Do the global grain spot markets exhibit multifractal nature?

Measuring the strangeness of strange attractors

Peter Grassberger, Itamar Procaccia · Physica D Nonlinear Phenomena · 1983 · 5.6K citations

Natural Sciences, Mathematics, Physics +12

Quantification of scaling exponents and crossover phenomena in nonstationary heartbeat time series

Chung‐Kang Peng, Shlomo Havlin, H. Eugene Stanley et al. · Chaos An Interdisciplinary Journal of Nonlinear Science · 1995 · 3.9K citations

Natural Sciences, Biophysics, Physiology +16

Testing for nonlinearity in time series: the method of surrogate data

James Theiler, Stephen Eubank, André Longtin et al. · Physica D Nonlinear Phenomena · 1992 · 3.8K citations

Computing, Data Science, Forecasting +9

Multifractal detrended fluctuation analysis of nonstationary time series

Jan W. Kantelhardt, Stephan Zschiegner, Eva Koscielny–Bunde et al. · Physica A Statistical Mechanics and its Applications · 2002 · 3.6K citations · Full text

Computing, Mathematics, Dynamical Systems +11

Fractal measures and their singularities: The characterization of strange sets

Physical review. A, General physics · 1986 · 3.3K citations

Natural Sciences, Mathematics, Physics +10