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MULTIFRACTAL DETRENDED FLUCTUATIONS ANALYSIS FOR IBOVESPA ASSETS
Fractals, 2021The Efficient Market Hypothesis (EMH) can be considered the central pillar of support of the Modern Economic-Financial Theory. However, in the last few years, the EMH has been strongly contraried due to empirical evidence related to long-memory, fractal dimension and fat-tailed that were critical factors in formulating a theory opposed to EMH called ...
FERNANDO HENRIQUE ANTUNES DE ARAUJO +1 more
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Detrended Fluctuation Analysis of Traffic Data
Chinese Physics Letters, 2007Different routing strategies may result in different behaviour of traffic on internet. We analyse the correlation of traffic data for three typical routing strategies by the detrended fluctuation analysis (DFA) and find that the degree of correlation of the data can be divided into three regions, i.e. weak, medium, and strong correlation.
Zhu Xiao-Yan, Liu Zong-Hua, Tang Ming
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Evenly spacing in Detrended Fluctuation Analysis
Physica A: Statistical Mechanics and its Applications, 2016Abstract 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
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Epilepsy detection using Detrended Fluctuation Analysis
2009 International Conference on Wavelet Analysis and Pattern Recognition, 2009Epilepsy is a disorder of the central nervous system characterized by the loss of consciousness and convulsions. If some early warning signal of an upcoming seizure (diagnosis of preictal period) could be detected, proper treatment could be applied to the patient to help prevent the seizure.
Reza Shalbaf +2 more
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Detrended fluctuation analysis of repetitive handwriting
2017 International Conference on Noise and Fluctuations (ICNF), 2017Although there is a tendency that the opportunity to write by hand is decreasing, handwriting is still one of the everyday activities of our lives. In this study, the experimental system that limits the writing speed of a subject was set up. The aim was to measure the fluctuation time series of a time element obtained from the measurement performed ...
Ryo Kumagai, Masafumi Uchida
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Detecting mental EEG properties using detrended fluctuation analysis
2005 IEEE Engineering in Medicine and Biology 27th Annual Conference, 2005Based on detrended fluctuation analysis (DFA), we explore the characteristics of multichannel electroencephalogram (EEG), which is recorded from many subjects performing different mental tasks. The results show that mental EEG exhibits long-range power-law correlations by calculating its scaling exponents (alpha), which can reflect the kinds of mental ...
Zhaohui, Jiang +4 more
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Multifractal Detrended Fluctuation Analysis of Network Traffic
2010 International Conference on Computational Intelligence and Software Engineering, 2010Whether network traffic in fine scales (below about 1 second) behaves multifractality is controversial in past studies. In recent years, the multifractal detrended fluctuation analysis (MFDFA) is widely used as a robust tool to investigate the scale behavior of non-stationary time series.
Hanlin Sun +3 more
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Applications of Multifractal Detrended Fluctuation Analysis
Journal of Information and Computing ScienceIn recent years, multifractal detrended fluctuation analysis (MF-DFA) has become an important tool for detecting the scale and long correlation of non-stationary time series. With the continuous development of multifractal theory, researchers have widely applied it in physics, chemistry, biology, economy, etc.
Dongxu Dai +8 more
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Multifractal Detrended Fluctuation Analysis (MF-DFA)
2018The study of financial or crude oil markets is largely based on current main stream literature, whose fundamental assumption is that stock price (or returns) follows a normal distribution and price behavior obeys ‘random-walk’ hypothesis (RWH), which was first introduced by Bachelier (1900), since then it has been adopted as the essence of many asset ...
Guangxi Cao, Ling-Yun He, Jie Cao
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Nonlinear-analysis of human sleep EEG using detrended fluctuation analysis
Medical Engineering & Physics, 2004Quantification of the fractal scaling properties of human sleep EEG dynamics was sought and each normal sleep stage was compared with that of sleep apnea. The fractal scaling exponents that quantify power-law correlations were computed using detrended fluctuation analysis.
Jong-Min, Lee +4 more
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