Detrended fluctuation analysis of intertrade durations [PDF]
Physica A: Statistical Mechanics and its Applications, 2008 The intraday pattern, long memory, and multifractal nature of the intertrade durations, which are defined as the waiting times between two consecutive transactions, are investigated based upon the limit order book data and order flows of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in 2003.
Zhi‐Qiang Jiang +2 more
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Effect of nonstationarities on detrended fluctuation analysis [PDF]
Physical Review E, 2002 Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-range power-law correlations in signals. Many physical and biological signals are ``noisy'', heterogeneous and exhibit different types of nonstationarities, which can affect the correlation properties of these signals.
Chen, Zhi +3 more
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Effect of trends on detrended fluctuation analysis [PDF]
Physical Review E, 2001 20 pages, 16 ...
Hu, Kun +4 more
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Effect of nonlinear filters on detrended fluctuation analysis [PDF]
Physical Review E, 2005 12 pages, 7 ...
Chen, Z. +5 more
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Multifractal Flexibly Detrended Fluctuation Analysis [PDF]
Acta Physica Polonica B, 2015 Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation Analysis (MFDFA). However, it has some drawback. One of its core elements is detrending of the series.
Rak, Rafal, Zięba, Pawel
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Multifractal Detrended Fluctuation Analysis of Temperature Reanalysis Data over Greece [PDF]
Atmosphere, 2019 The Multifractal Detrended Fluctuation Analysis (MF-DFA) is used to examine the scaling behavior and the multifractal characteristics of the mean daily temperature time series of the ERA-Interim reanalysis data for a domain centered over Greece.
Kostas Philippopoulos +4 more
doaj +2 more sources
Detrended fluctuation analysis of gait dynamics when entraining to music and metronomes at different tempi in persons with multiple sclerosis. [PDF]
Sci Rep, 2020 In persons with multiple sclerosis (PwMS), synchronizing walking to auditory stimuli such as to music and metronomes have been shown to be feasible, and positive clinical effects have been reported on step frequency and perception of fatigue.
Moumdjian L +6 more
europepmc +2 more sources
Detrended Fluctuation Analysis of Autoregressive Processes [PDF]
Fluctuation and Noise Letters, 2007 Autoregressive processes (AR) have typical short-range memory. Detrended Fluctuation Analysis (DFA) was basically designed to reveal long-range correlations in non stationary processes. However DFA can also be regarded as a suitable method to investigate both long-range and short-range correlations in non stationary and stationary systems.
V. V. Morariu +3 more
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Theoretical foundation of detrending methods for fluctuation analysis such as detrended fluctuation analysis and detrending moving average [PDF]
Physical Review E, 2019 We present a general framework of detrending methods of fluctuation analysis of which detrended fluctuation analysis (DFA) is one prominent example. Another more recently introduced method is detrending moving average (DMA). Both methods are constructed differently but are similarly able to detect long-range correlations as well as anomalous diffusion ...
Marc Höll, Ken Kiyono, Hölger Kantz
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Wavelet versus detrended fluctuation analysis of multifractal structures [PDF]
Physical Review E, 2006 substantially extended version, to appear in Phys.Rev ...
Oswiecimka, Pawel +2 more
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