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This paper investigate the mutlifractal properties of the sunspot time series. The results obtained by us provide positive evidence regarding the existence of mutlifractality in the sunspot time series. In detail, we find the partition function is convex up, which indicate the time series is mutlifractal. And then, we calculate the width, maximum of the singular spectrum and the results are also show...
This paper investigates the Hang Seng Index data collected in the Hongkong stock market over a period of 5315 trading days, from December 31, 1986, to June 6, 2008. With the aid of the multifractal detrended fluctuation analysis (MF-DFA) method, the multifractality of the Hang Seng Index series is shown in this paper. Furthermore, we apply the multifractal spectrum to study the time series, and the...
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