IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v391y2012i18p4290-4301.html
   My bibliography  Save this article

Multifractal analysis based on the Choquet capacity: Application to solar magnetograms

Author

Listed:
  • Makarenko, N.G.
  • Karimova, L.M.
  • Kozelov, B.V.
  • Novak, M.M.

Abstract

We explore the multiscale properties of the line-of-sight component of Solar magnetic fields using magnetograms of the full disc obtained from the Michelson Doppler Imager (MDI) on board the Solar and Heliospheric Observatory (SOHO). Multifractal spectra are estimated by different methods, based on the Choquet capacity, instead of the traditional Borel measure. We have extracted spectra corresponding to active regions (AR) as well as those from quiet regions of the Sun. The shapes of spectra of active regions and those of quiet regions of the Sun are different, displaying different lengths of left-hand and right-hand branches. We indicate that multifractal scaling of magnetograms can be produced by a set of statistically similar elements in digital high resolution images. The same features are found in images of many terrestrial scenes.

Suggested Citation

  • Makarenko, N.G. & Karimova, L.M. & Kozelov, B.V. & Novak, M.M., 2012. "Multifractal analysis based on the Choquet capacity: Application to solar magnetograms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(18), pages 4290-4301.
    • Handle: RePEc:eee:phsmap:v:391:y:2012:i:18:p:4290-4301
    DOI: 10.1016/j.physa.2012.03.042
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437112003093
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2012.03.042?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Arneodo, A. & Bacry, E. & Muzy, J.F., 1995. "The thermodynamics of fractals revisited with wavelets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 213(1), pages 232-275.
    2. Gao-Feng Gu & Wei-Xing Zhou, 2010. "Detrending moving average algorithm for multifractals," Papers 1005.0877, arXiv.org, revised Jun 2010.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Maiorino, Enrico & Livi, Lorenzo & Giuliani, Alessandro & Sadeghian, Alireza & Rizzi, Antonello, 2015. "Multifractal characterization of protein contact networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 428(C), pages 302-313.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Mukli, Peter & Nagy, Zoltan & Eke, Andras, 2015. "Multifractal formalism by enforcing the universal behavior of scaling functions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 417(C), pages 150-167.
    2. Morales Martínez, Jorge Luis & Segovia-Domínguez, Ignacio & Rodríguez, Israel Quiros & Horta-Rangel, Francisco Antonio & Sosa-Gómez, Guillermo, 2021. "A modified Multifractal Detrended Fluctuation Analysis (MFDFA) approach for multifractal analysis of precipitation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
    3. Pawe{l} O'swik{e}cimka & Stanis{l}aw Dro.zd.z & Mattia Frasca & Robert Gk{e}barowski & Natsue Yoshimura & Luciano Zunino & Ludovico Minati, 2020. "Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses," Papers 2004.03319, arXiv.org.
    4. İşcanoğlu-Çekiç, Ayşegül & Gülteki̇n, Havva, 2019. "Are cross-correlations between Turkish Stock Exchange and three major country indices multifractal or monofractal?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 978-990.
    5. Ruan, Qingsong & Bao, Junjie & Zhang, Manqian & Fan, Limin, 2019. "The effects of exchange rate regime reform on RMB markets: A new perspective based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 122-134.
    6. Wang, Dong-Hua & Yu, Xiao-Wen & Suo, Yuan-Yuan, 2012. "Statistical properties of the yuan exchange rate index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(12), pages 3503-3512.
    7. Zhuang, Xiaoyang & Wei, Yu & Ma, Feng, 2015. "Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 430(C), pages 101-113.
    8. Manimaran, P. & Narayana, A.C., 2018. "Multifractal detrended cross-correlation analysis on air pollutants of University of Hyderabad Campus, India," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 228-235.
    9. Monge, Manuel & Claudio-Quiroga, Gloria & Poza, Carlos, 2024. "Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends," International Economics, Elsevier, vol. 177(C).
    10. Horta, Paulo & Lagoa, Sérgio & Martins, Luís, 2014. "The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 140-153.
    11. Li Wang & Xing-Lu Gao & Wei-Xing Zhou, 2023. "Testing For Intrinsic Multifractality In The Global Grain Spot Market Indices: A Multifractal Detrended Fluctuation Analysis," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 31(07), pages 1-24.
    12. Xi, Caiping & Zhang, Shuning & Xiong, Gang & Zhao, Huichang & Yang, Yonghong, 2017. "Two-dimensional multifractal cross-correlation analysis," Chaos, Solitons & Fractals, Elsevier, vol. 96(C), pages 59-69.
    13. Wang, Gang-Jin & Xie, Chi, 2013. "Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(6), pages 1418-1428.
    14. Guan, Sihai & Wan, Dongyu & Yang, Yanmiao & Biswal, Bharat, 2022. "Sources of multifractality of the brain rs-fMRI signal," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
    15. Ruan, Qingsong & Meng, Lu & Lv, Dayong, 2021. "Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).
    16. Zhongxing Wang & Yan Yan & Xiaosong Chen, 2016. "Long-range Correlation and Market Segmentation in Bond Market," Papers 1610.09812, arXiv.org.
    17. Ben Omrane, Ines, 2024. "Multifractal analysis of anisotropic and directional pointwise regularities for measures," Chaos, Solitons & Fractals, Elsevier, vol. 183(C).
    18. Yudong Wang & Chongfeng Wu, 2013. "Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 42(4), pages 393-414, December.
    19. Dutta, Srimonti & Ghosh, Dipak & Samanta, Shukla, 2014. "Multifractal detrended cross-correlation analysis of gold price and SENSEX," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 195-204.
    20. Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek, 2020. "Multiscale characteristics of the emerging global cryptocurrency market," Papers 2010.15403, arXiv.org, revised Mar 2021.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:391:y:2012:i:18:p:4290-4301. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.