Dashtian, Hassan; Jafari, G. Reza; Sahimi, Muhammad; … - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 11, pp. 2096-2111
Three distinct methods, namely, the spectral density, the multifractal random walk approach, and the multifractal … exhibit multifractal characteristics, and the estimated Hurst exponents by the three methods are close to each other. Using … multifractal detrended fluctuation analysis and the shuffled and surrogated data, we find that the source of multifractality is due …