Results 11 to 20 of about 19,320 (310)

Detecting Long-range Correlations with Detrended Fluctuation Analysis [PDF]

Physica A: Statistical Mechanics and its Applications, 2001
We examine the Detrended Fluctuation Analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling that appear at small time scales become stronger in higher orders of
Absil, Armin Bunde, Ashkenazy, Ausloos, Ausloos, Bacry, Barmes, Ben-Avraham, Blesic, Buldyrev, Buldyrev, Bunde, Cizeau, Eva Koscielny-Bunde, Fano, Feder, Hausdorff, Henio H.A Rego, Ho, Hurst, Ivanov, Ivanova, Ivanova, Jan W Kantelhardt, Kantelhardt, Koscielny-Bunde, Koscielny-Bunde, Liu, Makse, Muzy, Muzy, Peng, Peng, Peng, Peng, Peng, Shlesinger, Shlomo Havlin, Stanley, Talkner, Taqqu, Vandewalle, Viswanathan   +42 more
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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

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
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MFDFA: Efficient multifractal detrended fluctuation analysis in python

Computer Physics Communications, 2022
12 pages, 6 figures, software in https://github.com/LRydin ...
Leonardo Rydin Gorjão, Galib Hassan, Jürgen Kurths, Dirk Witthaut   +3 more
openaire   +6 more sources

Introduction to multifractal detrended fluctuation analysis in matlab. [PDF]

Front Physiol, 2012
Fractal structures are found in biomedical time series from a wide range of physiological phenomena. The multifractal spectrum identifies the deviations in fractal structure within time periods with large and small fluctuations. The present tutorial is an introduction to multifractal detrended fluctuation analysis (MFDFA) that estimates the ...
Ihlen EA.
europepmc   +6 more sources

Detrended fluctuation analysis: A scale-free view on neuronal oscillations [PDF]

Frontiers in Physiology, 2012
Recent years of research have shown that the complex temporal structure of ongoing oscillations is scale-free and characterized by long-range temporal correlations.
Richard eHardstone, Simon-Shlomo ePoil, Giuseppina eSchiavone, Rick eJansen, Rick eJansen, Vadim V Nikulin, Huibert D. Mansvelder, Klaus eLinkenkaer-Hansen   +7 more
doaj   +2 more sources

Multifractal detrended fluctuation analysis of nonstationary time series [PDF]

, 2002
We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA).
Alados, Amaral, Armin Bunde, Arneodo, Arneodo, Arneodo, Arneodo, Arneodo, Ashkenazy, Ashkenazy, Bacry, Bahar, Barabási, Blesic, Buldyrev, Buldyrev, Bunde, Chen, Eva Koscielny-Bunde, Feder, H.Eugene Stanley, Hausdorff, Hu, Ivanov, Ivanov, Ivanova, Ivanova, Jaffard, Jan W. Kantelhardt, Kantelhardt, Kantelhardt, Koscielny-Bunde, Liu, Makse, Malamud, Mantegna, Muzy, Muzy, Nakao, Ossadnik, Peitgen, Peng, Peng, Shlesinger, Shlomo Havlin, Silchenko, Stephan A. Zschiegner, Talkner, Taqqu, Vandewalle, Vandewalle   +50 more
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Statistical properties of detrended fluctuation analysis

Journal of Statistical Computation and Simulation, 2010
The main goal of this work is to consider the detrended fluctuation analysis (DFA), proposed by Peng et al. [Mosaic organization of DNA nucleotides, Phys. Rev. E. 49(5) (1994), 1685–1689]. This is a well-known method for analysing the long-range dependence in non-stationary time series.
Crato, Nuno, Linhares, R.R., Lopes, Sílvia R. C.   +2 more
openaire   +4 more sources

Objective differentiation of neonatal EEG background grades using detrended fluctuation analysis [PDF]

Frontiers in Human Neuroscience, 2015
A quantitative and objective assessment of background electroencephalograph (EEG) in sick neonates remains an everyday clinical challenge. We studied whether long range temporal correlations quantified by detrended fluctuation analysis (DFA) could be ...
Vladimir eMatic, Vladimir eMatic, Joseph Perumpillichira Cherian, Ninah eKoolen, Ninah eKoolen, Amir Hossein Ansari, Amir Hossein Ansari, Gunnar eNaulaers, Paul eGovaert, Sabine eVan Huffel, Sabine eVan Huffel, Maarten eDe Vos, Sampsa eVanhatalo   +12 more
doaj   +2 more sources

Effect of nonlinear filters on detrended fluctuation analysis [PDF]

Physical Review E, 2005
We investigate how various linear and nonlinear transformations affect the scaling properties of a signal, using the detrended fluctuation analysis (DFA).
Bernaola-Galvan, P., Carpena, P., Chen, Z., Hu, K., Ivanov, P. Ch., Stanley, H. E.   +5 more
core   +3 more sources