Download or read book Multifractals written by David Harte and published by CRC Press. This book was released on 2001-06-26 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although multifractals are rooted in probability, much of the related literature comes from the physics and mathematics arena. Multifractals: Theory and Applications pulls together ideas from both these areas using a language that makes them accessible and useful to statistical scientists. It provides a framework, in particular, for the evaluation

Download or read book Multifractal Volatility written by Laurent E. Calvet and published by Academic Press. This book was released on 2008-10-13 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance. A large existing literature (e.g., Engle, 1982; Rossi, 1995) models volatility as an average of past shocks, possibly with a noise component. This approach often has difficulty capturing sharp discontinuities and large changes in financial volatility. Their research has shown the advantages of modelling volatility as subject to abrupt regime changes of heterogeneous durations. Using the intuition that some economic phenomena are long-lasting while others are more transient, they permit regimes to have varying degrees of persistence. By drawing on insights from the use of multifractals in the natural sciences and mathematics, they show how to construct high-dimensional regime-switching models that are easy to estimate, and substantially outperform some of the best traditional forecasting models such as GARCH. The goal of Multifractal Volatility is to popularize the approach by presenting these exciting new developments to a wider audience. They emphasize both theoretical and empirical applications, beginning with a style that is easily accessible and intuitive in early chapters, and extending to the most rigorous continuous-time and equilibrium pricing formulations in final chapters. Presents a powerful new technique for forecasting volatility Leads the reader intuitively from existing volatility techniques to the frontier of research in this field by top scholars at major universities The first comprehensive book on multifractal techniques in finance, a cutting-edge field of research

Download or read book Fractals and Multifractals in the Geosciences written by Behnam Sadeghi and published by Elsevier. This book was released on 2024-06-03 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fractals and Multifractals in the Geosciences details the application of a wide range of multifractal methods, including many novel ones developed by the author, along with the assessment of uncertainty in sample classification and stability of spatial patterns. This book also provides criteria for selection of the most effective combination of data pre-processing and multifractal modeling to extract desired features or signals in the data. The book specifically aims to introduce, apply, and test novel multifractal models that account directly for changes in relationships between variables, as well as the effects of distance between samples and the source of anomalous metal contents in geoscience samples. Linked to this will be assessment of the effects of different pre-processing of data prior to application of the models and quantification/model uncertainty in geochemical anomaly maps, associated with sample classification and spatial interpolation. Gaussian simulations such as Sequential Gaussian Simulation and Monte Carlo Simulation will be applied to the new multifractal models developed and a suite of existing models, including (simulated) concentration-area, spectrum-area, singularity and other models. Fractals and Multifractals in the Geosciences will be invaluable for mathematical geoscientists, geostatisticians, exploration, applied, urban and environmental geochemists, computational geoscientists, data scientists, and GIS professionals who need to better understand fractal geometry, along with its theory and applications in geochemical anomaly classification to generate maps that are helpful for decision-making for follow-up sampling and explorations. Provides a comprehensive overview of the use of fractal and multifractal modeling methods, with a detailed assessment of uncertainty quantification in samples and classified models Specifically includes novel multifractal models, as well as uncertainty quantification and decision-making methods for use in geosciences and especially geochemistry Includes case studies showing the application of the fractal and multifractal methods detailed in the book

Download or read book Multifractals and 1 Noise written by Benoit B. Mandelbrot and published by Springer. This book was released on 2013-12-20 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mandelbrot is a world renowned scientist, known for his pioneering research in fractal geometry and chaos theory. In this volume, Mandelbrot defends the view that multifractals are intimately interrelated through the two fractal themes of "wildness" and "self-affinity". This link involves a powerful collection of technical tools, which are of use to diverse scientific communities. Among the topics covered are: 1/f noise, fractal dimension and turbulence, sporadic random functions, and a new model for error clustering on telephone circuits.

