Estimation of multifractality based on natural time analysis

Apostolis Mintzelas, N.V. Sarlis, Stavros Christopoulos

Research output: Contribution to journalArticle

5 Citations (Scopus)
19 Downloads (Pure)

Abstract

Recent studies have shown that results deduced on the basis of a new time domain termed natural time reveal that novel dynamical features hidden behind time-series in complex systems can be uncovered. Here, we propose a method for estimating the multifractal behavior of time series by studying the fluctuations of natural time under time reversal. Examples of the application of this method to fractional Gaussian noises, fractional Brownian motions, binomial multifractal series, Lévy processes as well as interbeat intervals’ time series from electrocardiograms are presented.

Original languageEnglish
Pages (from-to)153-164
Number of pages11
JournalPhysica A: Statistical Mechanics and its Applications
Volume512
Early online date4 Aug 2018
DOIs
Publication statusPublished - Dec 2018

Bibliographical note

NOTICE: this is the author’s version of a work that was accepted for publication in Physica A: Statistical Mechanics and its Applications. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Physica A: Statistical Mechanics and its Applications, VOL 512, (2018)] DOI: 10.1016/j.physa.2018.08.015

© 2017, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/

Keywords

  • Heart rate variability
  • fBm
  • Time reversal
  • Natural time
  • Multifractals
  • fGn

Fingerprint Dive into the research topics of 'Estimation of multifractality based on natural time analysis'. Together they form a unique fingerprint.

  • Cite this