FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2765366346> ?p ?o ?g. }

• W2765366346 abstract "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 $ensuremath{tau}(q)$ is related to the partition function and the multifractal spectrum $f(ensuremath{alpha})$ 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 $f(ensuremath{alpha})$ 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." @default.
• W2765366346 created "2017-11-10" @default.
• W2765366346 creator A5061944773 @default.
• W2765366346 creator A5062801231 @default.
• W2765366346 creator A5075941726 @default.
• W2765366346 date "2017-11-03" @default.
• W2765366346 modified "2023-10-15" @default.
• W2765366346 title "Direct determination approach for the multifractal detrending moving average analysis" @default.
• W2765366346 cites W1560777281 @default.
• W2765366346 cites W1562608595 @default.
• W2765366346 cites W1970410877 @default.
• W2765366346 cites W1971530980 @default.
• W2765366346 cites W1973072331 @default.
• W2765366346 cites W1980118756 @default.
• W2765366346 cites W1981328240 @default.
• W2765366346 cites W1986876468 @default.
• W2765366346 cites W1991038884 @default.
• W2765366346 cites W1991595392 @default.
• W2765366346 cites W1994529101 @default.
• W2765366346 cites W2005149961 @default.
• W2765366346 cites W2007504260 @default.
• W2765366346 cites W2009101175 @default.
• W2765366346 cites W2009790801 @default.
• W2765366346 cites W2011083367 @default.
• W2765366346 cites W2012548631 @default.
• W2765366346 cites W2017405438 @default.
• W2765366346 cites W2017738582 @default.
• W2765366346 cites W2017821362 @default.
• W2765366346 cites W2018509194 @default.
• W2765366346 cites W2025600593 @default.
• W2765366346 cites W2026623386 @default.
• W2765366346 cites W2028530429 @default.
• W2765366346 cites W2031831967 @default.
• W2765366346 cites W2032110877 @default.
• W2765366346 cites W2032456190 @default.
• W2765366346 cites W2033750748 @default.
• W2765366346 cites W2036280280 @default.
• W2765366346 cites W2046969942 @default.
• W2765366346 cites W2049359114 @default.
• W2765366346 cites W2059656582 @default.
• W2765366346 cites W2061550223 @default.
• W2765366346 cites W2061742818 @default.
• W2765366346 cites W2071602085 @default.
• W2765366346 cites W2078206416 @default.
• W2765366346 cites W2087829439 @default.
• W2765366346 cites W2089062302 @default.
• W2765366346 cites W2089409887 @default.
• W2765366346 cites W2091555286 @default.
• W2765366346 cites W2103847004 @default.
• W2765366346 cites W2112119637 @default.
• W2765366346 cites W2129888943 @default.
• W2765366346 cites W2145500502 @default.
• W2765366346 cites W2149976212 @default.
• W2765366346 cites W2163023161 @default.
• W2765366346 cites W2256739578 @default.
• W2765366346 cites W2320679029 @default.
• W2765366346 cites W2341760625 @default.
• W2765366346 cites W2399371072 @default.
• W2765366346 cites W2475252172 @default.
• W2765366346 cites W2548527114 @default.
• W2765366346 cites W2963864696 @default.
• W2765366346 cites W3098375398 @default.
• W2765366346 cites W3100719743 @default.
• W2765366346 cites W3101912922 @default.
• W2765366346 cites W3103696671 @default.
• W2765366346 cites W4294183471 @default.
• W2765366346 cites W67284852 @default.
• W2765366346 cites W771189445 @default.
• W2765366346 doi "https://doi.org/10.1103/physreve.96.052201" @default.
• W2765366346 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/29347787" @default.
• W2765366346 hasPublicationYear "2017" @default.
• W2765366346 type Work @default.
• W2765366346 sameAs 2765366346 @default.
• W2765366346 citedByCount "24" @default.
• W2765366346 countsByYear W27653663462018 @default.
• W2765366346 countsByYear W27653663462019 @default.
• W2765366346 countsByYear W27653663462020 @default.
• W2765366346 countsByYear W27653663462021 @default.
• W2765366346 countsByYear W27653663462022 @default.
• W2765366346 crossrefType "journal-article" @default.
• W2765366346 hasAuthorship W2765366346A5061944773 @default.
• W2765366346 hasAuthorship W2765366346A5062801231 @default.
• W2765366346 hasAuthorship W2765366346A5075941726 @default.
• W2765366346 hasBestOaLocation W27653663462 @default.
• W2765366346 hasConcept C105795698 @default.
• W2765366346 hasConcept C108819105 @default.
• W2765366346 hasConcept C112401455 @default.
• W2765366346 hasConcept C11413529 @default.
• W2765366346 hasConcept C121332964 @default.
• W2765366346 hasConcept C121864883 @default.
• W2765366346 hasConcept C124101348 @default.
• W2765366346 hasConcept C133905733 @default.
• W2765366346 hasConcept C134306372 @default.
• W2765366346 hasConcept C138885662 @default.
• W2765366346 hasConcept C149782125 @default.
• W2765366346 hasConcept C2778401447 @default.
• W2765366346 hasConcept C2780009758 @default.
• W2765366346 hasConcept C2780388253 @default.
• W2765366346 hasConcept C33923547 @default.
• W2765366346 hasConcept C40636538 @default.

• next