Multifractal detrended fluctuation analysis （MF-DFA） is a relatively new method of multifractal analysis. It is extended from detrended fluctuation analysis （DFA）, which was developed for detecting the long-range ...Multifractal detrended fluctuation analysis （MF-DFA） is a relatively new method of multifractal analysis. It is extended from detrended fluctuation analysis （DFA）, which was developed for detecting the long-range correlation and the fractal properties in stationary and non-stationary time series. Although MF-DFA has become a widely used method, some relationships among the exponents established in the original paper seem to be incorrect under the general situation. In this paper, we theoretically and experimentally demonstrate the invalidity of the expression r（q） = qh（q） - 1 stipulating the relationship between the multifractal exponent T（q） and the generalized Hurst exponent h（q）. As a replacement, a general relationship is established on the basis of the universal multifractal formalism for the stationary series as .t-（q） = qh（q） - qH - 1, where H is the nonconservation parameter in the universal multifractal formalism. The singular spectra, a and f（a）, are also derived according to this new relationship.展开更多
We present a multifractal detrended fluctuation analysis （MFDFA） of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the M...We present a multifractal detrended fluctuation analysis （MFDFA） of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the MFDFA shows that there exists obvious multifractal scaling behavior in produced time series. We compare the MFDFA results for original time series with those for shuffled series, and find that its multifractal nature is due to two factors： broadness of probability density function of the series and different correlations in small- and large-scale fluctuations. This may provide new insight to the problem of the origin of multifractality in financial time series.展开更多
Massive seamounts have been surveyed and documented in the last decades.However,the morphologies of seamounts are usually described in qualitative manners,yet few quantitative detections have been carried out.Here,bas...Massive seamounts have been surveyed and documented in the last decades.However,the morphologies of seamounts are usually described in qualitative manners,yet few quantitative detections have been carried out.Here,based on the high-re solution multi-beam bathymetric data,we report a recentlysurveyed guy ot on the Caroline Ridge in the West Pacific,and the large-scale volcanic structures and smallscale erosive-depositional landforms in the guyot area have been identified.The multifractal features of the guyot are characterized for the first time by applying multifractal detrended fluctuation analysis on the surveyed bathymetric data.The results indicate that the multifractal spectrum parameters of the seafloor have strong spatial dependency on the fluctuations of local landforms.Both small-and large-scale components contribute to the degree of asymmetry of the multifractal spectrum(B),while the fluctuations of B are mostly attributed to the changes in small-scale roughness.The maximum singularity strength(α0)correlates well with the roughness of large-scale landforms and likely reflects the large-scale topographic irregularity.Comparing to traditional roughness parameters or monofractal exponents,multifractal spectra are able to depict not only the multiscale characteristics of submarine landforms,but also the spatial variations of scaling behaviors.Although more comparative works are required for various seamounts,we hope this study,as a case of quantifying geomorphological characters and multiscale behaviors of seamounts,can encourage further studies on seamounts concerning geomorphological processes,ocean bottom circulations,and seamount ecosystems.展开更多
When exploring the temporal and spatial change law of ocean environment, the most common method used is using smaller-scale observed data to derive the change law for a larger-scale system. For instance, using 30-year...When exploring the temporal and spatial change law of ocean environment, the most common method used is using smaller-scale observed data to derive the change law for a larger-scale system. For instance, using 30-year observation data to derive 100-year return period design wave height. Therefore, the study of inherent self-similarity in ocean hydrological elements becomes increasingly important to the study of multi-year return period design wave height derivation. In this paper, we introduced multifractal to analyze the statistical characteristics of wave height series data observed from oceanic hydrological station. An improvement is made to address the existing problems of the multifractal detrended fluctuation analysis (MF-DFA) method, where trend function showed a discontinuity between intervals. The improved MFDFA method is based on signal mode decomposition, replacing piecewise polynomial fitting used in the original method. We applied the proposed method to the wave height data collected at Chaolian Island, Shandong, China, from 1963 to 1989 and was able to conclude the wave height sequence presented weak multi-fractality. This result provided strong support to the past research on the derivation of multi-year return period design wave height with observed data. Moreover, the new method proposed in this paper also provides a new perspective to explore the intrinsic characteristic of data.展开更多
