Results 1 to 10 of about 18,134 (280)
Fluctuation Analysis of Human Electroencephalogram [PDF]
The scaling behaviors of the human electroencephalogram (EEG) time series are studied using detrended fluctuation analysis. Two scaling regions are found in nearly every channel for all subjects examined. The scatter plot of the scaling exponents for all
C.-K. Peng +10 more
core +3 more sources
Detrended fluctuation analysis for fractals and multifractals in higher dimensions
One-dimensional detrended fluctuation analysis (1D DFA) and multifractal detrended fluctuation analysis (1D MF-DFA) are widely used in the scaling analysis of fractal and multifractal time series because of being accurate and easy to implement.
B. B. Mandelbrot +8 more
core +1 more source
Task-dependent fractal patterns of information processing in working memory
We applied detrended fluctuation analysis, power spectral density, and eigenanalysis of detrended cross-correlations to investigate fMRI data representing a diurnal variation of working memory in four visual tasks: two verbal and two nonverbal.
Jeremi K. Ochab +7 more
doaj +1 more source
Detrended Fluctuation analysis of Bach's Inventions and Sinfonias pitches
Detrended Fluctuation Analysis (DFA), suitable for the analysis of nonstationary time series, is used to investigate power law in some of the Bach's pitches series. Using DFA method, which also is a well-established method for the detection of long-range
Jafari, G. R. +2 more
core +2 more sources
Detrended fluctuation analysis as a statistical tool to monitor the climate
Detrended fluctuation analysis is used to investigate power law relationship between the monthly averages of the maximum daily temperatures for different locations in the western US.
+20 more
core +1 more source
Investigating detrended fluctuation analysis with structural breaks [PDF]
Abstract Detrended Fluctuation Analysis has been used in several fields of science to study the statistical properties of trend stationary and nonstationary time-series. Its application to financial data has produced important results concerning long-range correlations and long-memory.
Menezes, R., Oliveira, A., Portela, S.
openaire +2 more sources
Scaling behavior of an artificial traffic model on scale-free networks [PDF]
In this article, we investigate an artificial traffic model on scale-free networks. Instead of using the routing strategy of the shortest path, a generalized routing algorithm is introduced to improve the transportation throughput, which is measured by ...
Albert +55 more
core +2 more sources
Real-Time Algorithm for Detrended Cross-Correlation Analysis of Long-Range Coupled Processes
Assessing power-law cross-correlations between a pair – or among a set – of processes is of great significance in diverse fields of analyses ranging from neuroscience to financial markets.
Zalan Kaposzta +10 more
doaj +1 more source
In order to investigate the spatial-temporal variability of land surface temperature (LST) spatial distribution in the context of rapid urbanization, we introduced the multifractal detrended fluctuation analysis (MFDFA) to the LST patterns in Xiamen city
Qin Nie +6 more
doaj +1 more source
Comparison of detrending methods for fluctuation analysis [PDF]
20 pages, 8 ...
Amir Bashan +3 more
openaire +2 more sources

