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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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Chaos, 2020
Detrended fluctuation analysis (DFA) is widely used to characterize long-range power-law correlations in complex signals. However, it has restrictions when nonstationarity is not limited only to slow variations in the mean value.
A. Pavlov +5 more
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Detrended fluctuation analysis (DFA) is widely used to characterize long-range power-law correlations in complex signals. However, it has restrictions when nonstationarity is not limited only to slow variations in the mean value.
A. Pavlov +5 more
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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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IEEE transactions on industrial electronics (1982. Print), 2020
This article proposes an advanced technique for condition assessment of outdoor insulators based on its surface leakage current through employing detrended fluctuation analysis (DFA).
Suhas Deb +5 more
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This article proposes an advanced technique for condition assessment of outdoor insulators based on its surface leakage current through employing detrended fluctuation analysis (DFA).
Suhas Deb +5 more
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International Journal of Climatology, 2019
This study presents multifractal detrended fluctuation analysis (MF‐DFA) to describe the multifractality of Standardized Precipitation Index (SPI) series from 30 meteorological subdivisions of India estimated at different aggregation timescales (3, 6 and
S. Adarsh +5 more
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This study presents multifractal detrended fluctuation analysis (MF‐DFA) to describe the multifractality of Standardized Precipitation Index (SPI) series from 30 meteorological subdivisions of India estimated at different aggregation timescales (3, 6 and
S. Adarsh +5 more
semanticscholar +1 more source
Bioinform., 2020
MOTIVATION The quantification of long-range correlation of electroencephalogram (EEG) signals is an important research direction for its relevance in helping understanding the brain activity.
V. Mesquita, F. Filho, P. Rodrigues
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MOTIVATION The quantification of long-range correlation of electroencephalogram (EEG) signals is an important research direction for its relevance in helping understanding the brain activity.
V. Mesquita, F. Filho, P. Rodrigues
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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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Biomedical engineering and physics express, 2020
We report detection of cervical pre-cancer through their low coherence images by applying two dimensional multifractal detrended fluctuation analysis.
G. Sahoo +4 more
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We report detection of cervical pre-cancer through their low coherence images by applying two dimensional multifractal detrended fluctuation analysis.
G. Sahoo +4 more
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