For citation:
Pavlov A. N., Ziganshin A. R., Anishchenko V. S. Multifractal analysis of time series. Izvestiya VUZ. Applied Nonlinear Dynamics, 2001, vol. 9, iss. 3, pp. 39-53. DOI: 10.18500/0869-6632-2001-9-3-39-53
This is an open access article distributed under the terms of Creative Commons Attribution 4.0 International License (CC-BY 4.0).
Full text PDF(Ru):
(downloads: 0)
Language:
Russian
Article type:
Article
UDC:
517.9
Multifractal analysis of time series
Autors:
Pavlov Aleksej Nikolaevich, Saratov State University
Ziganshin Amir Rustamovich, Saratov State University
Anishchenko Vadim Semenovich, Saratov State University
Abstract:
Main principles of multifractal formalism are discussed. Multifractal analysis of sequence of the phase space trajectory return times to the Poincare section is performed. Stress—induced by stress changes of the structure of white rats of blood—pressure signals are studied.
Key words:
Acknowledgments:
A.N. Pavlov thanks INTAS for support (grant № YSF 99-4050). The work was supported by grant № REC-006 of the American Civilian Research and Development Foundation (CRDF).
Reference:
-
Received:
26.12.2000
Accepted:
05.07.2001
Published:
17.11.2001
Journal issue:
- 122 reads