifractal behaviour in seismic events. Eneva estimates multifractal exponents of the density of micro-earthquakes induced by mining activity. The effects of sample limitations are discussed, especially in order to distinguish between genuine from spurious multifractal behaviour. With the help of an analysis of the CALNET catalogue, Hooge et al. points out, that the origin of the celebrated Gutenberg-Richter law could be related to a non-classical Self-Organized Criticality generated by a first order phase transition in a multifractal earthquake process. They also analyze multifractal seismic fields which are obtained by raising earthquake amplitudes to various powers and summing them on a grid. In contrast, Kagan, analyzing several earthquake catalogues discussed the various laws associated with earthquakes. Giving theoretical and empirical arguments, he proposes an additive (monofractal) model of earthquake stress, emphasizing the relevance of (asymmetric) stable Cauchy probability distributions to describe earthquake stress distributions. This would yield a linear model for self-organized critical earthquakes. References: Kolmogorov, A.N.: Local structure of turbulence in an incompressible liquid for very large Reynolds number, Proc. Acad. Sci. URSS Geochem. Sect., 30, 299-303, 1941. Perrin, J.: Les Atomes, NRF-Gallimard, Paris, 1913. Richardson, L.F.: Weather prediction by numerical process. Cambridge Univ. Press 1922 (republished by Dover, 1965). Richardson, L.F.: Atmospheric diffusion on a distance neighbour graph. Proc. Roy. of London A110, 709-737, 1923. Richardson, L.F.: The problem of contiguity: an appendix of deadly quarrels. General Systems Yearbook, 6, 139-187, 1963. Schertzer, D., Lovejoy, S.: Nonlinear Variability in Geophysics, Kluwer, 252 pp, 1991.

Continuous wavelet transforms for the simultaneous quantitative analysis and dissolution testing of lamivudine-zidovudine tablets.

PubMed

Dinç, Erdal; Özdemir, Nurten; Üstündağ, Özgür; Tilkan, Müşerref Günseli

2013-01-01

Dissolution testing has a very vital importance for a quality control test and prediction of the in vivo behavior of the oral dosage formulation. This requires the use of a powerful analytical method to get reliable, accurate and precise results for the dissolution experiments. In this context, new signal processing approaches, continuous wavelet transforms (CWTs) were improved for the simultaneous quantitative estimation and dissolution testing of lamivudine (LAM) and zidovudine (ZID) in a tablet dosage form. The CWT approaches are based on the application of the continuous wavelet functions to the absorption spectra-data vectors of LAM and ZID in the wavelet domain. After applying many wavelet functions, the families consisting of Mexican hat wavelet with the scaling factor a=256, Symlets wavelet with the scaling factor a=512 and the order of 5 and Daubechies wavelet at the scale factor a=450 and the order of 10 were found to be suitable for the quantitative determination of the mentioned drugs. These wavelet applications were named as mexh-CWT, sym5-CWT and db10-CWT methods. Calibration graphs for LAM and ZID in the working range of 2.0-50.0 µg/mL and 2.0-60.0 µg/mL were obtained measuring the mexh-CWT, sym5-CWT and db10-CWT amplitudes at the wavelength points corresponding to zero crossing points. The validity and applicability of the improved mexh-CWT, sym5-CWT and db10-CWT approaches was carried out by the analysis of the synthetic mixtures containing the analyzed drugs. Simultaneous determination of LAM and ZID in tablets was accomplished by the proposed CWT methods and their dissolution profiles were graphically explored.

Time-Frequency Analysis of Beach Bacteria Variations and its Implication for Recreational Water Quality Modeling

EPA Science Inventory

This paper explores the potential of time-frequency wavelet analysis in resolving beach bacteria concentration and possible explanatory variables across multiple time scales with temporal information still preserved. The wavelet scalograms of E. coli concentrations and the explan...

Quantifying the pattern of microbial cell dispersion, density and clustering on surfaces of differing chemistries and topographies using multifractal analysis.

PubMed

Wickens, David; Lynch, Stephen; West, Glen; Kelly, Peter; Verran, Joanna; Whitehead, Kathryn A

2014-09-01

The effects of surface topography on bacterial distribution across a surface are of extreme importance when designing novel, hygienic or antimicrobial surface coatings. The majority of methods that are deployed to describe the pattern of cell dispersion, density and clustering across surfaces are currently qualitative. This paper presents a novel application of multifractal analysis to quantitatively measure these factors using medically relevant microorganisms (Staphylococcus aureus or Staphylococcus epidermidis). Surfaces (medical grade 316 stainless steel) and coatings (Ti-ZrN, Ti-ZrN/6.0%Ag, Ti-ZrN/15.6%Ag, TiZrN/24.7%Ag) were used in microbiological retention assays. Results demonstrated that S. aureus displayed a more heterogeneous cell dispersion (∆αAS<1) whilst the dispersion of S. epidermidis was more symmetric and homogeneous (∆αAS≥1). Further, although the surface topography and chemistry had an effect on cell dispersion, density and clustering, the type of bonding that occurred at the surface interface was also important. Both types of cells were influenced by both surface topographical and chemical effects; however, S. aureus was influenced marginally more by surface chemistry whilst S. epidermidis cells was influenced marginally more by surface topography. Thus, this effect was bacterially species specific. The results demonstrate that multifractal analysis is a method that can be used to quantitatively analyse the cell dispersion, density and clustering of retained microorganisms on surfaces. Using quantitative descriptors has the potential to aid the understanding the effect of surface properties on the production of hygienic and antimicrobial coatings. Copyright © 2014 Elsevier B.V. All rights reserved.

