Investigating long-range correlation by the Hurst exponent, H, is crucial in the study of time series. Recently, empirical-mode-decomposition-based arbitrary-order Hilbert spectral analysis (EMD-HSA) has been proposed to numerically obtain without proof a scaling relationship, generated from the...

An empirical study of stable distribution and long-range correlation in Brent crude oil market was presented. First, it is found that the empirical distribution of Brent crude oil returns can be fitted well by a stable distribution, which is significantly different from a normal distribution....

The first evidence of asymmetric upward and downward persistence in the global sea surface temperature anomaly (SSTA) is revealed from the observations with the asymmetric detrended fluctuation analysis (A-DFA) method. Global distributions of the scaling exponents which quantify the degree of...

As an emerging financial market, the trading value of carbon emission trading market has definitely increased. In recent years, the carbon emission allowances have already become a way of investment. They are bought and sold not only by carbon emitters but also by investors. In this paper, we...

The multifractal dimensionality Dq as a function of q expresses the distribution of measure over space. When all the moments scale with resolution in exactly the same way, we have a flat spectrum, and a single monofractal dimensionality. We argue that for multifractal spectra the scaling of the...

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...

We propose a systematic method to choose the scaling range for multifractal analysis, and we illustrate this method by examining the texture of paper formation and pore space of sedimentary chalks. To clarify the statistical meaning of a texture characterization based on the moments of a measure...

Two-dimensional multifractal analysis is performed in a seismic area of Northern Greece responsible for recent strong earthquakes, including the Arnea sequence of May 1995, culminating in a M<Subscript>w</Subscript> 5.3 event on 4/5/1995. It is found that multifractality gradually increases prior to the major seismic...</subscript>

We study the interspike intervals (ISI) time series of the spontaneous fusimotor neuron activity by applying the wavelet transform analysis and confirm the existence of the white noise characteristics of the ISI time series. This means that the neuron activity may serve as the requisite noisy...