Although multifractals are rooted in probability, much of the related literature comes from the physics and mathematics arena. Multifractals: Theory and Applications pulls together ideas from both these areas using a language that makes them accessible and useful to statistical scientists. It provides a framework, in particular, for the evaluation

Ecologists sometimes have a less-than-rigorous background in quantitative methods, yet research within this broad field is becoming increasingly mathematical. Written in a step-by-step fashion, Fractals and Multifractals in Ecology and Aquatic Science provides scientists with a basic understanding of fractals and multifractals and the techniques fo

This book primarily focuses on the study of various neurological disorders, including Parkinson’s (PD), Huntington (HD), Epilepsy, Alzheimer’s and Motor Neuron Diseases (MND) from a new perspective by analyzing the physiological signals associated with them using non-linear dynamics. The development of nonlinear methods has significantly helped to study complex nonlinear systems in detail by providing accurate and reliable information. The book provides a brief introduction to the central nervous system and its various disorders, their effects on health and quality of life, and their respective courses of treatment, followed by different bioelectrical signals like those detected by Electroencephalography (EEG), Electrocardiography (ECG), and Electromyography (EMG). In turn, the book discusses a range of nonlinear techniques, fractals, multifractals, and Higuchi’s Fractal Dimension (HFD), with mathematical examples and procedures. A review of studies conducted to date on neurological disorders like epilepsy, dementia, Parkinson’s, Huntington, Alzheimer’s, and Motor Neuron Diseases, which incorporate linear and nonlinear techniques, is also provided. The book subsequently presents new findings on neurological disorders of the central nervous system, namely Parkinson’s disease and Huntington’s disease, by analyzing their gait characteristics using a nonlinear fractal based technique: Multifractal Detrended Fluctuation Analysis (MFDFA). In closing, the book elaborates on several parameters that can be obtained from cross-correlation studies of ECG and blood pressure, and can be used as markers for neurological disorders.

Fractals and Multifractals in the Geosciences details the application of a wide range of multifractal methods, including many novel ones developed by the author, along with the assessment of uncertainty in sample classification and stability of spatial patterns. This book also provides criteria for selection of the most effective combination of data pre-processing and multifractal modeling to extract desired features or signals in the data. The book specifically aims to introduce, apply, and test novel multifractal models that account directly for changes in relationships between variables, as well as the effects of distance between samples and the source of anomalous metal contents in geoscience samples. Linked to this will be assessment of the effects of different pre-processing of data prior to application of the models and quantification/model uncertainty in geochemical anomaly maps, associated with sample classification and spatial interpolation. Gaussian simulations such as Sequential Gaussian Simulation and Monte Carlo Simulation will be applied to the new multifractal models developed and a suite of existing models, including (simulated) concentration-area, spectrum-area, singularity and other models. Fractals and Multifractals in the Geosciences will be invaluable for mathematical geoscientists, geostatisticians, exploration, applied, urban and environmental geochemists, computational geoscientists, data scientists, and GIS professionals who need to better understand fractal geometry, along with its theory and applications in geochemical anomaly classification to generate maps that are helpful for decision-making for follow-up sampling and explorations. - Provides a comprehensive overview of the use of fractal and multifractal modeling methods, with a detailed assessment of uncertainty quantification in samples and classified models - Specifically includes novel multifractal models, as well as uncertainty quantification and decision-making methods for use in geosciences and especially geochemistry - Includes case studies showing the application of the fractal and multifractal methods detailed in the book

Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance. A large existing literature (e.g., Engle, 1982; Rossi, 1995) models volatility as an average of past shocks, possibly with a noise component. This approach often has difficulty capturing sharp discontinuities and large changes in financial volatility. Their research has shown the advantages of modelling volatility as subject to abrupt regime changes of heterogeneous durations. Using the intuition that some economic phenomena are long-lasting while others are more transient, they permit regimes to have varying degrees of persistence. By drawing on insights from the use of multifractals in the natural sciences and mathematics, they show how to construct high-dimensional regime-switching models that are easy to estimate, and substantially outperform some of the best traditional forecasting models such as GARCH. The goal of Multifractal Volatility is to popularize the approach by presenting these exciting new developments to a wider audience. They emphasize both theoretical and empirical applications, beginning with a style that is easily accessible and intuitive in early chapters, and extending to the most rigorous continuous-time and equilibrium pricing formulations in final chapters. - Presents a powerful new technique for forecasting volatility - Leads the reader intuitively from existing volatility techniques to the frontier of research in this field by top scholars at major universities - The first comprehensive book on multifractal techniques in finance, a cutting-edge field of research

Mandelbrot is a world renowned scientist, known for his pioneering research in fractal geometry and chaos theory. In this volume, Mandelbrot defends the view that multifractals are intimately interrelated through the two fractal themes of "wildness" and "self-affinity". This link involves a powerful collection of technical tools, which are of use to diverse scientific communities. Among the topics covered are: 1/f noise, fractal dimension and turbulence, sporadic random functions, and a new model for error clustering on telephone circuits.

Multifractal theory was introduced by theoretical physicists in 1986. Since then, multifractals have increasingly been studied by mathematicians. This new work presents the latest research on random results on random multifractals and the physical thermodynamical interpretation of these results. As the amount of work in this area increases, Lars Olsen presents a unifying approach to current multifractal theory. Featuring high quality, original research material, this important new book fills a gap in the current literature available, providing a rigorous mathematical treatment of multifractal measures.

This book provides a simplified description of the procedures to be used to perform an analysis of hydrological data within a multifractal framework. After a review of multifractal theory and the presentation of one model for identifying scale invariance properties, examples of applications to rainfall and discharge time series are given. It will be of interest to teachers and researchers in this field, both nationally and abroad.

The seminal text on fractal geometry for students and researchers: extensively revised and updated with new material, notes and references that reflect recent directions. Interest in fractal geometry continues to grow rapidly, both as a subject that is fascinating in its own right and as a concept that is central to many areas of mathematics, science and scientific research. Since its initial publication in 1990 Fractal Geometry: Mathematical Foundations and Applications has become a seminal text on the mathematics of fractals. The book introduces and develops the general theory and applications of fractals in a way that is accessible to students and researchers from a wide range of disciplines. Fractal Geometry: Mathematical Foundations and Applications is an excellent course book for undergraduate and graduate students studying fractal geometry, with suggestions for material appropriate for a first course indicated. The book also provides an invaluable foundation and reference for researchers who encounter fractals not only in mathematics but also in other areas across physics, engineering and the applied sciences. Provides a comprehensive and accessible introduction to the mathematical theory and applications of fractals Carefully explains each topic using illustrative examples and diagrams Includes the necessary mathematical background material, along with notes and references to enable the reader to pursue individual topics Features a wide range of exercises, enabling readers to consolidate their understanding Supported by a website with solutions to exercises and additional material www.wileyeurope.com/fractal Leads onto the more advanced sequel Techniques in Fractal Geometry (also by Kenneth Falconer and available from Wiley)

Multifractal Financial Markets ​explores appropriate models for estimating risk and profiting from market swings, allowing readers to develop enhanced portfolio management skills and strategies. Fractals in finance allow us to understand market instability and persistence. When applied to financial markets, these models produce the requisite amount of data necessary for gauging market risk in order to mitigate loss. This brief delves deep into the multifractal market approach to portfolio management through real-world examples and case studies, providing readers with the tools they need to forecast profound shifts in market activity.