Multifractality of cerebral blood flow

NASA Astrophysics Data System (ADS)

West, Bruce J.; Latka, Miroslaw; Glaubic-Latka, Marta; Latka, Dariusz

2003-02-01

Scale invariance, the property relating time series across multiple scales, has provided a new perspective of physiological phenomena and their underlying control systems. The traditional “signal plus noise” paradigm of the engineer was first replaced with a model in which biological time series have a fractal structure in time (Fractal Physiology, Oxford University Press, Oxford, 1994). This new paradigm was subsequently shown to be overly restrictive when certain physiological signals were found to be characterized by more than one scaling parameter and therefore to belong to a class of more complex processes known as multifractals (Fractals, Plenum Press, New York, 1988). Here we demonstrate that in addition to heart rate (Nature 399 (1999) 461) and human gait (Phys. Rev. E, submitted for publication), the nonlinear control system for cerebral blood flow (CBF) (Phys. Rev. Lett., submitted for publication; Phys. Rev. E 59 (1999) 3492) is multifractal. We also find that this multifractality is greatly reduced for subjects with “serious” migraine and we present a simple model for the underlying control process to describe this effect.

Right-side-stretched multifractal spectra indicate small-worldness in networks

NASA Astrophysics Data System (ADS)

Oświȩcimka, Paweł; Livi, Lorenzo; Drożdż, Stanisław

2018-04-01

Complex network formalism allows to explain the behavior of systems composed by interacting units. Several prototypical network models have been proposed thus far. The small-world model has been introduced to mimic two important features observed in real-world systems: i) local clustering and ii) the possibility to move across a network by means of long-range links that significantly reduce the characteristic path length. A natural question would be whether there exist several ;types; of small-world architectures, giving rise to a continuum of models with properties (partially) shared with other models belonging to different network families. Here, we take advantage of the interplay between network theory and time series analysis and propose to investigate small-world signatures in complex networks by analyzing multifractal characteristics of time series generated from such networks. In particular, we suggest that the degree of right-sided asymmetry of multifractal spectra is linked with the degree of small-worldness present in networks. This claim is supported by numerical simulations performed on several parametric models, including prototypical small-world networks, scale-free, fractal and also real-world networks describing protein molecules. Our results also indicate that right-sided asymmetry emerges with the presence of the following topological properties: low edge density, low average shortest path, and high clustering coefficient.

Nonstationary Dynamics Data Analysis with Wavelet-SVD Filtering

NASA Technical Reports Server (NTRS)

Brenner, Marty; Groutage, Dale; Bessette, Denis (Technical Monitor)

2001-01-01

Nonstationary time-frequency analysis is used for identification and classification of aeroelastic and aeroservoelastic dynamics. Time-frequency multiscale wavelet processing generates discrete energy density distributions. The distributions are processed using the singular value decomposition (SVD). Discrete density functions derived from the SVD generate moments that detect the principal features in the data. The SVD standard basis vectors are applied and then compared with a transformed-SVD, or TSVD, which reduces the number of features into more compact energy density concentrations. Finally, from the feature extraction, wavelet-based modal parameter estimation is applied.

Analysis of wavelet technology for NASA applications

NASA Technical Reports Server (NTRS)

Wells, R. O., Jr.

1994-01-01

The purpose of this grant was to introduce a broad group of NASA researchers and administrators to wavelet technology and to determine its future role in research and development at NASA JSC. The activities of several briefings held between NASA JSC scientists and Rice University researchers are discussed. An attached paper, 'Recent Advances in Wavelet Technology', summarizes some aspects of these briefings. Two proposals submitted to NASA reflect the primary areas of common interest. They are image analysis and numerical solutions of partial differential equations arising in computational fluid dynamics and structural mechanics.

Statistical analysis of Geopotential Height (GH) timeseries based on Tsallis non-extensive statistical mechanics

NASA Astrophysics Data System (ADS)

Karakatsanis, L. P.; Iliopoulos, A. C.; Pavlos, E. G.; Pavlos, G. P.

2018-02-01

In this paper, we perform statistical analysis of time series deriving from Earth's climate. The time series are concerned with Geopotential Height (GH) and correspond to temporal and spatial components of the global distribution of month average values, during the period (1948-2012). The analysis is based on Tsallis non-extensive statistical mechanics and in particular on the estimation of Tsallis' q-triplet, namely {qstat, qsens, qrel}, the reconstructed phase space and the estimation of correlation dimension and the Hurst exponent of rescaled range analysis (R/S). The deviation of Tsallis q-triplet from unity indicates non-Gaussian (Tsallis q-Gaussian) non-extensive character with heavy tails probability density functions (PDFs), multifractal behavior and long range dependences for all timeseries considered. Also noticeable differences of the q-triplet estimation found in the timeseries at distinct local or temporal regions. Moreover, in the reconstructive phase space revealed a lower-dimensional fractal set in the GH dynamical phase space (strong self-organization) and the estimation of Hurst exponent indicated multifractality, non-Gaussianity and persistence. The analysis is giving significant information identifying and characterizing the dynamical characteristics of the earth's climate.

