Stability of the multifractal spectra by transformations of discrete series

In this work we use α-bi-Lipschitz transformation of signals both from empirical and theoretical sources to obtain new tests for the accomplishment of the multifractal formalisms associated with many methods (Wavelet Leaders, Wavelet Transform Modulus Maxima, Multifractal Detrended Fluctuation Analy...

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Autores principales: Corvalán, A., Serrano, E.
Formato: CONF
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Acceso en línea:http://hdl.handle.net/20.500.12110/paper_0277786X_v6701_n_p_Corvalan
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spelling todo:paper_0277786X_v6701_n_p_Corvalan2023-10-03T15:16:37Z Stability of the multifractal spectra by transformations of discrete series Corvalán, A. Serrano, E. bi-Lipschitz transformations Multifractal spectrum Non-linear forecasting Signal processing Wavelet leaders Bi-Lipschitz transformations Multifractal spectrum Non-linear forecasting Algorithms Fractals Numerical methods Signal processing Spectrum analysis Wavelet transforms In this work we use α-bi-Lipschitz transformation of signals both from empirical and theoretical sources to obtain new tests for the accomplishment of the multifractal formalisms associated with many methods (Wavelet Leaders, Wavelet Transform Modulus Maxima, Multifractal Detrended Fluctuation Analysis, Box Counting, and other) and we give improvements of the present algorithms that result numerically more trustworthy. Moreover the multifractal spectrum does not change in the theory, but as the numeric implementation of the computations may differ for discrete series so we can analyze its variation to study the stability of the proposed algorithms to compute it. In addition some single coefficients that have been proposed to quantify the whole irregularity of the signal are preserved by enough high a-bi-Lipschitz transformations. We exhibit the performance of the tests and the improvements of this methods not only in signals generated from deterministic (or sometimes random) numerical processes performed with the computer but also against series from empirical sources in which the multifractal spectrum and the irregularity coefficient were proven of utility both from the analysis and the segmentation of the signal in significant parts as series of Longwave outgoing radiation of tropical regions (and the consequent forecasting applications of precipitations) and certain series of EEG (from patients with crisis of brain absences for instance) and the ability to distinguish (and perhaps to predict) the beginning of the consecutive stages. CONF info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_0277786X_v6701_n_p_Corvalan
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic bi-Lipschitz transformations
Multifractal spectrum
Non-linear forecasting
Signal processing
Wavelet leaders
Bi-Lipschitz transformations
Multifractal spectrum
Non-linear forecasting
Algorithms
Fractals
Numerical methods
Signal processing
Spectrum analysis
Wavelet transforms
spellingShingle bi-Lipschitz transformations
Multifractal spectrum
Non-linear forecasting
Signal processing
Wavelet leaders
Bi-Lipschitz transformations
Multifractal spectrum
Non-linear forecasting
Algorithms
Fractals
Numerical methods
Signal processing
Spectrum analysis
Wavelet transforms
Corvalán, A.
Serrano, E.
Stability of the multifractal spectra by transformations of discrete series
topic_facet bi-Lipschitz transformations
Multifractal spectrum
Non-linear forecasting
Signal processing
Wavelet leaders
Bi-Lipschitz transformations
Multifractal spectrum
Non-linear forecasting
Algorithms
Fractals
Numerical methods
Signal processing
Spectrum analysis
Wavelet transforms
description In this work we use α-bi-Lipschitz transformation of signals both from empirical and theoretical sources to obtain new tests for the accomplishment of the multifractal formalisms associated with many methods (Wavelet Leaders, Wavelet Transform Modulus Maxima, Multifractal Detrended Fluctuation Analysis, Box Counting, and other) and we give improvements of the present algorithms that result numerically more trustworthy. Moreover the multifractal spectrum does not change in the theory, but as the numeric implementation of the computations may differ for discrete series so we can analyze its variation to study the stability of the proposed algorithms to compute it. In addition some single coefficients that have been proposed to quantify the whole irregularity of the signal are preserved by enough high a-bi-Lipschitz transformations. We exhibit the performance of the tests and the improvements of this methods not only in signals generated from deterministic (or sometimes random) numerical processes performed with the computer but also against series from empirical sources in which the multifractal spectrum and the irregularity coefficient were proven of utility both from the analysis and the segmentation of the signal in significant parts as series of Longwave outgoing radiation of tropical regions (and the consequent forecasting applications of precipitations) and certain series of EEG (from patients with crisis of brain absences for instance) and the ability to distinguish (and perhaps to predict) the beginning of the consecutive stages.
format CONF
author Corvalán, A.
Serrano, E.
author_facet Corvalán, A.
Serrano, E.
author_sort Corvalán, A.
title Stability of the multifractal spectra by transformations of discrete series
title_short Stability of the multifractal spectra by transformations of discrete series
title_full Stability of the multifractal spectra by transformations of discrete series
title_fullStr Stability of the multifractal spectra by transformations of discrete series
title_full_unstemmed Stability of the multifractal spectra by transformations of discrete series
title_sort stability of the multifractal spectra by transformations of discrete series
url http://hdl.handle.net/20.500.12110/paper_0277786X_v6701_n_p_Corvalan
work_keys_str_mv AT corvalana stabilityofthemultifractalspectrabytransformationsofdiscreteseries
AT serranoe stabilityofthemultifractalspectrabytransformationsofdiscreteseries
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