Estimation of multifractality based on natural time analysis

A. Mintzelas, N. V. Sarlis, S. R.G. Christopoulos

Research output: Contribution to journalArticlepeer-review

11 Citations (Scopus)

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 pages12
JournalPhysica A: Statistical Mechanics and its Applications
Volume512
Early online date13 Aug 2018
DOIs
Publication statusPublished - 15 Dec 2018
Externally publishedYes

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