The Wavelet ToolKat: A set of tools for the analysis of series through wavelet transforms. Application to the channel curvature and the slope control of three free meandering rivers in the Amazon basin.

NASA Astrophysics Data System (ADS)

Vaudor, Lise; Piegay, Herve; Wawrzyniak, Vincent; Spitoni, Marie

2016-04-01

The form and functioning of a geomorphic system result from processes operating at various spatial and temporal scales. Longitudinal channel characteristics thus exhibit complex patterns which vary according to the scale of study, might be periodic or segmented, and are generally blurred by noise. Describing the intricate, multiscale structure of such signals, and identifying at which scales the patterns are dominant and over which sub-reach, could help determine at which scales they should be investigated, and provide insights into the main controlling factors. Wavelet transforms aim at describing data at multiple scales (either in time or space), and are now exploited in geophysics for the analysis of nonstationary series of data. They provide a consistent, non-arbitrary, and multiscale description of a signal's variations and help explore potential causalities. Nevertheless, their use in fluvial geomorphology, notably to study longitudinal patterns, is hindered by a lack of user-friendly tools to help understand, implement, and interpret them. We have developed a free application, The Wavelet ToolKat, designed to facilitate the use of wavelet transforms on temporal or spatial series. We illustrate its usefulness describing longitudinal channel curvature and slope of three freely meandering rivers in the Amazon basin (the Purus, Juruá and Madre de Dios rivers), using topographic data generated from NASA's Shuttle Radar Topography Mission (SRTM) in 2000. Three types of wavelet transforms are used, with different purposes. Continuous Wavelet Transforms are used to identify in a non-arbitrary way the dominant scales and locations at which channel curvature and slope vary. Cross-wavelet transforms, and wavelet coherence and phase are used to identify scales and locations exhibiting significant channel curvature and slope co-variations. Maximal Overlap Discrete Wavelet Transforms decompose data into their variations at a series of scales and are used to provide smoothed descriptions of the series at the scales deemed relevant.

Wavelet based free-form deformations for nonrigid registration

NASA Astrophysics Data System (ADS)

Sun, Wei; Niessen, Wiro J.; Klein, Stefan

2014-03-01

In nonrigid registration, deformations may take place on the coarse and fine scales. For the conventional B-splines based free-form deformation (FFD) registration, these coarse- and fine-scale deformations are all represented by basis functions of a single scale. Meanwhile, wavelets have been proposed as a signal representation suitable for multi-scale problems. Wavelet analysis leads to a unique decomposition of a signal into its coarse- and fine-scale components. Potentially, this could therefore be useful for image registration. In this work, we investigate whether a wavelet-based FFD model has advantages for nonrigid image registration. We use a B-splines based wavelet, as defined by Cai and Wang.1 This wavelet is expressed as a linear combination of B-spline basis functions. Derived from the original B-spline function, this wavelet is smooth, differentiable, and compactly supported. The basis functions of this wavelet are orthogonal across scales in Sobolev space. This wavelet was previously used for registration in computer vision, in 2D optical flow problems,2 but it was not compared with the conventional B-spline FFD in medical image registration problems. An advantage of choosing this B-splines based wavelet model is that the space of allowable deformation is exactly equivalent to that of the traditional B-spline. The wavelet transformation is essentially a (linear) reparameterization of the B-spline transformation model. Experiments on 10 CT lung and 18 T1-weighted MRI brain datasets show that wavelet based registration leads to smoother deformation fields than traditional B-splines based registration, while achieving better accuracy.

True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence

NASA Astrophysics Data System (ADS)

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.

Long-range dependence and multifractality in the term structure of LIBOR interest rates

NASA Astrophysics Data System (ADS)

Cajueiro, Daniel O.; Tabak, Benjamin M.

2007-01-01

In this paper we present evidence of long-range dependence in LIBOR interest rates. We study a data set from 2000 to 2005, for six different currencies and various maturities. Empirical results suggest that the degree of long-range dependence decreases with maturity, with the exception of interest rates on Japanese Yen and on Indonesian Rupiah. Furthermore, interest rates have a multifractal nature and the degree of multifractality is much stronger for Indonesia (emerging market). These findings suggest that interest rates derivatives should take these features into account. Furthermore, fixed income risk and portfolio management should incorporate long-range dependence in the modeling of interest rates.

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

PubMed Central

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 swimming dynamics is multi-fractal in nature. Finally, we demonstrate that the multi-fractal characteristic of bacterial dynamics is strongly affected by bacterial density and chemoattractant concentration. PMID:28804259

Wavelet Analysis for Wind Fields Estimation

PubMed Central

Leite, Gladeston C.; Ushizima, Daniela M.; Medeiros, Fátima N. S.; de Lima, Gilson G.

