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The multifractal analysis of one time series, e.g. crude oil, gold and exchange rate series, is often referred. In this paper, we apply the classical multifractal and mixed multifractal spectrum to study multifractal properties of crude oil, gold and exchange rate series and their inner relationships. The obtained results show that in general, the fractal dimension of gold and crude oil is larger than that of exchange rate (RMB against the US dollar), reflecting a fact that the price series in gold and crude oil are more heterogeneous. Their mixed multifractal spectra have a drift and the plot is not symmetric, so there is a low level of mixed multifractal between each pair of crude oil, gold and exchange rate series.

In this paper, we introduce new models of non-homogenous weighted Koch networks on real traffic systems depending on the three scaling factors r1,r2,r3∈(0,1). Inspired by the definition of the average weighted shortest path (AWSP), we define the average weighted receiving time (AWRT). Assuming that the walker, at each step, starting from its current node, moves uniformly to any of its neighbors, we show that in large network, the AWRT grows as power-law function of the network order with the exponent, represented by θ(r1,r2,r3)=log4(1+r1+r2+r3). Moreover, the AWSP, in the infinite network order limit, only depends on the sum of scaling factors r1,r2,r3.

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