The time-singularity multifractal spectrum distribution

Although the multifractal singularity spectrum revealed the distribution of singularity exponent, it failed to consider the temporal information, therefore it is hard to describe the dynamic evolving process of non-stationary and nonlinear systems. In this paper, we aim for a multifractal analysis and propose a time-singularity multifractal spectrum distribution (TS-MFSD), which will hopefully reveal the spatial dynamic character of fractal systems. Similar to the Wigner–Ville time-frequency distribution, the time-delayed conjugation of fractal signals is selected as the windows function. Furthermore, the time-varying Holder exponent and the time-varying wavelet singularity exponent are deduced based on the instantaneous self-correlation fractal signal. The time-singularity exponent distribution i.e. TS-MFSD is proposed, which involves time-varying Hausdorff singularity spectrum distribution, time-varying large deviation multifractal spectrum and time-varying Legendre spectrum distribution, which exhibit the singularity exponent distribution of fractal signal at arbitrary time. Finally, we studied the algorithm of the TS-MFSD based on the wavelet transform module maxima method, analyzed and discussed the characteristic of TS-MFSD based on Devil Staircase signal, stochastic fractional motion and real sea clutter.     

基于小波leaders的海杂波时变奇异谱分布分析

海杂波的奇异谱分析不仅能从理论上揭示海洋表面的动力学机理,同时也是对海探测雷达的关键技术之一.本文提出基于小波leaders的海杂波时变奇异谱分析方法,将时间信息引入海杂波的奇异谱分析之中,从而实现动态的解析描述海杂波随时间变化的奇异谱特性.在理论上,通过信号自身加窗,将时间信息引入传统的奇异谱(或称多重分形谱),实现了对海杂波时变奇异谱分布分析;在算法上,充分利用了小波leaders技术对于多种奇异性的提取能力(包括chirp奇异性和cusp奇异性),通过对时变奇异性指数和时变尺度函数的Legendre变换,实现对海杂波时变奇异谱分布的计算;在应用部分,采用经典的多重分形模型——随机小波序列(RWC)以及三级海态条件下连续波多普勒体制雷达海杂波进行仿真分析,实验结果表明:1)基于小波leaders的奇异谱分布能跟踪海杂波的时变尺度特性,有效展示其时变奇异性谱分布;2)算法具有较好的负矩特性和统计收敛性.该方法能为复杂非线性系统及随机多重分形信号分析提供参考.     

Multifractal Analysis of Complex Random Cascades

We achieve the multifractal analysis of a class of complex valued statistically self-similar continuous functions. For we use multifractal formalisms associated with pointwise oscillation exponents of all orders. Our study exhibits new phenomena in multifractal analysis of continuous functions. In particular, we find examples of statistically self-similar such functions obeying the multifractal formalism and for which the support of the singularity spectrum is the whole interval [0, ∞].     

Wavelet-based multifractal analysis of DNA sequences by using chaos-game representation

Chaos game representation (CGR) is proposed as a scale-independent representation for DNA sequences and provides information about the statistical distribution of oligonucleotides in a DNA sequence. CGR images of DNA sequences represent some kinds of fractal patterns, but the common multifractal analysis based on the box counting method cannot deal with CGR images perfectly. Here, the wavelet transform modulus maxima (WTMM) method is applied to the multifractal analysis of CGR images. The results show that the scale-invariance range of CGR edge images can be extended to three orders of magnitude, and complete singularity spectra can be calculated. Spectrum parameters such as the singularity spectrum span are extracted to describe the statistical character of DNA sequences. Compared with the singularity spectrum span, exon sequences with a minimal spectrum span have the most uniform fractal structure. Also, the singularity spectrum parameters are related to oligonucleotide length, sequence component and species, thereby providing a method of studying the length polymorphism of repeat oligonucleotides.     

