Abstract : Recent developments in the Microcanonical Multifractal Formalism have lead to a sensible improvement in the numerical techniques for the determination of the multifractal characteristics of real signals. With the aid of these techniques, we have found empirical evidences of a common multifractal signature in six very different systems, ranging from stock market time series to sea surface temperature records. These systems are not only found to be multifractal, but their singularity spectra are coincident. We propose an explanation of this striking coincidence in terms of a cascade process and analyze its consequences.
https://hal.inria.fr/inria-00438521
Contributeur : Oriol Pont
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Soumis le : vendredi 1 avril 2011 - 12:56:20
Dernière modification le : lundi 21 mars 2016 - 11:31:06
Document(s) archivé(s) le : samedi 2 juillet 2011 - 02:25:40
Oriol Pont, Antonio Turiel, Conrad Perez-Vicente. Empirical evidences of a common multifractal signature in economic, biological and physical systems. Physica A, Elsevier, 2009, 388 (10), pp.2025-2035. 〈10.1016/j.physa.2009.01.041〉. 〈inria-00438521〉
