Showing 1 - 10 of 727
This paper provides new empirical evidence for intraday scaling behavior of stock market returns utilizing a 5min stock … across time scales and accordingly, volatility scaling is nonlinear under such a data generating mechanism. …
Persistent link: https://www.econbiz.de/10011057213
We develop a new approach to the fractal analysis of time series of various natural, technological and social processes. To compute the fractal dimension, we introduce the sequence of the minimal covers associated with a decreasing scale δ. This results in new fractal characteristics: the...
Persistent link: https://www.econbiz.de/10011061685
We present a stochastic model of gait rhythm dynamics, based on transitions between different “neural centers”, that reproduces distinctive statistical properties of normal human walking. By tuning one model parameter, the transition (hopping) range, the model can describe alterations in...
Persistent link: https://www.econbiz.de/10011063059
scaling: the vertical extent (Δz) of structures is typically ≈ΔxHz where Δx is the horizontal extent and Hz is a …
Persistent link: https://www.econbiz.de/10011063195
In the past five to ten years mounting evidence has arisen indicating that the large-scale spatial number density of galaxies may be governed by fractal or multifractal statistics. In this paper we extend this idea by searching for multifractal behaviour in other density fields. Namely,...
Persistent link: https://www.econbiz.de/10010586430
initial, or seed, earthquake is specified. The subsequent earthquakes are obtained from the statistical distributions of … magnitude, time, and location. The magnitude scaling is based on a combination of the Gutenberg–Richter scaling relation and the … modified Båth’s law for the scaling relation of aftershocks relative to the magnitude of the seed earthquake. Omori’s law …
Persistent link: https://www.econbiz.de/10011060050
Scaling behavior of the temporal variability in self-potential data recorded in the frequency range 0<f<0.125Hz during … scaling in nonstationary time series, deviations from stable power-law scaling were quantified. Our findings point to an … evident unstable scaling behavior in self-potential data before the occurrence of the seismic event. These first results could …
Persistent link: https://www.econbiz.de/10010591533
The scaling properties of two alternative fractal models recently proposed to characterize the dynamics of stock market … time series, the partition function as well as the scaling function of the mBm, i.e. of a generally non …
Persistent link: https://www.econbiz.de/10005495791
identified the fan-like convergent geometry of scaling functions yielding a limit value (termed focus) for all moments at the … largest scale. Building on this behavior of scaling, we introduce the novel concept of focus-based multifractal formalism. It … relies on enforcing this universal behavior when the moment-wise scaling exponents are assessed for the scaling functions …
Persistent link: https://www.econbiz.de/10011077874
This paper presents a novel approach for the local analysis of the contour of a planar real world shape. The 1D representation of that contour is a very complicated signal with several non isolated and oscillating singularities, which represent the micro-structure of the shape. The analysis of...
Persistent link: https://www.econbiz.de/10010870052