2010-01-01

Wind field analysis from synthetic aperture radar images allows the estimation of wind direction and speed based on image descriptors. In this paper, we propose a framework to automate wind direction retrieval based on wavelet decomposition associated with spectral processing. We extend existing undecimated wavelet transform approaches, by including à trous with B3 spline scaling function, in addition to other wavelet bases as Gabor and Mexican-hat. The purpose is to extract more reliable directional information, when wind speed values range from 5 to 10 ms−1. Using C-band empirical models, associated with the estimated directional information, we calculate local wind speed values and compare our results with QuikSCAT scatterometer data. The proposed approach has potential application in the evaluation of oil spills and wind farms. PMID:22219699

Mesoscale Turbulence in the Ocean and Synergy of Variables: Merging of Smos and Aquarius SSS Maps Using New, Non-Parametric Methods

NASA Astrophysics Data System (ADS)

Turiel, A.; Umbert, M.; Hoareau, N.; Ballabrera-Poy, J.; Font, J.

2012-12-01

Remote sensing platforms onboard satellites provide synoptic maps of ocean surface and thus an accurate picture of many processes taking place in the ocean at mesoscale and sub-mesoscale levels mainly can be gained. Since the first ocean observation satellites these images has been exploited to assess ocean processes; however, extracting further dynamic information from remote sensing maps generally implies a higher degree of processing complexity, involving the use of numerical models and assimilation schemes. A critical variable for the understanding the climate system is Sea Surface Salinity (SSS). The arrival of SMOS and Aquarius missions has given us access to SSS in a regular basis. However, those images still suffer of many acquisition and processing issues, what precludes gaining a complete picture of ocean surface dynamics. In order to favor the oceanographic exploitation of SMOS and Aquarius maps new filtering schemes need to be devised. During the last years a new branch of image processing techniques applied to ocean observation has arisen with force, namely multiscale/multifractal analysis. Different scalars submitted to the action of the ocean flow develop an identical inner structure (multifractal structure) that can be revealed by means of the appropriate analysis tools (singularity analysis). These tools allow for instance to characterize surface currents from snapshots of different scalars (Turiel et al, Ocean Sciences, 2009). In this work we go further away, with the introduction of a new method to blend different types of scalar in a single map of improved quality. The method does not imply the introduction of any parameter, nor relies in any numerical model, but in the assumption that the action of the oceanic flow leads to the same multifractal structure in any ocean variable. The method allows, for instance, to use the multifractal structure coming from SST images to improve the quality of SSS maps (as illustrated in the figure). It can also be applied to merge SMOS and Aquarius maps to increase the quality and spatial coverage.; Top row: 10-day MW SST (left), SMOS SSS (middle), and SSS resulting from fusing SST singularities (right). Bottom row: Associated singularity exponents. Brighter colors are associated to most singular (i.e., negative) exponents.

Centrifugal compressor surge detecting method based on wavelet analysis of unsteady pressure fluctuations in typical stages

NASA Astrophysics Data System (ADS)

Izmaylov, R.; Lebedev, A.

2015-08-01

Centrifugal compressors are complex energy equipment. Automotive control and protection system should meet the requirements: of operation reliability and durability. In turbocompressors there are at least two dangerous areas: surge and rotating stall. Antisurge protecting systems usually use parametric or feature methods. As a rule industrial system are parametric. The main disadvantages of anti-surge parametric systems are difficulties in mass flow measurements in natural gas pipeline compressor. The principal idea of feature method is based on the experimental fact: as a rule just before the onset of surge rotating or precursor stall established in compressor. In this case the problem consists in detecting of unsteady pressure or velocity fluctuations characteristic signals. Wavelet analysis is the best method for detecting onset of rotating stall in spite of high level of spurious signals (rotating wakes, turbulence, etc.). This method is compatible with state of the art DSP systems of industrial control. Examples of wavelet analysis application for detecting onset of rotating stall in typical stages centrifugal compressor are presented. Experimental investigations include unsteady pressure measurement and sophisticated data acquisition system. Wavelet transforms used biorthogonal wavelets in Mathlab systems.

Rank Determination of Mental Functions by 1D Wavelets and Partial Correlation.

PubMed

Karaca, Y; Aslan, Z; Cattani, C; Galletta, D; Zhang, Y

2017-01-01

The main aim of this paper is to classify mental functions by the Wechsler Adult Intelligence Scale-Revised tests with a mixed method based on wavelets and partial correlation. The Wechsler Adult Intelligence Scale-Revised is a widely used test designed and applied for the classification of the adults cognitive skills in a comprehensive manner. In this paper, many different intellectual profiles have been taken into consideration to measure the relationship between the mental functioning and psychological disorder. We propose a method based on wavelets and correlation analysis for classifying mental functioning, by the analysis of some selected parameters measured by the Wechsler Adult Intelligence Scale-Revised tests. In particular, 1-D Continuous Wavelet Analysis, 1-D Wavelet Coefficient Method and Partial Correlation Method have been analyzed on some Wechsler Adult Intelligence Scale-Revised parameters such as School Education, Gender, Age, Performance Information Verbal and Full Scale Intelligence Quotient. In particular, we will show that gender variable has a negative but a significant role on age and Performance Information Verbal factors. The age parameters also has a significant relation in its role on Performance Information Verbal and Full Scale Intelligence Quotient change.