基于双树复小波变换的非平稳时间序列去趋势波动分析方法

多重分形去趋势波动分析是研究非平稳时间序列非均匀性和奇异性的有效工具, 针对该方法中趋势项难以确定的问题, 提出一种基于双树复小波变换的方法, 实现了非平稳信号的多重分形自适应去趋势波动分析. 利用双树复小波变换提取信号的多尺度趋势和波动信息, 通过小波系数的希尔伯特变换确定每个时间尺度不重叠子区间的长度, 使多重分形分析具有信号自适应性及较高的计算效率. 以具有解析形式分形特征的倍增级联信号和分数布朗运动时间序列为例验证本文方法的有效性, 所得结果与解析解相吻合. 与传统的多项式去趋势多重分形方法相比, 本文方法根据信号自身特点自适应地确定信号的趋势和不重叠等长度子区间长度, 所得结果更加精确. 对倍增级联信号时间序列取不同的长度, 验证了算法的稳定性. 分别与基于极大重叠离散小波变换和离散小波变换多重分形方法进行比较, 表明本文方法具有更精确的结果和更快的运算速度.     

时频域分形维数分析的光谱信号重叠峰解析算法

由于光谱谱线存在自然展宽、多普勒展宽、碰撞展宽等,使混合气体中多种成分的吸收光谱信号出现相邻谱峰重叠现象,给混合气体组成成分的定性或定量检测带来较大的困难。现有的方法在获取先验知识、处理精度、运算效率等方面存在不足。提出基于时频域分形维数分析的光谱信号重叠峰解析算法,结合小波的多尺度观测能力和分形的自相似度的度量能力,识别、定位和解析光谱信号中的重叠峰。首先利用小波对具有重叠谱峰的光谱信号进行光谱频率域和尺度域的分析,然后对该时频域的光谱信号在同一光谱频率下的多尺度数据进行自相似性度量和分形计算。逐频率计算后得到光谱信号在频率域的分形维数曲线。该曲线体现了光谱信号在不同尺度的自相似性,其极值位置与光谱信号的各独立峰的位置具有相关性。依据此特性,结合分形曲线的特征参数,最后利用神经网络解析出对应混合气体成分的混叠在一起的各个独立谱峰。该方法利用小波的多分辨率特性,对信号进行不同尺度的精细度量。分形模型则提高了系统解析复杂信号的能力,对重叠程度高的多谱峰重叠信号也有很强的处理能力。借助人工神经网络,实现了整个算法的自动测量。通过实验结果分析,验证了算法的有效性,并讨论影响算法效果的主要因素。     

Singularity spectrum of fractal signals from wavelet analysis: Exact results

The multifractal formalism for singular measures is revisited using the wavelet transform. For Bernoulli invariant measures of some expanding Markov maps, the generalized fractal dimensions are proved to be transition points for the scaling exponents of some partition functions defined from the wavelet transform modulus maxima. The generalization of this formalism to fractal signals is established for the class of distribution functions of these singular invariant measures. It is demonstrated that the Hausdorff dimensionD(h) of the set of singularities of Hölder exponenth can be directly determined from the wavelet transform modulus maxima. The singularity spectrum so obtained is shown to be not disturbed by the presence, in the signal, of a superimposed polynomial behavior of ordern, provided one uses an analyzing wavelet that possesses at leastN>n vanishing moments. However, it is shown that aC behavior generally induces a phase transition in theD(h) singularity spectrum that somewhat masks the weakest singularities. This phase transition actually depends on the numberN of vanishing moments of the analyzing wavelet; its observation is emphasized as a reliable experimental test for the existence of nonsingular behavior in the considered signal. These theoretical results are illustrated with numerical examples. They are likely to be valid for a large class of fractal functions as suggested by recent applications to fractional Brownian motions and turbulent velocity signals.     

A multifractal study of wave functions in 1-D quasicrystals

Using multifractal analysis we study extended, self-similar and non-self-similar type of wave functions in the Fibonacci model. Extended states arising due to commutation of transfer matrices for certain blocks of atoms in quasiperiodic systems are shown to have the same signature as the Bloch states in terms of the singularity spectrum withf(α)=α=1. Numerically, however, the extended states show a typical multifractal behaviour for finite chain lengths. Finite size scaling corrections yield results consistent with that obtained analytically. The self-similar states at the band edges show a multifractal behaviour and they are energy dependent in the case of blocks of atoms arranged in a Fibonacci sequence. For non-self-similar states we obtain a non-monotonic behaviour off(α) as a function of the chain length. We also show that in cases where extended states exist, the cross-over from extended to non-self-similar states in gradual.     

