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Título: | Corrupted bifractal features in finite uncorrelated power-law distributed data |
Autor: | Olivares, Felipe CSIC ORCID; Zanin, Massimiliano CSIC ORCID | Palabras clave: | Statistics and Probability Air transport dynamics Generalised Hurst exponent Multifractal Detrended Fluctuation Analysis Multifractality Power-law distributions Time series analysis; Physics - Data Analysis Statistics and Probability Physics - Data Analysis |
Fecha de publicación: | 1-oct-2022 | Editor: | Elsevier | Citación: | Physica A: Statistical Mechanics and its Applications 603: 127828 (2022) | Resumen: | Multifractal Detrended Fluctuation Analysis stands out as one of the most reliable methods for unveiling multifractal properties, specially when real-world time series are under analysis. However, little is known about how several aspects, like artefacts during the data acquisition process, affect its results. In this work we have numerically investigated the performance of Multifractal Detrended Fluctuation Analysis applied to synthetic finite uncorrelated data following a power-law distribution in the presence of additive noise, and periodic and randomly-placed outliers. We have found that, on one hand, spurious multifractality is observed as a result of data finiteness, while additive noise leads to an underestimation of the exponents $h_q$ for $q<0$ even for low noise levels. On the other hand, additive periodic and randomly-located outliers result in a corrupted inverse multifractality around $q=0$. Moreover, the presence of randomly-placed outliers corrupts the entire multifractal spectrum, in a way proportional to their density. As an application, the multifractal properties of the time intervals between successive aircraft landings at three major European airports are investigated. | Descripción: | 17 pages, 11 figures, 2 tables | Versión del editor: | https://doi.org/10.1016/j.physa.2022.127828 | URI: | http://hdl.handle.net/10261/286964 | DOI: | 10.1016/j.physa.2022.127828 | ISSN: | 0378-4371 | E-ISSN: | 1873-2119 |
Aparece en las colecciones: | (IFISC) Artículos |
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