Wavelet analysis of frequency chaos game signal: a time-frequency signature of the C. elegans DNA.

PubMed

Messaoudi, Imen; Oueslati, Afef Elloumi; Lachiri, Zied

2014-12-01

Challenging tasks are encountered in the field of bioinformatics. The choice of the genomic sequence's mapping technique is one the most fastidious tasks. It shows that a judicious choice would serve in examining periodic patterns distribution that concord with the underlying structure of genomes. Despite that, searching for a coding technique that can highlight all the information contained in the DNA has not yet attracted the attention it deserves. In this paper, we propose a new mapping technique based on the chaos game theory that we call the frequency chaos game signal (FCGS). The particularity of the FCGS coding resides in exploiting the statistical properties of the genomic sequence itself. This may reflect important structural and organizational features of DNA. To prove the usefulness of the FCGS approach in the detection of different local periodic patterns, we use the wavelet analysis because it provides access to information that can be obscured by other time-frequency methods such as the Fourier analysis. Thus, we apply the continuous wavelet transform (CWT) with the complex Morlet wavelet as a mother wavelet function. Scalograms that relate to the organism Caenorhabditis elegans (C. elegans) exhibit a multitude of periodic organization of specific DNA sequences.

Element analysis: a wavelet-based method for analysing time-localized events in noisy time series

PubMed Central

2017-01-01

A method is derived for the quantitative analysis of signals that are composed of superpositions of isolated, time-localized ‘events’. Here, these events are taken to be well represented as rescaled and phase-rotated versions of generalized Morse wavelets, a broad family of continuous analytic functions. Analysing a signal composed of replicates of such a function using another Morse wavelet allows one to directly estimate the properties of events from the values of the wavelet transform at its own maxima. The distribution of events in general power-law noise is determined in order to establish significance based on an expected false detection rate. Finally, an expression for an event’s ‘region of influence’ within the wavelet transform permits the formation of a criterion for rejecting spurious maxima due to numerical artefacts or other unsuitable events. Signals can then be reconstructed based on a small number of isolated points on the time/scale plane. This method, termed element analysis, is applied to the identification of long-lived eddy structures in ocean currents as observed by along-track measurements of sea surface elevation from satellite altimetry. PMID:28484325

Anderson localization on the Cayley tree: multifractal statistics of the transmission at criticality and off criticality

NASA Astrophysics Data System (ADS)

Monthus, Cécile; Garel, Thomas

2011-04-01

In contrast to finite dimensions where disordered systems display multifractal statistics only at criticality, the tree geometry induces multifractal statistics for disordered systems also off criticality. For the Anderson tight-binding localization model defined on a tree of branching ratio K = 2 with N generations, we consider the Miller-Derrida scattering geometry (1994 J. Stat. Phys. 75 357), where an incoming wire is attached to the root of the tree, and where KN outcoming wires are attached to the leaves of the tree. In terms of the KN transmission amplitudes tj, the total Landauer transmission is T ≡ ∑j|tj|2, so that each channel j is characterized by the weight wj = |tj|2/T. We numerically measure the typical multifractal singularity spectrum f(α) of these weights as a function of the disorder strength W and we obtain the following conclusions for its left termination point α+(W). In the delocalized phase W < Wc, α+(W) is strictly positive α+(W) > 0 and is associated with a moment index q+(W) > 1. At criticality, it vanishes α+(Wc) = 0 and is associated with the moment index q+(Wc) = 1. In the localized phase W > Wc, α+(W) = 0 is associated with some moment index q+(W) < 1. We discuss the similarities with the exact results concerning the multifractal properties of the directed polymer on the Cayley tree.

Multifractal texture estimation for detection and segmentation of brain tumors.

PubMed

Islam, Atiq; Reza, Syed M S; Iftekharuddin, Khan M

2013-11-01

A stochastic model for characterizing tumor texture in brain magnetic resonance (MR) images is proposed. The efficacy of the model is demonstrated in patient-independent brain tumor texture feature extraction and tumor segmentation in magnetic resonance images (MRIs). Due to complex appearance in MRI, brain tumor texture is formulated using a multiresolution-fractal model known as multifractional Brownian motion (mBm). Detailed mathematical derivation for mBm model and corresponding novel algorithm to extract spatially varying multifractal features are proposed. A multifractal feature-based brain tumor segmentation method is developed next. To evaluate efficacy, tumor segmentation performance using proposed multifractal feature is compared with that using Gabor-like multiscale texton feature. Furthermore, novel patient-independent tumor segmentation scheme is proposed by extending the well-known AdaBoost algorithm. The modification of AdaBoost algorithm involves assigning weights to component classifiers based on their ability to classify difficult samples and confidence in such classification. Experimental results for 14 patients with over 300 MRIs show the efficacy of the proposed technique in automatic segmentation of tumors in brain MRIs. Finally, comparison with other state-of-the art brain tumor segmentation works with publicly available low-grade glioma BRATS2012 dataset show that our segmentation results are more consistent and on the average outperforms these methods for the patients where ground truth is made available.

