Relation between magnitude series correlations and multifractal spectrum width Academic Article uri icon


  • Abstract: We study the correlation properties of long-range correlated time series, $ x_i $, with tunable correlation exponent and built-in multifractal properties. For the cases we investigate we find that the correlation exponent of the magnitude series, $| x_ {i+ 1}-x_i| $, is a monotonically increasing function of the multifractal spectrum width of the original series.

publication date

  • January 1, 2001