Continuous-distribution puddle model for conduction in trilayer graphene

Influence of the weak electric field on the electronic structure of the Fibonacci superlattice is considered. The electric field produces a nonlinear dynamics of the energy spectrum of the aperiodic superlattice. Mechanism of the nonlinearity is explained in terms of energy levels anticrossings. The multifractal formalism is applied to investigate the effect of weak electric field on the statistical properties of electronic eigenfunctions. It is shown that the applied electric field does not remove the multifractal character of the electronic eigenfunctions, and that the singularity spectrum remains non-parabolic, however with a modified shape. Changes of the distances between energy levels of neighbouring eigenstates lead to the changes of the inverse participation ratio of the corresponding eigenfunctions in the weak electric field. It is demonstrated, that the local minima of the inverse participation ratio in the vicinity of the anticrossings correspond to discontinuity of the first derivative of the difference between marginal values of the singularity strength. Analysis of the generalized dimension as a function of the electric field shows that the electric field correlates spatial fluctuations of the neighbouring electronic eigenfunction amplitudes in the vicinity of anticrossings, and the nonlinear character of the scaling exponent confirms multifractality of the corresponding electronic eigenfunctions.     

What makes a boundary less accessible

For the growth and transport processes driven by Laplacian fields, the accessibility of an interface for Brownian motion is characterized by the harmonic measure. Its multifractal properties help one to understand how the irregular geometry of biological membranes, metallic electrodes, porous catalysts, or growing aggregates is "seen" by diffusing particles. To clarify this point, we performed an extensive numerical study of the harmonic measure on two families of self-similar triangular Koch curves of variable Hausdorff dimension which may represent branched pore networks or fjordlike rough interfaces. Although these structures are apparently different, the multifractal properties of the harmonic measure in two cases are found to be very close for curves of small Hausdorff dimensions and to differ for higher irregularity. This provides new insight into optimization problems in chemical engineering.     

海杂波背景下小目标检测的分形方法

针对海杂波背景下小目标检测对海情依赖性强的问题, 本文采用分数布朗运动模型对实测海杂波建模, 结合多重分形去势波动分析法确定分形参数, 分析了海杂波的单尺度、多重分形特性. 在单尺度分形的基础上, 利用表征海杂波分形特征的分数维和Hurst指数构建了分形差量, 提出了基于分形差量的小目标检测方法;在多重分形基础上, 比较了两种海杂波的高尺度多重分形特性. 结果表明, 当尺度q > 10时, 纯海杂波的多重分形参数H(q) < 0, 而存在小目标的H(q) > 0, 此差异性为高尺度分形参数的海杂波背景小目标检测提供了判定依据. 所研究的两种方法均能实现不同海情下的小目标检测.     

Brownian flights over a fractal nest and first-passage statistics on irregular surfaces

The diffusive motion of Brownian particles near irregular interfaces plays a crucial role in various transport phenomena in nature and industry. Most diffusion-reaction processes in confining interfacial systems involve a sequence of Brownian flights in the bulk, connecting successive hits with the interface (Brownian bridges). The statistics of times and displacements separating two interface encounters are then determinant in the overall transport. We present a theoretical and numerical analysis of this complex first-passage problem. We show that the bridge statistics is directly related to the Minkowski content of the surface within the usual diffusion length. In the case of self-similar or self-affine interfaces, we show and check numerically that the bridge statistics follows power laws with exponents depending directly on the surface fractal dimension.     

Scaling in the bombay stock exchange index

In this paper we study Bombay stock exchange (BSE) index financial time series for fractal and multifractal behaviour. We show that BSE index time series is monofractal and can be represented by a fractional Brownian motion.     

Fractals in one and two dimensions of medium energy particles in 800 GeV p-AgBr interactions

We present the first experimental results on self-similar nature of fluctuations of one and two-dimensional density distributions of medium energy particles in 800 GeV p-AgBr interactions. The density fluctuations as measured by 1?D _q are found to be more in two dimensions as compared to those in one dimension, whereas the fluctuations decrease with increase in multiplicity. It has been found that the self-similar cascade model with multifractal properties describes well the observed fluctuations. The ratios of multifractal power law indices are found to be independent of the dimensionality of phase space and of multiplicity.     