Multifractal Texture Estimation for Detection and Segmentation of Brain Tumors

PubMed Central

Islam, Atiq; Reza, Syed M. S.

2016-01-01

A stochastic model for characterizing tumor texture in brain magnetic resonance (MR) images is proposed. The efficacy of the model is demonstrated in patient-independent brain tumor texture feature extraction and tumor segmentation in magnetic resonance images (MRIs). Due to complex appearance in MRI, brain tumor texture is formulated using a multiresolution-fractal model known as multifractional Brownian motion (mBm). Detailed mathematical derivation for mBm model and corresponding novel algorithm to extract spatially varying multifractal features are proposed. A multifractal feature-based brain tumor segmentation method is developed next. To evaluate efficacy, tumor segmentation performance using proposed multifractal feature is compared with that using Gabor-like multiscale texton feature. Furthermore, novel patient-independent tumor segmentation scheme is proposed by extending the well-known AdaBoost algorithm. The modification of AdaBoost algorithm involves assigning weights to component classifiers based on their ability to classify difficult samples and confidence in such classification. Experimental results for 14 patients with over 300 MRIs show the efficacy of the proposed technique in automatic segmentation of tumors in brain MRIs. Finally, comparison with other state-of-the art brain tumor segmentation works with publicly available low-grade glioma BRATS2012 dataset show that our segmentation results are more consistent and on the average outperforms these methods for the patients where ground truth is made available. PMID:23807424

Multifractal Characteristics of Axisymmetric Jet Turbulence Intensity from Rans Numerical Simulation

NASA Astrophysics Data System (ADS)

Seo, Yongwon; Ko, Haeng Sik; Son, Sangyoung

A turbulent jet bears diverse physical characteristics that have been unveiled yet. Of particular interest is to analyze the turbulent intensity, which has been a key factor to assess and determine turbulent jet performance since diffusive and mixing conditions are largely dependent on it. Multifractal measures are useful in terms of identifying characteristics of a physical quantity distributed over a spatial domain. This study examines the multifractal exponents of jet turbulence intensities obtained through numerical simulation. We acquired the turbulence intensities from numerical jet discharge experiments, where two types of nozzle geometry were tested based on a Reynolds-Averaged Navier-Stokes (RANS) equations. The k-𝜀 model and k-ω model were used for turbulence closure models. The results showed that the RANS model successfully regenerates transversal velocity profile, which is almost identical to an analytical solution. The RANS model also shows the decay of turbulence intensity in the longitudinal direction but it depends on the outfall nozzle lengths. The result indicates the existence of a common multifractal spectrum for turbulence intensity obtained from numerical simulation. Although the transverse velocity profiles are similar for two different turbulence models, the minimum Lipschitz-Hölder exponent (αmin) and entropy dimension (α1) are different. These results suggest that the multifractal exponents capture the difference in turbulence structures of hierarchical turbulence intensities produced by different turbulence models.

A Wavelet-Based Algorithm for the Spatial Analysis of Poisson Data

NASA Astrophysics Data System (ADS)

Freeman, P. E.; Kashyap, V.; Rosner, R.; Lamb, D. Q.

2002-01-01

Wavelets are scalable, oscillatory functions that deviate from zero only within a limited spatial regime and have average value zero, and thus may be used to simultaneously characterize the shape, location, and strength of astronomical sources. But in addition to their use as source characterizers, wavelet functions are rapidly gaining currency within the source detection field. Wavelet-based source detection involves the correlation of scaled wavelet functions with binned, two-dimensional image data. If the chosen wavelet function exhibits the property of vanishing moments, significantly nonzero correlation coefficients will be observed only where there are high-order variations in the data; e.g., they will be observed in the vicinity of sources. Source pixels are identified by comparing each correlation coefficient with its probability sampling distribution, which is a function of the (estimated or a priori known) background amplitude. In this paper, we describe the mission-independent, wavelet-based source detection algorithm ``WAVDETECT,'' part of the freely available Chandra Interactive Analysis of Observations (CIAO) software package. Our algorithm uses the Marr, or ``Mexican Hat'' wavelet function, but may be adapted for use with other wavelet functions. Aspects of our algorithm include: (1) the computation of local, exposure-corrected normalized (i.e., flat-fielded) background maps; (2) the correction for exposure variations within the field of view (due to, e.g., telescope support ribs or the edge of the field); (3) its applicability within the low-counts regime, as it does not require a minimum number of background counts per pixel for the accurate computation of source detection thresholds; (4) the generation of a source list in a manner that does not depend upon a detailed knowledge of the point spread function (PSF) shape; and (5) error analysis. These features make our algorithm considerably more general than previous methods developed for the analysis of X-ray image data, especially in the low count regime. We demonstrate the robustness of WAVDETECT by applying it to an image from an idealized detector with a spatially invariant Gaussian PSF and an exposure map similar to that of the Einstein IPC; to Pleiades Cluster data collected by the ROSAT PSPC; and to simulated Chandra ACIS-I image of the Lockman Hole region.