Download or read book Fractals and Multifractals in Ecology and Aquatic Science written by Laurent Seuront and published by CRC Press. This book was released on 2009-10-12 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ecologists sometimes have a less-than-rigorous background in quantitative methods, yet research within this broad field is becoming increasingly mathematical. Written in a step-by-step fashion, Fractals and Multifractals in Ecology and Aquatic Science provides scientists with a basic understanding of fractals and multifractals and the techniques fo

Download or read book Multifractals and Chronic Diseases of the Central Nervous System written by Dipak Ghosh and published by Springer. This book was released on 2019-01-24 with total page 182 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book primarily focuses on the study of various neurological disorders, including Parkinson’s (PD), Huntington (HD), Epilepsy, Alzheimer’s and Motor Neuron Diseases (MND) from a new perspective by analyzing the physiological signals associated with them using non-linear dynamics. The development of nonlinear methods has significantly helped to study complex nonlinear systems in detail by providing accurate and reliable information. The book provides a brief introduction to the central nervous system and its various disorders, their effects on health and quality of life, and their respective courses of treatment, followed by different bioelectrical signals like those detected by Electroencephalography (EEG), Electrocardiography (ECG), and Electromyography (EMG). In turn, the book discusses a range of nonlinear techniques, fractals, multifractals, and Higuchi’s Fractal Dimension (HFD), with mathematical examples and procedures. A review of studies conducted to date on neurological disorders like epilepsy, dementia, Parkinson’s, Huntington, Alzheimer’s, and Motor Neuron Diseases, which incorporate linear and nonlinear techniques, is also provided. The book subsequently presents new findings on neurological disorders of the central nervous system, namely Parkinson’s disease and Huntington’s disease, by analyzing their gait characteristics using a nonlinear fractal based technique: Multifractal Detrended Fluctuation Analysis (MFDFA). In closing, the book elaborates on several parameters that can be obtained from cross-correlation studies of ECG and blood pressure, and can be used as markers for neurological disorders.

Download or read book Random Geometrically Graph Directed Self Similar Multifractals written by Lars Olsen and published by Routledge. This book was released on 2017-07-12 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multifractal theory was introduced by theoretical physicists in 1986. Since then, multifractals have increasingly been studied by mathematicians. This new work presents the latest research on random results on random multifractals and the physical thermodynamical interpretation of these results. As the amount of work in this area increases, Lars Olsen presents a unifying approach to current multifractal theory. Featuring high quality, original research material, this important new book fills a gap in the current literature available, providing a rigorous mathematical treatment of multifractal measures.

Download or read book Fractal Worlds written by Michael Frame and published by Yale University Press. This book was released on 2016-01-01 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this essential primer, mathematician Michael Frame, a close collaborator with Benoit Mandelbrot, the founder of fractal geometry, and poet Amelia Urry explore the amazing world of fractals as they appear in nature, art, medicine, and technology

Download or read book Multifractal Based Network Traffic Modeling written by Murali Krishna P and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: This helpful book provides an overview of existing broadband traffic modelling based on the Poisson process and its variants. It also offers very good coverage of models based on self-similar processes. The authors have focused throughout on the problem of broadband traffic modelling.

Download or read book Fractal Geometry written by Kenneth Falconer and published by John Wiley & Sons. This book was released on 2014-02-03 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: The seminal text on fractal geometry for students and researchers: extensively revised and updated with new material, notes and references that reflect recent directions. Interest in fractal geometry continues to grow rapidly, both as a subject that is fascinating in its own right and as a concept that is central to many areas of mathematics, science and scientific research. Since its initial publication in 1990 Fractal Geometry: Mathematical Foundations and Applications has become a seminal text on the mathematics of fractals. The book introduces and develops the general theory and applications of fractals in a way that is accessible to students and researchers from a wide range of disciplines. Fractal Geometry: Mathematical Foundations and Applications is an excellent course book for undergraduate and graduate students studying fractal geometry, with suggestions for material appropriate for a first course indicated. The book also provides an invaluable foundation and reference for researchers who encounter fractals not only in mathematics but also in other areas across physics, engineering and the applied sciences. Provides a comprehensive and accessible introduction to the mathematical theory and applications of fractals Carefully explains each topic using illustrative examples and diagrams Includes the necessary mathematical background material, along with notes and references to enable the reader to pursue individual topics Features a wide range of exercises, enabling readers to consolidate their understanding Supported by a website with solutions to exercises and additional material www.wileyeurope.com/fractal Leads onto the more advanced sequel Techniques in Fractal Geometry (also by Kenneth Falconer and available from Wiley)

Download or read book Paradoxes of Measures and Dimensions Originating in Felix Hausdorff s Ideas written by Janusz Czy? and published by World Scientific. This book was released on 1994 with total page 768 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, many ideas by Felix Hausdorff are described and contemporary mathematical theories stemming from them are sketched.

