29 شهریور 1400

پویا منشور

مرتبه علمی:
نشانی: دانشکده علوم و فناوری نانو و زیستی - گروه فیزیک
تحصیلات: فیزیک
تلفن:
دانشکده: دانشکده علوم و فناوری نانو و زیستی

مشخصات پژوهش

عنوان Nonlinear correlations in multifractals: Visibility graphs of magnitude and sign series
نوع پژوهش مقالات در نشریات
کلیدواژه‌ها
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مجله CHAOS
شناسه DOI https://doi.org/10.1063/1.5132614
پژوهشگران پویا منشور (نفر اول)

چکیده

Correlations in a multifractal series have been investigated extensively. Almost all approaches try to find scaling features of a given time series. However, the scaling analysis has always been encountered with some difficulties. Of particular importance is finding a proper scaling region and removing the impact of the probability distribution function of the series on the correlation extraction methods. In this article, we apply the horizontal visibility graph algorithm to map a stochastic time series into networks. By investigating the magnitude and sign of a multifractal time series, we show that one can detect linear as well as nonlinear correlations, even for situations that have been considered as uncorrelated noises by typical approaches such as the multifractal detrended fluctuation analysis. Furthermore, we introduce a topological parameter that can well measure the strength of nonlinear correlations. This parameter is independent of the probability distribution function and calculated without the need to find any scaling region. Our findings may provide new insights about the multifractal analysis of a time series in a variety of complex systems.