Use of the Morlet mother wavelet in the frequency-scale domain decomposition technique for the modal identification of ambient vibration responses

NASA Astrophysics Data System (ADS)

Le, Thien-Phu

2017-10-01

The frequency-scale domain decomposition technique has recently been proposed for operational modal analysis. The technique is based on the Cauchy mother wavelet. In this paper, the approach is extended to the Morlet mother wavelet, which is very popular in signal processing due to its superior time-frequency localization. Based on the regressive form and an appropriate norm of the Morlet mother wavelet, the continuous wavelet transform of the power spectral density of ambient responses enables modes in the frequency-scale domain to be highlighted. Analytical developments first demonstrate the link between modal parameters and the local maxima of the continuous wavelet transform modulus. The link formula is then used as the foundation of the proposed modal identification method. Its practical procedure, combined with the singular value decomposition algorithm, is presented step by step. The proposition is finally verified using numerical examples and a laboratory test.

Multi-resolution analysis for ear recognition using wavelet features

NASA Astrophysics Data System (ADS)

Shoaib, M.; Basit, A.; Faye, I.

2016-11-01

Security is very important and in order to avoid any physical contact, identification of human when they are moving is necessary. Ear biometric is one of the methods by which a person can be identified using surveillance cameras. Various techniques have been proposed to increase the ear based recognition systems. In this work, a feature extraction method for human ear recognition based on wavelet transforms is proposed. The proposed features are approximation coefficients and specific details of level two after applying various types of wavelet transforms. Different wavelet transforms are applied to find the suitable wavelet. Minimum Euclidean distance is used as a matching criterion. Results achieved by the proposed method are promising and can be used in real time ear recognition system.

Texture Analysis of Recurrence Plots Based on Wavelets and PSO for Laryngeal Pathologies Detection.

PubMed

Souza, Taciana A; Vieira, Vinícius J D; Correia, Suzete E N; Costa, Silvana L N C; de A Costa, Washington C; Souza, Micael A

2015-01-01

This paper deals with the discrimination between healthy and pathological speech signals using recurrence plots and wavelet transform with texture features. Approximation and detail coefficients are obtained from the recurrence plots using Haar wavelet transform, considering one decomposition level. The considered laryngeal pathologies are: paralysis, Reinke's edema and nodules. Accuracy rates above 86% were obtained by means of the employed method.

Classification of arterial and venous cerebral vasculature based on wavelet postprocessing of CT perfusion data.

PubMed

Havla, Lukas; Schneider, Moritz J; Thierfelder, Kolja M; Beyer, Sebastian E; Ertl-Wagner, Birgit; Reiser, Maximilian F; Sommer, Wieland H; Dietrich, Olaf

2016-02-01

The purpose of this study was to propose and evaluate a new wavelet-based technique for classification of arterial and venous vessels using time-resolved cerebral CT perfusion data sets. Fourteen consecutive patients (mean age 73 yr, range 17-97) with suspected stroke but no pathology in follow-up MRI were included. A CT perfusion scan with 32 dynamic phases was performed during intravenous bolus contrast-agent application. After rigid-body motion correction, a Paul wavelet (order 1) was used to calculate voxelwise the wavelet power spectrum (WPS) of each attenuation-time course. The angiographic intensity A was defined as the maximum of the WPS, located at the coordinates T (time axis) and W (scale/width axis) within the WPS. Using these three parameters (A, T, W) separately as well as combined by (1) Fisher's linear discriminant analysis (FLDA), (2) logistic regression (LogR) analysis, or (3) support vector machine (SVM) analysis, their potential to classify 18 different arterial and venous vessel segments per subject was evaluated. The best vessel classification was obtained using all three parameters A and T and W [area under the curve (AUC): 0.953 with FLDA and 0.957 with LogR or SVM]. In direct comparison, the wavelet-derived parameters provided performance at least equal to conventional attenuation-time-course parameters. The maximum AUC obtained from the proposed wavelet parameters was slightly (although not statistically significantly) higher than the maximum AUC (0.945) obtained from the conventional parameters. A new method to classify arterial and venous cerebral vessels with high statistical accuracy was introduced based on the time-domain wavelet transform of dynamic CT perfusion data in combination with linear or nonlinear multidimensional classification techniques.

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

NASA Astrophysics Data System (ADS)

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.

Quality of reconstruction of compressed off-axis digital holograms by frequency filtering and wavelets.