舰船辐射噪声超混沌现象研究

水下弱目标探测和识别一直是水声信号处理领域中研究的难点。从Lyapunov指数谱、吸引子相空间轨迹的演化、分形维数等方面，对船舶辐射噪声是否存在超混沌现象进行了研究。实验结果表明，船舶辐射噪声信号确实存在至少两个正的Lyapunov指数，即存在超混沌现象。辐射噪声吸引子在相空间中的轨迹具有多方向伸展的趋势，且不同类型目标的吸引子具有不同的分形维数。研究结果为建立精确描述辐射噪声信号的非线性模型、为水下弱目标信号探测和识别提供一定的理论依据。     

海杂波FRFT域的分形特征分析及小目标检测方法

针对海杂波背景下海情对小目标检测的严重影响, 本文研究了实测海杂波在分数阶Fourier变换(FRFT)域的分形特征, 分别提出了单、高尺度下的分形检测方法. 由数学定义推得, FRFT 在不同阶数和尺度情况下, 不具有一致的自相似特性, 采用多重分形趋势波动分析法确定分形参数H(q), 分析了海杂波在不同海情、距离和极化条件下的分形特征. 在单尺度基础上结合FRFT的变阶优势, 提出了阶数自适应的小目标检测方法; 高尺度条件下, 比较了不同因素对海杂波FRFT域多重分形参数的影响. 结果表明:海杂波FRFT域可用变换阶数的方法检测到湮没在复杂海情中的小信号, 检测门限多数提高200%以上, 比采用时域信号提高26.3%. H(q) 在负高尺度上具有明显的多重分形特征差异, H(q)-q曲线满足反正切分布, 纯海杂波与含目标数据的拟合幅值比分别大于1.8(HH)和1.4(VV), 为海杂波背景小目标检测提供了判定依据.     

Multifractality of Brownian motion near absorbing polymers

We characterize the multifractal behavior of Brownian motion in the vicinity of an absorbing star polymer. We map the problem to an O(M)-symmetric phi(4)-field theory relating higher moments of the Laplacian field of Brownian motion to corresponding composite operators. The resulting spectra of scaling dimensions of these operators display the convexity properties that are necessarily found for multifractal scaling but unusual for power of field operators in field theory. Using a field-theoretic renormalization group approach we obtain the multifractal spectrum for absorption at the core of a polymer star as an asymptotic series. We evaluate these series using resummation techniques.     

Low q-moment multifractal analysis of Gold price, Dow Jones Industrial Average and BGL-USD exchange rate

An estimate of the low q-moment values of the assumed multifractal spectrum of Gold price, Dow Jones Industrial Average (DJIA) and Bulgarian Lev - USA Dollar (BGL-USD) exchange rate over a 6 1/2 year time span has been made. The findings can be compared to the analysis made on 23 foreign currency exchange rates by Vandewalle and Ausloos but there is a clear indication of some differences. Comparison to fractional Brownian motion is made. The analysis shows that these three financial data are not likely fractal but rather multifractal indeed. Received 17 October 1998 and Received in final form 2 November 1998     

Large deviations estimates for the multiscale analysis of heart rate variability

In the realm of multiscale signal analysis, multifractal analysis provides a natural and rich framework to measure the roughness of a time series. As such, it has drawn special attention of both mathematicians and practitioners, and led them to characterize relevant physiological factors impacting the heart rate variability. Notwithstanding these considerable progresses, multifractal analysis almost exclusively developed around the concept of Legendre singularity spectrum, for which efficient and elaborate estimators exist, but which are structurally blind to subtle features like non-concavity or, to a certain extent, non scaling of the distributions. Large deviations theory allows bypassing these limitations but it is only very recently that performing estimators were proposed to reliably compute the corresponding large deviations singularity spectrum. In this article, we illustrate the relevance of this approach, on both theoretical objects and on human heart rate signals from the Physionet public database. As conjectured, we verify that large deviations principles reveal significant information that otherwise remains hidden with classical approaches, and which can be reminiscent of some physiological characteristics. In particular we quantify the presence/absence of scale invariance of RR signals.     

分形理论在光谱识别中的应用

分形理论是研究一类不规则、混乱复杂,但其局部和整体具有相似性体系的科学。分形维数是分形理论中用于描述对象的不规则度和自相似性的基本度量。文章以符合朗伯-比尔定律的光谱信号为研究对象,在概述分形几何基本原理的基础上,提出了以分形维数作为光谱识别特征的方法,运用相空间重构得出了光谱信号的分形维数,通过对光谱信号的分形维数进行比较,达到识别不同光谱的目的,最后举例对该方法进行了说明。