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- W3100542952 abstract "Correlations in multifractal series have been investigated, extensively. Almost all approaches try to find scaling features of a given time series. However, the analysis of such scaling properties has some difficulties such as finding a proper scaling region. On the other hand, such correlation detection methods may be affected by the probability distribution function of the series. In this article, we apply the horizontal visibility graph algorithm to map stochastic time series into networks. By investigating the magnitude and sign of a multifractal time series, we show that one can detect linear as well as nonlinear correlations, even for situations that have been considered as uncorrelated noises by typical approaches like MFDFA. In this respect, we introduce a topological parameter that can well measure the strength of nonlinear correlations. This parameter is independent of the probability distribution function and calculated without the need to find any scaling region. Our findings may provide new insights about the multifractal analysis of time series in a variety of complex systems." @default.
- W3100542952 created "2020-11-23" @default.
- W3100542952 creator A5047921674 @default.
- W3100542952 date "2020-01-01" @default.
- W3100542952 modified "2023-10-14" @default.
- W3100542952 title "Nonlinear correlations in multifractals: Visibility graphs of magnitude and sign series" @default.
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- W3100542952 doi "https://doi.org/10.1063/1.5132614" @default.
- W3100542952 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/32013476" @default.
- W3100542952 hasPublicationYear "2020" @default.
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