Direct determination approach for the multifractal detrending moving average analysis.
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DOI: 10.1103/physreve.96.052201
Abstract: In the canonical framework, we propose an alternative approach for the multifractal analysis based on the detrending moving average method (MF-DMA). We define a canonical measure such that the multifractal mass exponent τ(q) is related… read more here.
Keywords: determination approach; detrending moving; moving average; direct determination ... See more keywords