A method for gearbox fault diagnosis consists of feature extraction andfault identification. Many methods for feature extraction have beendevised for exposing nature of vibration data of a defective gearbox. Inadditio...A method for gearbox fault diagnosis consists of feature extraction andfault identification. Many methods for feature extraction have beendevised for exposing nature of vibration data of a defective gearbox. Inaddition, features extracted from gearbox vibration data are identifiedby various classifiers. However, existing literatures leave much to bedesired in assessing performance of different combinatorial methods forgearbox fault diagnosis. To this end, this paper evaluated performance ofseveral typical combinatorial methods for gearbox fault diagnosis byassociating each of multifractal detrended fluctuation analysis (MFDFA),empirical mode decomposition (EMD) and wavelet transform (WT) witheach of neural network (NN), Mahalanobis distance decision rules(MDDR) and support vector machine (SVM). Following this,performance of different combinatorial methods was compared using agroup of gearbox vibration data containing slightly different faultpatterns. The results indicate that MFDFA performs better in featureextraction of gearbox vibration data and SVM does the same in faultidentification. Naturally, the method associating MFDFA with SVMshows huge potential for fault diagnosis of gearboxes. As a result, thispaper can provide some useful information on construction of a methodfor gearbox fault diagnosis.展开更多
This paper presents fault detection,classification,and location for a PV-Wind-based DC ring microgrid in the MATLAB/SIMULINK platform.Initially,DC fault signals are collected from local measurements to examine the out...This paper presents fault detection,classification,and location for a PV-Wind-based DC ring microgrid in the MATLAB/SIMULINK platform.Initially,DC fault signals are collected from local measurements to examine the outcomes of the proposed system.Accurate detection is carried out for all faults,(i.e.,cable and arc faults)under two cases of fault resistance and distance variation,with the assistance of primary and secondary detection techniques,i.e.second-order differential current derivatived2I3 dt2and sliding mode window-based Pearson’s correlation coefficient.For fault classification a novel approach using modified multifractal detrended fluctuation analysis(M-MFDFA)is presented.The advantage of this method is its ability to estimate the local trends of any order polynomial function with the help of polynomial and trigonometric functions.It also doesn’t require any signal processing algorithm for decomposition resulting and this results in a reduction of computational burden.The detected fault signals are directly passed through the M-MFDFA classifier for fault type classification.To enhance the performance of the proposed classifier,statistical data is obtained from the M-MFDFA feature vectors,and the obtained data is plotted in 2-D and 3-D scatter plots for better visualization.Accurate fault distance estimation is carried out for all types of faults in the DC ring bus microgrid with the assistance of recursive least squares with a forgetting factor(FF-RLS).To verify the performance and superiority of the proposed classifier,it is compared with existing classifiers in terms of features,classification accuracy(CA),and relative computational time(RCT).展开更多
We use multifractal detrended fluctuation analysis(MF-DFA) method to investigate the multifractal behavior of the interevent time series in a modified Olami-Feder-Christensen(OFC) earthquake model on assortative scale...We use multifractal detrended fluctuation analysis(MF-DFA) method to investigate the multifractal behavior of the interevent time series in a modified Olami-Feder-Christensen(OFC) earthquake model on assortative scale-free networks.We determine generalized Hurst exponent and singularity spectrum and find that these fluctuations have multifractal nature.Comparing the MF-DFA results for the original interevent time series with those for shuffled and surrogate series,we conclude that the origin of multifractality is due to both the broadness of probability density function and long-range correlation.展开更多
为保证客舱安全,及时识别出旅客的异常行为,基于眼动仪,模拟客舱旅客异常行为,构建试验系统。选取参加过工作实习的空中保卫专业的学生作为被试,获取被试的视觉特征数据。基于多重分形消除趋势波动分析法(Multifractal Detrended Fluctu...为保证客舱安全,及时识别出旅客的异常行为,基于眼动仪,模拟客舱旅客异常行为,构建试验系统。选取参加过工作实习的空中保卫专业的学生作为被试,获取被试的视觉特征数据。基于多重分形消除趋势波动分析法(Multifractal Detrended Fluctuation Analysis of nonstationary time series,MF-DFA),分析航空安全员的视觉搜索特征。结果表明:航空安全员的注视持续时间和扫视幅度与其识别异常行为的能力存在显著的正相关关系;具有高识别能力的航空安全员的注视持续时间和扫视幅度奇异谱宽度均大于低识别能力的航空安全员的奇异谱宽度,具有较强的抗外界干扰能力。将MF-DFA算法引入航空安全员的视觉搜索特征分析,为航空安全员的培训和选拔等提供参考。展开更多
基金Project supported by the National Natural Science Foundation of China (Grant No.11071282)the Chinese Program for New Century Excellent Talents in University (Grant No.NCET-08-06867)
文摘Multifractal detrended fluctuation analysis （MF-DFA） is a relatively new method of multifractal analysis. It is extended from detrended fluctuation analysis （DFA）, which was developed for detecting the long-range correlation and the fractal properties in stationary and non-stationary time series. Although MF-DFA has become a widely used method, some relationships among the exponents established in the original paper seem to be incorrect under the general situation. In this paper, we theoretically and experimentally demonstrate the invalidity of the expression r（q） = qh（q） - 1 stipulating the relationship between the multifractal exponent T（q） and the generalized Hurst exponent h（q）. As a replacement, a general relationship is established on the basis of the universal multifractal formalism for the stationary series as .t-（q） = qh（q） - qH - 1, where H is the nonconservation parameter in the universal multifractal formalism. The singular spectra, a and f（a）, are also derived according to this new relationship.
