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We show that the nearest neighbor distribution of distances between basis pairs of some intron-less and intron-containing coding regions are the same when a procedure, called unfolding, is applied. Such a procedure consists in separating the secular variations from the oscillatory terms. The...
Persistent link: https://www.econbiz.de/10011062090
Statistical analysis of whole genomic sequences usually assumes a homogeneous nucleotide density throughout the genome, an assumption that has been proved incorrect for several organisms since the nucleotide density is only locally homogeneous. To avoid giving a single numerical value to this...
Persistent link: https://www.econbiz.de/10011064075
This study assesses how the coronavirus pandemic (COVID-19) affects the intraday multifractal properties of eight European stock markets by using five-minute index data ranging from 1 January 2020 to 23 March 2020. The Hurst exponents are calculated by applying multifractal detrended fluctuation...
Persistent link: https://www.econbiz.de/10013200278
There is no term that better describes the essential features of human society than complexity. On various levels, from the decision-making processes of individuals, through to the interactions between individuals leading to the spontaneous formation of groups and social hierarchies, up to the...
Persistent link: https://www.econbiz.de/10012606034
Abstract : This article aims to study the scaling behavior of the Algerian Dinar - US Dollar exchange rate using multifractal time series analysis which stems from the fractal theory first implemented by Benoît Mandelbrot in early 1960. Investigating time series properties using this technique...
Persistent link: https://www.econbiz.de/10011111277
The multifractal model has demonstrated properly how to measure the complexity within economic systems when describing a time series with a spectrum; this tool offers the possibility to study local regularity for prior and after market crash detections. The main goal of this work is to show...
Persistent link: https://www.econbiz.de/10011260769
The multifractal detrended fluctuation analysis of time series is able to reveal the presence of long-range correlations and, at the same time, to characterize the self-similarity of the series. The rich information derivable from the characteristic exponents and the multifractal spectrum can be...
Persistent link: https://www.econbiz.de/10011209717
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...
Persistent link: https://www.econbiz.de/10011194054
The notion of measure representation of protein sequences is introduced based on the detailed HP model. Multifractal analysis and detrended fluctuation analysis are then performed on the measure representations of a large number of long protein sequences. It is concluded that these protein...
Persistent link: https://www.econbiz.de/10010871810
The framework of multifractal analysis (MFA) is distilled to the most sophisticated one. Within this transparent framework, it is shown that the harmonious representation of MFA utilizing two distinct Tsallis distribution functions, one for the tail part of probability density function (PDF) and...
Persistent link: https://www.econbiz.de/10010871822