PubMed

Cheremkhin, Pavel A; Kurbatova, Ekaterina A

2018-01-01

Compression of digital holograms can significantly help with the storage of objects and data in 2D and 3D form, its transmission, and its reconstruction. Compression of standard images by methods based on wavelets allows high compression ratios (up to 20-50 times) with minimum losses of quality. In the case of digital holograms, application of wavelets directly does not allow high values of compression to be obtained. However, additional preprocessing and postprocessing can afford significant compression of holograms and the acceptable quality of reconstructed images. In this paper application of wavelet transforms for compression of off-axis digital holograms are considered. The combined technique based on zero- and twin-order elimination, wavelet compression of the amplitude and phase components of the obtained Fourier spectrum, and further additional compression of wavelet coefficients by thresholding and quantization is considered. Numerical experiments on reconstruction of images from the compressed holograms are performed. The comparative analysis of applicability of various wavelets and methods of additional compression of wavelet coefficients is performed. Optimum parameters of compression of holograms by the methods can be estimated. Sizes of holographic information were decreased up to 190 times.

Identification Method of Mud Shale Fractures Base on Wavelet Transform

NASA Astrophysics Data System (ADS)

Xia, Weixu; Lai, Fuqiang; Luo, Han

2018-01-01

In recent years, inspired by seismic analysis technology, a new method for analysing mud shale fractures oil and gas reservoirs by logging properties has emerged. By extracting the high frequency attribute of the wavelet transform in the logging attribute, the formation information hidden in the logging signal is extracted, identified the fractures that are not recognized by conventional logging and in the identified fracture segment to show the “cycle jump”, “high value”, “spike” and other response effect is more obvious. Finally formed a complete wavelet denoising method and wavelet high frequency identification fracture method.

Multiscaling of vegetative indexes from remote sensing images obtained at different spatial resolutions

NASA Astrophysics Data System (ADS)

Alonso, Carmelo; Tarquis, Ana M.; Zuñiga, Ignacio; Benito, Rosa M.

2017-04-01

Vegetation indexes, such as Normalized Difference Vegetation Index (NDVI) and enhanced Vegetation index (EVI), can been used to estimate root zone soil moisture through high resolution remote sensing images. These indexes are based in red (R), near infrared (NIR) and blue (B) wavelengths data. In this work we have studied the scaling properties of both vegetation indexes analyzing the information contained in two satellite data: Landsat-7 and Ikonos. Because of the potential capacity for systematic observations at various scales, remote sensing technology extends possible data archives from present time to over several decades back. For 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. To study the influence of the spatial resolution the vegetation indexes map estimated with Ikonos-2 coded in 8 bits, with a resolution of 4m, have been compared through a multifractal analysis with the ones obtained with Lansat-7 8 bits, of 30 m. resolution, on the same area of study. The scaling behaviour of NDVI and EVI presents several differences that will be discussed based on the multifractal parameters extracted from the analysis. REFERENCES Alonso, C., Tarquis, A. M., Benito, R. M. and Zuñiga, I. Correlation scaling properties between soil moisture and vegetation indices. Geophysical Research Abstracts, 11, EGU2009-13932, 2009. Alonso, C., Tarquis, A. M. and Benito, R. M. Comparison of fractal dimensions based on segmented NDVI fields obtained from different remote sensors. Geophysical Research Abstracts, 14, EGU2012-14342, 2012. Escribano Rodriguez, J., Alonso, C., Tarquis, A.M., Benito, R.M. and Hernandez Diaz-Ambrona, C. Comparison of NDVI fields obtained from different remote sensors. Geophysical Research Abstracts,15, EGU2013-14153, 2013. Lovejoy, S., Tarquis, A., Gaonac'h, H. and Schertzer, D. Single and multiscale remote sensing techniques, multifractals and MODIS derived vegetation and soil moisture, Vadose Zone J., 7, 533-546, 2008. Renosh, P. R., Schmitt, F. G., and Loisel, H.: Scaling analysis of ocean surface turbulent heterogeneities from satellite remote sensing: use of 2D structure functions. PLoS ONE, 10, e0126975, 2015. Tarquis, A.M., Platonov, A., Matulka, A., Grau, J., Sekula, E., Diez, M. and Redondo J. M. Application of multifractal analysis to the study of SAR features and oil spills on the ocean surface. Nonlin. Processes Geophys., 21, 439-450, 2014.

Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model

NASA Astrophysics Data System (ADS)

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.

Parametric scaling from species to growth-form diversity: an interesting analogy with multifractal functions.

PubMed

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.

Linear and Nonlinear Statistical Characterization of DNA

NASA Astrophysics Data System (ADS)

Norio Oiwa, Nestor; Goldman, Carla; Glazier, James

2002-03-01

We find spatial order in the distribution of protein-coding (including RNAs) and control segments of GenBank genomic sequences, irrespective of ATCG content. This is achieved by correlations, histograms, fractal dimensions and singularity spectra. Estimates of these quantities in complete nuclear genome indicate that coding sequences are long-range correlated and their disposition are self-similar (multifractal) for eukaryotes. These characteristics are absent in prokaryotes, where there are few noncoding sequences, suggesting the `junk' DNA play a relevant role to the genome structure and function. Concerning the genetic message of ATCG sequences, we build a random walk (Levy flight), using DNA symmetry arguments, where we associate A, T, C and G as left, right, down and up steps, respectively. Nonlinear analysis of mitochondrial DNA walks reveal multifractal pattern based on palindromic sequences, which fold in hairpins and loops.