Multifractality in time series is due to temporal correlations
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DOI: 10.1103/physreve.107.034139
Abstract: Based on the mathematical arguments formulated within the multifractal detrended fluctuation analysis (MFDFA) approach it is shown that, in the uncorrelated time series from the Gaussian basin of attraction, the effects resembling multifractality asymptotically disappear… read more here.
Keywords: time; multifractality time; time series; temporal correlations ... See more keywords