Results 211 to 220 of about 5,052 (252)

Detrended fluctuation analysis of multivariate time series

Communications in Nonlinear Science and Numerical Simulation, 2017
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Hui Xiong
exaly   +3 more sources

Evenly spacing in Detrended Fluctuation Analysis

Physica A: Statistical Mechanics and Its Applications, 2016
Abstract Detrended Fluctuation Analysis is a widely used method, which aims at assessing the level of self-similarity in time series. This method analyzes the diffusion properties of the signal, by computing the linear regression slope in the diffusion plot, representing in log–log coordinates the relationship between the variability of the signal ...
Zainy M H Almurad, Didier Delignières
exaly   +2 more sources

Bootstrap testing for detrended fluctuation analysis

Physica A: Statistical Mechanics and Its Applications, 2006
Abstract Detrended fluctuation analysis (DFA) is a scaling method that allows the detection of long memory in a time series. Until now no asymptotic distribution has been found for this statistic. The bootstrap technique allows the simulation of the probability distribution of any statistic.
exaly   +2 more sources

Fourier-detrended fluctuation analysis

Physica A: Statistical Mechanics and its Applications, 2005
Abstract Many features of natural phenomena can be observed using time records or series of observations. The time records of phenomena such as physiological and economic data or the temperature of a river can display short- and long-term time scales. These signals can also present trends which are an important aspect of their complexity.
C.V. Chianca, A. Ticona, T.J.P. Penna
openaire   +1 more source

DETRENDED FLUCTUATION ANALYSIS OF THE US STOCK MARKET

International Journal of Bifurcation and Chaos, 2008
This paper extends the work in [Serletis & Shintani, 2003; Elder & Serletis, 2007; Koustas et al.; Hinich & Serletis, 2008] by re-examining the empirical evidence for random walk type behavior in the US stock market. In doing so, it uses daily data on the Dow Jones Industrial Average, over the period from January 3, 1928 to March 15, 2006,
Apostolos Serletis, Olga Yu. Uritskaya, Vadim M. Uritsky   +2 more
openaire   +1 more source

Adaptive time-varying detrended fluctuation analysis

Journal of Neuroscience Methods, 2012
Detrended fluctuation analysis (DFA) is a technique commonly used to assess and quantify the presence of long-range temporal correlations (LRTCs) in neurophysiological time series. Convergence of the method is asymptotic only and therefore its application assumes a constant scaling exponent.
Luc, Berthouze, Simon F, Farmer
openaire   +2 more sources

Multifractal Detrended Fluctuation Analysis of WLAN Traffic

Wireless Personal Communications, 2011
In this paper we employ actual wireless data that draw from well known archives of network traffic traces and investigate the scaling and multifractal properties of WLAN traffic by using a multifractal detrended fluctuation analysis technique. Through multifractal analysis, the scaling exponents, generalized Hurst exponents and singularity spectrum are
Huifang Feng 0001, Youji Xu
openaire   +1 more source

Detrended fluctuation analysis for major depressive disorder

2015 37th Annual International Conference of the IEEE Engineering in Medicine and Biology Society (EMBC), 2015
Clinical utility of Electroencephalography (EEG) based diagnostic studies is less clear for major depressive disorder (MDD). In this paper, a novel machine learning (ML) scheme was presented to discriminate the MDD patients and healthy controls. The proposed method inherently involved feature extraction, selection, classification and validation.
Wajid Mumtaz, Aamir Saeed Malik, Syed Saad Azhar Ali, Mohd Azhar Mohd Yasin, Hafeez Ullah Amin   +4 more
openaire   +2 more sources

Detrended fluctuation analysis using orthogonal polynomials

Physical Review E, 2020
An alternative analysis approach, namely, orthogonal detrended fluctuation analysis (ODFA), is proposed to quantify the long-range correlation exponent. This method uses an orthogonal polynomial to attenuate any trends and quantify the (auto-) correlations in the data. The method is tested using numerically simulated data with long-range correlation. A
openaire   +2 more sources

Smoothed detrended fluctuation analysis

Journal of Statistical Computation and Simulation, 2016
ABSTRACTThe method of detrended fluctuation analysis (DFA) is useful in revealing the extent of long-range dependence, it has successfully been applied to different fields of interest. In this paper we proposed a smoothed detrended fluctuation analysis method based on the principle of wavelet shrinkage.
openaire   +1 more source