Cascade-Driven Series with Narrower Multifractal Spectra Than Their Surrogates: Standard Deviation of Multipliers Changes Interactions across Scales

الملخص EN

Multifractal (or singularity) spectra widths w allow diagnosing cascade structure through comparing original series’ widths wOrig to surrogate series’ widths wSurr.

However, interpretations of 0

Stochastic multipliers generate cascades with 0

Multifractal detrended fluctuation analysis (MF-DFA) and Chhabra and Jensen’s method provided two estimates of wOrig for 200 simulated series at each value 0.1≤σ≤1.1 incrementing by 0.05.

Increasing σ draws wOrig away from wSurr

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