No Arabic abstract
Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical estimation of the multifractal spectrum fundamentally relies on exploiting the scale dependence of statistical properties of appropriate multiscale quantities, such as wavelet leaders, that can be robustly computed from discrete data. Despite successes of multifractal analysis in various real-world applications, current estimation procedures remain essentially limited to providing concave upper-bound estimates, while there is a priori no reason for the multifractal spectrum to be a concave function. This work addresses this severe practical limitation and proposes a novel formalism for multifractal analysis that enables nonconcave multifractal spectra to be estimated in a stable way. The key contributions reside in the development and theoretical study of a generalized multifractal formalism to assess the multiscale statistics of wavelet leaders, and in devising a practical algorithm that permits this formalism to be applied to real-world data, allowing for the estimation of nonconcave multifractal spectra. Numerical experiments are conducted on several synthetic multifractal processes as well as on a real-world remote-sensing image and demonstrate the benefits of the proposed multifractal formalism over the state of the art.
We refine the multifractal formalism for the local dimension of a Gibbs measure $mu$ supported on the attractor $Lambda$ of a conformal iterated functions system on the real line. Namely, for given $alphain mathbb{R}$, we establish the formalism for the Hausdorff dimension of level sets of points $xinLambda$ for which the $mu$-measure of a ball of radius $r_{n}$ centered at $x$ obeys a power law $r_{n}{}^{alpha}$, for a sequence $r_{n}rightarrow0$. This allows us to investigate the Holder regularity of various fractal functions, such as distribution functions and conjugacy maps associated with conformal iterated function systems.
We present a comparison of two english texts, written by Lewis Carroll, one (Alice in wonderland) and the other (Through a looking glass), the former translated into esperanto, in order to observe whether natural and artificial languages significantly differ from each other. We construct one dimensional time series like signals using either word lengths or word frequencies. We use the multifractal ideas for sorting out correlations in the writings. In order to check the robustness of the methods we also write the corresponding shuffled texts. We compare characteristic functions and e.g. observe marked differences in the (far from parabolic) f(alpha) curves, differences which we attribute to Tsallis non extensive statistical features in the frequency time series and length time series. The esperanto text has more extreme vallues. A very rough approximation consists in modeling the texts as a random Cantor set if resulting from a binomial cascade of long and short words (or words and blanks). This leads to parameters characterizing the text style, and most likely in fine the author writings.
The correlation properties of the magnitudes of a time series (sometimes called volatility) are associated with nonlinear and multifractal properties and have been applied in a great variety of fields. Here, we have obtained analytically the expression of the autocorrelation of the magnitude series of a linear Gaussian noise as a function of its correlation as well as several analytical relations involving them. For both, models and natural signals, the deviation from these equations can be used as an index of non-linearity that can be applied to relatively short records and that does not require the presence of scaling in the time series under study. We apply this approach to show that the heart-beat records during rest show higher non-linearities than the records of the same subject during moderate exercise. This behavior is also achieved on average for the analyzed set of 10 semiprofessional soccer players. This result agrees with the fact that other measures of complexity are dramatically reduced during exercise and can shed light on its relationship with the withdrawal of parasympathetic tone and/or the activation of sympathetic activity during physical activity.
Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these long-range cross correlations. However, several important issues about these methods are not well understood and most methods consider only one moment order. We study the joint multifractal analysis based on partition function with two moment orders, which was initially invented to investigate fluid fields, and derive analytically several important properties. We apply the method numerically to binomial measures with multifractal cross correlations and bivariate fractional Brownian motions without multifractal cross correlations. For binomial multifractal measures, the explicit expressions of mass function, singularity strength and multifractal spectrum of the cross correlations are derived, which agree excellently with the numerical results. We also apply the method to stock market indexes and unveil intriguing multifractality in the cross correlations of index volatilities.
We present the condensation method that exploits the heterogeneity of the probability distribution functions (PDF) of event locations to improve the spatial information content of seismic catalogs. The method reduces the size of seismic catalogs while improving the access to the spatial information content of seismic catalogs. The PDFs of events are first ranked by decreasing location errors and then successively condensed onto better located and lower variance event PDFs. The obtained condensed catalog attributes different weights to each event, providing an optimal spatial representation with respect to the spatially varying location capability of the seismic network. Synthetic tests on fractal distributions perturbed with realistic location errors show that condensation improves spatial information content of the original catalog. Applied to Southern California seismicity, the new condensed catalog highlights major mapped fault traces and reveals possible additional structures while reducing the catalog length by ~25%. The condensation method allows us to account for location error information within a point based spatial analysis. We demonstrate this by comparing the multifractal properties of the condensed catalog locations with those of the original catalog. We evidence different spatial scaling regimes characterized by distinct multifractal spectra and separated by transition scales. We interpret the upper scale as to agree with the thickness of the brittle crust, while the lower scale (2.5km) might depend on the relocation procedure. Accounting for these new results, the Epidemic Type Aftershock Model formulation suggests that, contrary to previous studies, large earthquakes dominate the earthquake triggering process. This implies that the limited capability of detecting small magnitude events cannot be used to argue that earthquakes are unpredictable in general.