Results 21 to 30 of about 225,313 (340)

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

Characterizing stroke-induced changes in the variability of lower limb kinematics using multifractal detrended fluctuation analysis [PDF]

Front Neurol, 2022
X. Pan, Hairong Yu, Xiaoyun Wang, Rong Song   +3 more
openalex   +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

Efficiency of Asean-5 Markets: An Detrended Fluctuation Analysis

Mednarodno Inovativno Poslovanje, 2020
This study intends to analyse efficiency, in its weak form, in the financial markets of Indonesia, Malaysia, Philippines, Singapore, Thailand (Asean-5), and China, during the global pandemic (Covid-19).
Rui Dias, Paula Heliodoro, Paulo Alexandre   +2 more
doaj   +2 more sources

MFDFA: Efficient multifractal detrended fluctuation analysis in python [PDF]

Computer Physics Communications, 2021
12 pages, 6 figures, software in https://github.com/LRydin ...
Leonardo Rydin Gorjão, Galib Hassan, Jürgen Kurths, D. Witthaut   +3 more
semanticscholar   +5 more sources

Empirical properties of inter-cancellation durations in the Chinese stock market [PDF]

Frontiers in Physics, 2014
Order cancellation process plays a crucial role in the dynamics of price formation in order-driven stock markets and is important in the construction and validation of computational finance models.
Gao-Feng eGu, Gao-Feng eGu, Xiong eXiong, Xiong eXiong, Wei eZhang, Wei eZhang, Yong-Jie eZhang, Yong-Jie eZhang, Wei-Xing eZhou, Wei-Xing eZhou, Wei-Xing eZhou   +10 more
doaj   +3 more sources

Hybrid Framework for Cartilage Damage Detection from Vibroacoustic Signals Using Ensemble Empirical Mode Decomposition and CNNs [PDF]

Sensors
This study proposes a hybrid analytical framework for detecting chondromalacia using vibroacoustic (VAG) signals from patients with knee osteoarthritis (OA) and healthy controls (HCs).
Anna Machrowska, Robert Karpiński, Marcin Maciejewski, Józef Jonak, Przemysław Krakowski, Arkadiusz Syta   +5 more
doaj   +2 more sources

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
core   +2 more sources

Radio Frequency Fingerprinting for WiFi Authentication Based on Detrended Fluctuation Analysis [PDF]

IET Information Security
Traditional physical-layer authentication (PLA) approaches primarily rely on a limited set of hardware features, which restricts their robustness and accuracy in dynamic wireless environments.
Shuguang Wang, Songyan Li, Tingjia Liu, Shuangrui Zhao, Jiandong Wang, Yulong Shen   +5 more
doaj   +2 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