Download or read book Fractals Physical Origin and Properties written by Luciano Pietronero and published by Springer. This book was released on 2013-12-19 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the Proceedings of the Special Seminar on: FRAGTALS held from October 9-15, 1988 at the Ettore Majorana Centre for Scientific Culture, Erice (Trapani), Italy. The concepts of self-similarity and scale invariance have arisen independently in several areas. One is the study of critical properites of phase transitions; another is fractal geometry, which involves the concept of (non-integer) fractal dimension. These two areas have now come together, and their methods have extended to various fields of physics. The purpose of this Seminar was to provide an overview of the recent developments in the field. Most of the contributions are theoretical, but some experimental work is also included. Du:cing the past few years two tendencies have emerged in this field: one is to realize that many phenomena can be naturally modelled by fractal structures. So one can use this concept to define simple modele and study their physical properties. The second point of view is more microscopic and tries to answer the question: why nature gives rise to fractal structures. This implies the formulation of fractal growth modele based on physical concepts and their theoretical understanding in the same sense as the Renormalization Group method has allowed to understand the critical properties of phase transitions.

Download or read book Multifractal Analysis in Hydrology written by Pietro Bernardara and published by Editions Quae. This book was released on 2007-12-13 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a simplified description of the procedures to be used to perform an analysis of hydrological data within a multifractal framework. After a review of multifractal theory and the presentation of one model for identifying scale invariance properties, examples of applications to rainfall and discharge time series are given. It will be of interest to teachers and researchers in this field, both nationally and abroad.

Download or read book The Weather and Climate written by Shaun Lovejoy and published by Cambridge University Press. This book was released on 2013-04-04 with total page 509 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new method of modeling the atmosphere, synthesizing data analysis techniques and multifractal statistics, for atmospheric researchers and graduate students.

Download or read book Scale in Remote Sensing and GIS written by Dale A. Quattrochi and published by CRC Press. This book was released on 1997-01-21 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: The recent emergence and widespread use of remote sensing and geographic information systems (GIS) has prompted new interest in scale as a key component of these and other geographic information technologies. Techniques for dealing explicitly with scale are now available in GIS, but, until now, very little literature was available to consider and solve specific issues of scale. With a balanced mixture of concepts, practical examples, techniques, and theory, Scale in Remote Sensing and GIS is a guide for students and users of remote sensing and GIS who must deal with the issues raised by multiple temporal and spatial scales.

Download or read book Encyclopedia of Mathematical Geosciences written by B. S. Daya Sagar and published by Springer Nature. This book was released on 2023-07-13 with total page 1744 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Encyclopedia of Mathematical Geosciences is a complete and authoritative reference work. It provides concise explanation on each term that is related to Mathematical Geosciences. Over 300 international scientists, each expert in their specialties, have written around 350 separate articles on different topics of mathematical geosciences including contributions on Artificial Intelligence, Big Data, Compositional Data Analysis, Geomathematics, Geostatistics, Geographical Information Science, Mathematical Morphology, Mathematical Petrology, Multifractals, Multiple Point Statistics, Spatial Data Science, Spatial Statistics, and Stochastic Process Modeling. Each topic incorporates cross-referencing to related articles, and also has its own reference list to lead the reader to essential articles within the published literature. The entries are arranged alphabetically, for easy access, and the subject and author indices are comprehensive and extensive.

Download or read book Advances in Condition Monitoring of Machinery in Non Stationary Operations written by Anna Timofiejczuk and published by Springer. This book was released on 2017-09-20 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides readers with a snapshot of recent methods for non-stationary vibration analysis of machinery. It covers a broad range of advanced techniques in condition monitoring of machinery, such as mathematical models, signal processing and pattern recognition methods and artificial intelligence methods, and their practical applications to the analysis of nonstationarities. Each chapter, accepted after a rigorous peer-review process, reports on a selected, original piece of work presented and discussed at the International Conference on Condition Monitoring of Machinery in Non-Stationary Operations, CMMNO’2016, held on September 12 – 16, 2016, in Gliwice, Poland. The contributions cover advances in both theory and practice in a variety of subfields, such as: smart materials and structures; fluid-structure interaction; structural acoustics as well as computational vibro-acoustics and numerical methods. Further topics include: engines control, noise identification, robust design, flow-induced vibration and many others. By presenting state-of-the-art in predictive maintenance solutions and discussing important industrial issues the book offers a valuable resource to both academics and professionals and is expected to facilitate communication and collaboration between the two groups.