基金Supported by the Scientific Research Foundation for the Returned Overseas Chinese Scholars of State Education Ministry
文摘We present a multifractal detrended fluctuation analysis （MFDFA） of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the MFDFA shows that there exists obvious multifractal scaling behavior in produced time series. We compare the MFDFA results for original time series with those for shuffled series, and find that its multifractal nature is due to two factors： broadness of probability density function of the series and different correlations in small- and large-scale fluctuations. This may provide new insight to the problem of the origin of multifractality in financial time series.
基金the Senior User Project of R/V Kexue(No.KEXUE2018G11)the Science and Technology Basic Resources Investigation Program ofChina(No.2017FY100801)the Open Fund of the Key Laboratoryof Marine Geology and Environment,Chinese Academy of Sciences(No.MGE2018KG02)。
文摘Massive seamounts have been surveyed and documented in the last decades.However,the morphologies of seamounts are usually described in qualitative manners,yet few quantitative detections have been carried out.Here,based on the high-re solution multi-beam bathymetric data,we report a recentlysurveyed guy ot on the Caroline Ridge in the West Pacific,and the large-scale volcanic structures and smallscale erosive-depositional landforms in the guyot area have been identified.The multifractal features of the guyot are characterized for the first time by applying multifractal detrended fluctuation analysis on the surveyed bathymetric data.The results indicate that the multifractal spectrum parameters of the seafloor have strong spatial dependency on the fluctuations of local landforms.Both small-and large-scale components contribute to the degree of asymmetry of the multifractal spectrum(B),while the fluctuations of B are mostly attributed to the changes in small-scale roughness.The maximum singularity strength(α0)correlates well with the roughness of large-scale landforms and likely reflects the large-scale topographic irregularity.Comparing to traditional roughness parameters or monofractal exponents,multifractal spectra are able to depict not only the multiscale characteristics of submarine landforms,but also the spatial variations of scaling behaviors.Although more comparative works are required for various seamounts,we hope this study,as a case of quantifying geomorphological characters and multiscale behaviors of seamounts,can encourage further studies on seamounts concerning geomorphological processes,ocean bottom circulations,and seamount ecosystems.
基金Supported by the NSFC-Shandong Joint Fund “Study on the DisasterCausing Mechanism and Disaster Prevention Countermeasures of MultiSource Storm Surges”(No.U1706226)the National Natural Science Foundation of China “Coastal Engineering and Risk Assessment Based on a Four-Layer Nested Multi-Objective Probability Model”(No.51379195)+1 种基金the Natural Science Foundation of Shandong Province “Three-Layer Nested Multi-Objective Probability Prediction and Risk Assessment in Coastal Engineering”(No.ZR2013EEM034)the Program of Promotion Plan for Postgraduates’ Educational Quality “Paying More Attention to the Study on the Cultivation Mode of Mathematical Modeling for Engineering Postgraduates”(No.861801232417)
文摘When exploring the temporal and spatial change law of ocean environment, the most common method used is using smaller-scale observed data to derive the change law for a larger-scale system. For instance, using 30-year observation data to derive 100-year return period design wave height. Therefore, the study of inherent self-similarity in ocean hydrological elements becomes increasingly important to the study of multi-year return period design wave height derivation. In this paper, we introduced multifractal to analyze the statistical characteristics of wave height series data observed from oceanic hydrological station. An improvement is made to address the existing problems of the multifractal detrended fluctuation analysis (MF-DFA) method, where trend function showed a discontinuity between intervals. The improved MFDFA method is based on signal mode decomposition, replacing piecewise polynomial fitting used in the original method. We applied the proposed method to the wave height data collected at Chaolian Island, Shandong, China, from 1963 to 1989 and was able to conclude the wave height sequence presented weak multi-fractality. This result provided strong support to the past research on the derivation of multi-year return period design wave height with observed data. Moreover, the new method proposed in this paper also provides a new perspective to explore the intrinsic characteristic of data.
