Multifractal behavior is found in traffic speed time series and mostly measured around the concept of Legendre singularity spectrum. As one of the multifractal spectra, which is the probability distribution of roughness grain exponent, Legendre spectrum is structurally blind to subtle features...

In the realm of multiscale signal analysis, multifractal analysis provides a natural and rich framework to measure the roughness of a time series. As such, it has drawn special attention of both mathematicians and practitioners, and led them to characterize relevant physiological factors...

In this paper, we introduce a method called multiscale multifractal detrended cross-correlation analysis (MM-DCCA). The method allows us to extend the description of the cross-correlation properties between two time series. MM-DCCA may provide new ways of measuring the nonlinearity of two...