Detecting and interpreting distortions in hierarchical organization of complex time series.

@article{Drod2015DetectingAI,
  title={Detecting and interpreting distortions in hierarchical organization of complex time series.},
  author={Stanisław Drożdż and Paweł Oświȩcimka},
  journal={Physical review. E, Statistical, nonlinear, and soft matter physics},
  year={2015},
  volume={91 3},
  pages={030902}
}
Hierarchical organization is a cornerstone of complexity and multifractality constitutes its central quantifying concept. For model uniform cascades the corresponding singularity spectra are symmetric while those extracted from empirical data are often asymmetric. Using selected time series representing such diverse phenomena as price changes and intertransaction times in financial markets, sentence length variability in narrative texts, Missouri River discharge, and sunspot number variability… CONTINUE READING