基金supported by Shandong ProvincialNatural Science Foundation China (ZR2012EEL07).
文摘A method for gearbox fault diagnosis consists of feature extraction andfault identification. Many methods for feature extraction have beendevised for exposing nature of vibration data of a defective gearbox. Inaddition, features extracted from gearbox vibration data are identifiedby various classifiers. However, existing literatures leave much to bedesired in assessing performance of different combinatorial methods forgearbox fault diagnosis. To this end, this paper evaluated performance ofseveral typical combinatorial methods for gearbox fault diagnosis byassociating each of multifractal detrended fluctuation analysis (MFDFA),empirical mode decomposition (EMD) and wavelet transform (WT) witheach of neural network (NN), Mahalanobis distance decision rules(MDDR) and support vector machine (SVM). Following this,performance of different combinatorial methods was compared using agroup of gearbox vibration data containing slightly different faultpatterns. The results indicate that MFDFA performs better in featureextraction of gearbox vibration data and SVM does the same in faultidentification. Naturally, the method associating MFDFA with SVMshows huge potential for fault diagnosis of gearboxes. As a result, thispaper can provide some useful information on construction of a methodfor gearbox fault diagnosis.
文摘This paper presents fault detection,classification,and location for a PV-Wind-based DC ring microgrid in the MATLAB/SIMULINK platform.Initially,DC fault signals are collected from local measurements to examine the outcomes of the proposed system.Accurate detection is carried out for all faults,(i.e.,cable and arc faults)under two cases of fault resistance and distance variation,with the assistance of primary and secondary detection techniques,i.e.second-order differential current derivatived2I3 dt2and sliding mode window-based Pearson’s correlation coefficient.For fault classification a novel approach using modified multifractal detrended fluctuation analysis(M-MFDFA)is presented.The advantage of this method is its ability to estimate the local trends of any order polynomial function with the help of polynomial and trigonometric functions.It also doesn’t require any signal processing algorithm for decomposition resulting and this results in a reduction of computational burden.The detected fault signals are directly passed through the M-MFDFA classifier for fault type classification.To enhance the performance of the proposed classifier,statistical data is obtained from the M-MFDFA feature vectors,and the obtained data is plotted in 2-D and 3-D scatter plots for better visualization.Accurate fault distance estimation is carried out for all types of faults in the DC ring bus microgrid with the assistance of recursive least squares with a forgetting factor(FF-RLS).To verify the performance and superiority of the proposed classifier,it is compared with existing classifiers in terms of features,classification accuracy(CA),and relative computational time(RCT).
基金Supported by Foundation for Outstanding Young and Middle-aged Scientists in Shandong Province under Grant No.BS2011HZ019State Key Laboratory of Data Analysis and Applications,State Oceanic Administration under Grant No.LDAA-2011-02the Fundamental Research Funds for the Central Universities under Grant No.201113006
文摘We use multifractal detrended fluctuation analysis(MF-DFA) method to investigate the multifractal behavior of the interevent time series in a modified Olami-Feder-Christensen(OFC) earthquake model on assortative scale-free networks.We determine generalized Hurst exponent and singularity spectrum and find that these fluctuations have multifractal nature.Comparing the MF-DFA results for the original interevent time series with those for shuffled and surrogate series,we conclude that the origin of multifractality is due to both the broadness of probability density function and long-range correlation.
文摘为保证客舱安全,及时识别出旅客的异常行为,基于眼动仪,模拟客舱旅客异常行为,构建试验系统。选取参加过工作实习的空中保卫专业的学生作为被试,获取被试的视觉特征数据。基于多重分形消除趋势波动分析法(Multifractal Detrended Fluctuation Analysis of nonstationary time series,MF-DFA),分析航空安全员的视觉搜索特征。结果表明:航空安全员的注视持续时间和扫视幅度与其识别异常行为的能力存在显著的正相关关系;具有高识别能力的航空安全员的注视持续时间和扫视幅度奇异谱宽度均大于低识别能力的航空安全员的奇异谱宽度,具有较强的抗外界干扰能力。将MF-DFA算法引入航空安全员的视觉搜索特征分析,为航空安全员的培训和选拔等提供参考。
