Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses

The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series containing non-uniform structures with only isolated singularities. Signals generated by simulated and experimentally-rea...

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Autores principales:	Oświȩcimka, Paweł, Drożdż, Stanisław, Frasca, Mattia, Gȩbarowski, Robert, Yoshimura, Natsue, Zunino, Luciano José, Minati, Ludovico
Formato:	Articulo
Lenguaje:	Inglés
Publicado:	2020
Materias:	Física Chaotic oscillator Complexity Dynamical system Hölder exponents Multifractal analysis Multifractal spectrum Singularity Time-series analysis
Acceso en línea:	http://sedici.unlp.edu.ar/handle/10915/133112
Aporte de:	SEDICI (UNLP) de Universidad Nacional de La Plata

id	I19-R120-10915-133112
record_format	dspace
institution	Universidad Nacional de La Plata
institution_str	I-19
repository_str	R-120
collection	SEDICI (UNLP)
language	Inglés
topic	Física Chaotic oscillator Complexity Dynamical system Hölder exponents Multifractal analysis Multifractal spectrum Singularity Time-series analysis
spellingShingle	Física Chaotic oscillator Complexity Dynamical system Hölder exponents Multifractal analysis Multifractal spectrum Singularity Time-series analysis Oświȩcimka, Paweł Drożdż, Stanisław Frasca, Mattia Gȩbarowski, Robert Yoshimura, Natsue Zunino, Luciano José Minati, Ludovico Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses
topic_facet	Física Chaotic oscillator Complexity Dynamical system Hölder exponents Multifractal analysis Multifractal spectrum Singularity Time-series analysis
description	The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series containing non-uniform structures with only isolated singularities. Signals generated by simulated and experimentally-realized chaos generators, together with synthetic data addressing particular aspects, are taken into consideration. The results reveal essential limitations affecting the ability of both methods to correctly infer the non-multifractal nature of signals devoid of a cascade-like hierarchy of singularities. Namely, signals harboring only isolated singularities are found to artefactually give rise to broad multifractal spectra, resembling those expected in the presence of a well-developed underlying multifractal structure. Hence, there is a real risk of incorrectly inferring multifractality due to isolated singularities. The careful consideration of local scaling properties and the distribution of Holder exponent obtained, for example, through wavelet analysis, is indispensable for rigorously assessing the presence or absence of multifractality.
format	Articulo Articulo
author	Oświȩcimka, Paweł Drożdż, Stanisław Frasca, Mattia Gȩbarowski, Robert Yoshimura, Natsue Zunino, Luciano José Minati, Ludovico
author_facet	Oświȩcimka, Paweł Drożdż, Stanisław Frasca, Mattia Gȩbarowski, Robert Yoshimura, Natsue Zunino, Luciano José Minati, Ludovico
author_sort	Oświȩcimka, Paweł
title	Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses
title_short	Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses
title_full	Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses
title_fullStr	Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses
title_full_unstemmed	Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses
title_sort	wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses
publishDate	2020
url	http://sedici.unlp.edu.ar/handle/10915/133112
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bdutipo_str	Repositorios
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Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses

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