Results 11 to 20 of about 18,134 (280)

Multifractal Detrended Fluctuation Analysis of Human gait Diseases [PDF]

Frontiers in Physiology, 2013
IIn this paper multifractal detrended fluctuation analysis is used to study the human gait time series for normal and diseased sets. It is observed that long range correlation is primarily responsible for the origin of multifractality.
Srimonti eDutta, Dipak eGhosh, Sucharita eChatterjee   +2 more
doaj   +5 more sources

Extended Detrended Fluctuation Analysis of Coarse-Grained Time Series [PDF]

Diagnostics, 2022
A coarse-graining procedure, which involves averaging time series in non-overlapping windows followed by processing of the obtained multiple data sets, is the initial step in the multiscale entropy computation method.
Alexander A. Koronovskii, Inna A. Blokhina, Alexander V. Dmitrenko, Matvey A. Tuzhilkin, Tatyana V. Moiseikina, Inna V. Elizarova, Oxana V. Semyachkina-Glushkovskaya, Alexey N. Pavlov   +7 more
doaj   +2 more sources

On the Validity of Detrended Fluctuation Analysis at Short Scales [PDF]

Entropy, 2021
Detrended Fluctuation Analysis (DFA) has become a standard method to quantify the correlations and scaling properties of real-world complex time series. For a given scale ℓ of observation, DFA provides the function F(ℓ), which quantifies the fluctuations
Pedro Carpena, Manuel Gómez-Extremera, Pedro A. Bernaola-Galván   +2 more
doaj   +2 more sources

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 ...
Rak, Rafal, Zięba, Pawel
core   +2 more sources

Detrended fluctuation analysis of earthquake data [PDF]

Physical Review Research, 2021
The detrended fluctuation analysis (DFA) is extensively useful in stochastic processes to unveil the long-term correlation. Here, we apply the DFA to point processes that mimic earthquake data.
Takumi Kataoka, Tomoshige Miyaguchi, Takuma Akimoto   +2 more
doaj   +3 more sources

Effect of Trends on Detrended Fluctuation Analysis [PDF]

Physical Review E, 2001
Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-law correlation exponents in noisy signals. Many noisy signals in real systems display trends, so that the scaling results obtained from the DFA method ...
A. Bunde, A. Montanari, B. B. Mandelbrot, C. A. Perazzo, C. L. Alados, C. Matsoukas, C.-K. Peng, C.-K. Peng, C.-K. Peng, C.-K. Peng, C.-K. Peng, D. Toweill, E. Koscielny-Bunde, E. Koscielny-Bunde, G. M. Viswanathan, H. A. Makse, H. E. Hurst, H. E. Stanley, H. E. Stanley, H. Yoshinaga, I. M. Janosi, J. W. Kantelhardt, J. W. Kantelhardt, K. Ivanova, K. Ivanova, K. K. L. Ho, M. Ausloos, M. Ausloos, M. Ausloos, M. Ausloos, M. Barbi, M. Roberto, M. S. Taqqu, N. Iyengar, N. Makarenko, N. Vandewalle, N. Vandewalle, N. Vandewalle, P. A. Absil, P. Bernaola Galván, P. Ch. Ivanov, P. Ch. Ivanov, P. Ch. Ivanov, P. Grau-Carles, P. Talkner, R. N. Mantegna, R. N. Mantegna, S. Blesic, S. Havlin, S. Havlin, S. Havlin, S. Havlin, S. M. Ossadnik, S. M. Pikkujamsa, S. V. Buldyrev, S. V. Buldyrev, T. H. Makikallio, T. T. Laitio, Y. Ashkenazy, Y. Ashkenazy, Y. Liu, Y. Liu, Y. Ogata   +62 more
core   +6 more sources

Effect of nonstationarities on detrended fluctuation analysis [PDF]

Physical Review E, 2001
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
A. Bunde, A. Montanari, A. Witt, C. Matsoukas, C.-K. Peng, C.-K. Peng, C.-K. Peng, C.-K. Peng, C.-K. Peng, D. Toweill, E. Koscielny-Bunde, E. Koscielny-Bunde, H. A. Makse, H. E. Stanley, H. E. Stanley, H. E. Stanley, H. Eugene Stanley, I. M. Janosi, J. M. Hausdorff, J. W. Kantelhardt, K. Hu, K. Ivanova, K. K. L. Ho, Kun Hu, M. Ausloos, M. Ausloos, M. Ausloos, M. Ausloos, M. Ausloos, M. Barbi, M. Roberto, M. S. Taqqu, N. Iyengar, N. Vandewalle, N. Vandewalle, N. Vandewalle, P. A. Absil, P. Ch. Ivanov, P. Ch. Ivanov, P. Ch. Ivanov, P. Ch. Ivanov, P. Ch. Ivanov, P. Ch. Ivanov, P. Grau-Carles, P. Talkner, Plamen Ch. Ivanov, R. N. Mantegna, R. N. Mantegna, S. Bahar, S. Havlin, S. Havlin, S. Havlin, S. Havlin, S. M. Ossadnik, S. M. Pikkujamsa, S. V. Buldyrev, S. V. Buldyrev, T. H. Makikallio, T. T. Laitio, Y. Ashkenazy, Y. Ashkenazy, Y. Ashkenazy, Y. Liu, Y. Liu, Zhi Chen   +64 more
core   +5 more sources

Revisiting detrended fluctuation analysis. [PDF]

Sci Rep, 2012
Half a century ago Hurst introduced Rescaled Range (R/S) Analysis to study fluctuations in time series. Thousands of works have investigated or applied the original methodology and similar techniques, with Detrended Fluctuation Analysis becoming preferred due to its purported ability to mitigate nonstationaries.
Bryce RM, Sprague KB.
europepmc   +4 more sources

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 ...
Admati, Anatolyev, Andersen, Barabási, Bartiromo, Bauwens, Bauwens, Brokmann, Chan, Cornett, Corral, Cox, Edwards, Eisler, Engle, Engle, Engle, Gu, Hafner, Halsey, Ivanov, Jain, Jasiak, Jiang, Jiang, Jiang, Jiang, Jiang, Kantelhardt, Kim, Kim, Mainardi, Masoliver, Masoliver, Mcinish, Molchan, Molchan, Oliveira, Oświȩcimka, Peng, Politi, Politi, Raberto, Sabatelli, Saichev, Sazuka, Scalas, Scalas, Scalas, Scalas, Scalas, Shcherbakov, Telesca, Viswanathan, Vázquez, Vázquez, Wei Chen, Wei-Xing Zhou, Yoon, Yuen, Zhang, Zhi-Qiang Jiang   +61 more
core   +3 more sources

Wavelet versus Detrended Fluctuation Analysis of multifractal structures [PDF]

Physical Review E, 2006
We perform a comparative study of applicability of the Multifractal Detrended Fluctuation Analysis (MFDFA) and the Wavelet Transform Modulus Maxima (WTMM) method in proper detecting of mono- and multifractal character of data. We quantify the performance
B. B. Mandelbrot, J. F. Muzy, Jarosław Kwapień, L. Calvet, Paweł Oświȩcimka, S. Drożdż, Stanisław Drożdż   +6 more
core   +3 more sources