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- W2028530429 abstract "We address two common major problems in the study of time series characterizing fluctuations in complex systems: multifractal analysis and multifractal modeling. Specifically, we introduce a multi-fractal centered moving average (MF-CMA) analysis, which is computationally easier but equivalently performing compared with the well-established multi-fractal detrended fluctuation analysis (MF-DFA) with linear detrending. In addition, we study in detail a generalized binomial multi-fractal model (GB-MFM) to conveniently and reliably generate multifractal surrogate data with arbitrary singularity strengths and arbitrary long-term persistence. We use the data generated by this model as well as realistic, by construction monofractal data series with crossovers and trends to test and compare the multifractal analysis methods and discuss finite-size effects as well as limitations due to spurious multifractality." @default.
- W2028530429 created "2016-06-24" @default.
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- W2028530429 date "2011-07-01" @default.
- W2028530429 modified "2023-10-18" @default.
- W2028530429 title "Multifractal moving average analysis and test of multifractal model with tuned correlations" @default.
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- W2028530429 doi "https://doi.org/10.1016/j.physa.2011.03.002" @default.
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