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Investigating efficiency of frontier stock markets using multifractal detrended fluctuation analysis
International Journal of Emerging Markets, 2021PurposeThe investigation of the fractal nature of financial data has been growing in the literature. The purpose is to investigate the multifractal behavior of frontier markets using multifractal detrended fluctuation analysis (MFDFA).Design/methodology ...
Faheem Aslam +2 more
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International Journal of Climatology, 2021
Affected by climate change and high‐intensity human activities, the precipitation series is characterized by nonlinear complex fluctuations. In order to accurately quantify the precipitation complexity, the complete ensemble empirical mode decomposition ...
Liangliang Zhang +8 more
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Affected by climate change and high‐intensity human activities, the precipitation series is characterized by nonlinear complex fluctuations. In order to accurately quantify the precipitation complexity, the complete ensemble empirical mode decomposition ...
Liangliang Zhang +8 more
semanticscholar +1 more source
Fourier-detrended fluctuation analysis
Physica A: Statistical Mechanics and its Applications, 2005Abstract 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
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International Journal of Housing Markets and Analysis, 2021
Purpose This study aims to examine the house price fluctuations in G7 countries by using the multifractal detrended fluctuation analysis (MF-DFA) for the years 1970–2019.
S. Raza +3 more
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Purpose This study aims to examine the house price fluctuations in G7 countries by using the multifractal detrended fluctuation analysis (MF-DFA) for the years 1970–2019.
S. Raza +3 more
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Adaptive time-varying detrended fluctuation analysis
Journal of Neuroscience Methods, 2012Detrended 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
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Detrended fluctuation analysis using orthogonal polynomials
Physical Review E, 2020An 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
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Detrended fluctuation analysis for major depressive disorder
2015 37th Annual International Conference of the IEEE Engineering in Medicine and Biology Society (EMBC), 2015Clinical 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 +4 more
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Smoothed detrended fluctuation analysis
Journal of Statistical Computation and Simulation, 2016ABSTRACTThe 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.
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Detrended Fluctuation Analysis of uterine electromyography
2011 1st Middle East Conference on Biomedical Engineering, 2011In respect to the main goal of our ongoing work for predicting preterm birth, we analyze in this paper uterine EMG recordings of 11 pregnant and laboring women by means of Detrended Fluctuation Analysis (DFA), a scaling analysis method that quantifies a simple parameter to represent the correlation properties of a time series.
Bassam Moslem +3 more
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Fault Diagnosis Using Adaptive Multifractal Detrended Fluctuation Analysis
IEEE transactions on industrial electronics (1982. Print), 2020Multifractal detrended fluctuation analysis (MF-DFA) has been used for vibration-based fault diagnosis because it is able to uncover multifractality buried in nonlinear and nonstationary vibration signals and thus offers an opportunity to explore a new ...
Wenliao Du, Myeongsu Kang, M. Pecht
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