Results 141 to 150 of about 225,313 (340)

Nonlinear trend removal should be carefully performed in heart rate variability analysis [PDF]

open access: yes, 2016
$\bullet$ Background : In Heart rate variability analysis, the rate-rate time series suffer often from aperiodic non-stationarity, presence of ectopic beats etc. It would be hard to extract helpful information from the original signals.
Dubois, Rémi   +3 more
core   +2 more sources

Evaluating the Quality of Ground-Based Microwave Radiometer Measurements and Retrievals Using Detrended Fluctuation and Spectral Analysis Methods [PDF]

open access: bronze, 2002
K. Ivanova   +5 more
openalex   +1 more source

Cerebral and Peripheral Hemodynamics Across Wakefulness and NREM Sleep

open access: yesJournal of Sleep Research, EarlyView.
ABSTRACT Wake/sleep‐related changes in cerebral hemodynamic oscillations are well established, but similar changes in peripheral hemodynamics remain largely understudied. Moreover, how the relationship between cerebral and peripheral hemodynamics varies across sleep–wake states is not well understood, despite evidence that these oscillations in the low‐
Vidhya V. Nair   +5 more
wiley   +1 more source

基于MF-DFA和SVM的齿轮箱故障诊断

open access: yesJixie chuandong, 2014
The fault signal of the gearbox is the complex signal of the non-stationary and nonlinear characteristics,by using the multifractal detrended fluctuation analysis(MF-DFA)and the support vector machine(SVM)to diagnose the fault of the gearbox.The ...
刘春林   +3 more
doaj  

Generating Synthetic Data Using 2D Multifractal Detrended Fluctuation Analysis Generative Adversarial Networks

open access: yesIEEE Access
A novel 2-dimensional Multifractal Detrended Fluctuation Analysis (2D-MFDFA) as a discriminator for Generative Adversarial Networks (GAN) is presented in this work. The proposed approach demonstrates improved generated data quality at early iterations on
Charudatta Gurudas Korde   +4 more
doaj   +1 more source

Extremely Fast Maximum Likelihood Estimation of High‐Order Autoregressive Models

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of exact maximum likelihood estimation of potentially high‐order (p>50$$ p>50 $$) autoregressive models. We propose an extremely fast coordinate‐wise algorithm for fitting autoregressive models. This fast algorithm exploits several properties of the negative log‐likelihood when parameterised in terms of partial ...
Daniel F. Schmidt, Enes Makalic
wiley   +1 more source

Generalized Structure Functions and Multifractal Detrended Fluctuation Analysis Applied to Vegetation Index Time Series: An Arid Rangeland Study. [PDF]

open access: yesEntropy (Basel), 2021
Sanz E   +8 more
europepmc   +1 more source

Home - About - Disclaimer - Privacy