Results 31 to 40 of about 221,966 (332)

Detecting long-range correlations with detrended fluctuation analysis [PDF]

Physica A: Statistical Mechanics and its Applications, 2001
10 pages, including 8 ...
Kantelhardt, J. W., Koscielny-Bunde, E., Rego, H. H. A., Havlin, S., Bunde, A.   +4 more
openaire   +3 more sources

Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series [PDF]

, 2002
We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA).
Jan W. Kantelhardt, Jan W. Kantelhardt, S. Zschiegner, Eva Koscielny-Bunde, Eva Koscielny-Bunde, S. Havlin, S. Havlin, A. Bunde, H. Stanley   +8 more
semanticscholar   +4 more sources

Self-Similar Models: Relationship between the Diffusion Entropy Analysis, Detrended Fluctuation Analysis and Lévy Models [PDF]

Mathematics, 2020
Financial and geophysical data, like many other low and high frequency time series, are known to exhibit some memory effects. These memory effects may be long or short, permanent or temporal depending on the event that is being modeled.
Maria C. Mariani, William Kubin, Peter K. Asante, Osei K. Tweneboah, Maria P. Beccar-Varela, Sebastian Jaroszewicz, Hector Gonzalez-Huizar   +6 more
doaj   +2 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

Removal of Dust Microelectric Signal Based on Empirical Mode Decomposition and Multifractal Detrended Fluctuation Analysis. [PDF]

Comput Intell Neurosci, 2021
Li J, Sun Y, Cheng X.
europepmc   +3 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

Detrended Fluctuation Analysis of Heart Rate Dynamics Is an Important Prognostic Factor in Patients with End-Stage Renal Disease Receiving Peritoneal Dialysis. [PDF]

PLoS One, 2016
Chiang JY, Huang JW, Lin LY, Chang CH, Chu FY, Lin YH, Wu CK, Lee JK, Hwang JJ, Lin JL, Chiang FT.   +10 more
europepmc   +3 more sources

Modified detrended fluctuation analysis based on empirical mode decomposition

, 2009
Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating the power-law long-term correlations of non-stationary time series, in which a detrending step is necessary to obtain the local fluctuations at different ...
Xi-Yuan Qian, Wei‐Xing Zhou, Gao-Feng Gu   +2 more
openalex   +3 more sources

Multichannel detrended fluctuation analysis reveals synchronized patterns of spontaneous spinal activity in anesthetized cats. [PDF]

PLoS One, 2011
Rodríguez EE, Hernández-Lemus E, Itzá-Ortiz BA, Jiménez I, Rudomín P.   +4 more
europepmc   +3 more sources

Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis

Fractal and Fractional, 2023
In this article, we investigate the market efficiency of global stock markets using the multifractal detrended fluctuation analysis methodology and analyze the results by dividing them into developed, emerging, and frontier groups.
Min-Jae Lee, S. Choi
semanticscholar   +1 more source