Cascade-Driven Series with Narrower Multifractal Spectra Than Their Surrogates: Standard Deviation of Multipliers Changes Interactions across Scales

<div>Counts of significantly negative <svg height="10.9953pt" id="M206" style="vertical-align:-3.18148pt" version="1.1" viewbox="-0.0498162 -7.81382 18.1535 10.9953" width="18.1535pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M324 430H196L233 583L223 592L145 529L120 430H54L29 396L31 388H111L56 126C33 15 54 -12 77 -12C137 -12 214 57 250 95L233 119C208 92 155 59 138 59C126 59 120 70 131 125L186 390L298 394L324 430Z" id="g113-117"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="341" vert-adv-y="341"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,4.368,3.132)"><path d="M871 0V33C783 41 780 45 777 152L768 506C765 610 771 609 860 617V650H683L453 157L228 650H59V617C150 609 154 606 146 481L132 275C124 170 117 125 112 93C105 50 84 39 27 34V0H267V34C200 39 176 48 173 93C170 130 171 172 176 256L190 540H192L414 8H438L682 554H685L689 152C689 45 686 41 604 33V0H871Z" id="g58-75"></path><glyph.data ascent="1007" descent="-369" horiz-adv-x="902" vert-adv-y="902"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,12.576,3.132)"><path d="M502 500C497 551 492 613 491 650H43V617C122 612 130 606 130 521V129C130 45 122 38 41 33V0H319V33C227 38 217 45 217 129V305H319C411 305 413 295 427 225H461V421H427C414 357 411 348 319 348H217V580C217 609 219 612 250 612H330C401 612 423 605 439 578C452 557 458 539 467 496L502 500Z" id="g58-68"></path><glyph.data ascent="1007" descent="-369" horiz-adv-x="540" vert-adv-y="540"></glyph.data></g></svg> for each <svg height="6.34998pt" id="M207" style="vertical-align:-0.2063899pt" version="1.1" viewbox="-0.0498162 -6.14359 7.47218 6.34998" width="7.47218pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M548 455L523 469C505 448 490 439 461 439C416 439 374 447 316 447C144 447 23 310 23 161C23 47 89 -12 179 -12C312 -12 429 106 429 244C429 303 419 344 368 386L371 388C404 383 440 378 474 378C507 378 530 411 548 455ZM350 274C350 191 308 25 198 25C144 25 108 75 108 157C108 264 170 395 276 395C296 395 320 384 333 360C347 334 350 316 350 274Z" id="g113-240"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="565" vert-adv-y="565"></glyph.data></g></svg>, according to MF-DFA and by CJ algorithms.</div>

Complexity

fig3

Figure 3

Figure 3: Cascade-Driven Series with Narrower Multifractal Spectra Than Their Surrogates: Standard Deviation of Multipliers Changes Interactions across Scales 

Figure 3 | Cascade-Driven Series with Narrower Multifractal Spectra Than Their Surrogates: Standard Deviation of Multipliers Changes Interactions across Scales 