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The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [PDF]
تحقیقات مالی, 2012 One of the latest approaches for analyzing the coupled time series is MF-DXA. This technique has been used in many disciplines such as finance. In this paper, we have analyzed Tehran Stock Exchange indexes by MF-DXA and have found a scaling behavior ...
Reza Tehrani +2 more
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Clustering Arid Rangelands Based on NDVI Annual Patterns and Their Persistence
Remote Sensing, 2022 Rangeland ecosystems comprise more than a third of the global land surface, sustaining essential ecosystem services and livelihoods. In Spain, Southeast Spain includes some of the driest regions; accordingly, rangelands from Murcia and Almeria provinces ...
Ernesto Sanz +6 more
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Theoretical foundation of detrending methods for fluctuation analysis such as detrended fluctuation analysis and detrending moving average [PDF]
Physical Review E, 2019 We present a general framework of detrending methods of fluctuation analysis of which detrended fluctuation analysis (DFA) is one prominent example. Another more recently introduced method is detrending moving average (DMA). Both methods are constructed differently but are similarly able to detect long-range correlations as well as anomalous diffusion ...
Höll, M., Kiyono, K., Kantz, H.
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DETRENDED FLUCTUATION ANALYSIS OF AUTOREGRESSIVE PROCESSES [PDF]
Fluctuation and Noise Letters, 2007 Autoregressive processes (AR) have typical short-range memory. Detrended Fluctuation Analysis (DFA) was basically designed to reveal long-range correlations in non stationary processes. However DFA can also be regarded as a suitable method to investigate both long-range and short-range correlations in non stationary and stationary systems.
Morariu, V. V. +3 more
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Dynamics of Urban Fire Correlations with Detrended Fluctuation Analysis [PDF]
Journal of Risk Analysis and Crisis Response (JRACR), 2011 To explore and understand the intrinsic dynamic mechanisms of urban fire system is an important prerequisite for the fire risk analysis and management. By analyzing the time series of urban fire system, it is helpful to achieve this goal.
Jinghong Wang
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Anais da Academia Brasileira de Ciências, 2021 Detrended fluctuation analysis and detrended cross-correlation analysis are used in this study to identify and characterize correlated data. The objective of these two techniques is to separate different fluctuations from the contributions due to ...
EULER B.S. MARINHO +2 more
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Asymmetric detrended fluctuation analysis in neonatal stress [PDF]
Physiological Measurement, 2018 To detect stress in newborns by observing heart rate (HR) variability utilizing an asymmetric detrended fluctuation analysis (ADFA), we sought to determine the fractal structure of the series of inter-beat intervals, so as to distinguish the periods of acceleration of the HR from decelerations.
Matej Šapina +7 more
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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 +2 more
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Long memory in stock returns: Evidence from the Eastern European markets [PDF]
SHS Web of Conferences, 2021 This essay aims to analyze the impact of the 2020 global pandemic on the memory properties of the Eastern Europe stock markets, from the period between 1 January 2016 to 2 September 2020, the sample was divided in two subperiods: 1 January 2016 to 30 ...
Dias Rui +4 more
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MFDFA: Efficient multifractal detrended fluctuation analysis in python
Computer Physics Communications, 2022 12 pages, 6 figures, software in https://github.com/LRydin ...
Leonardo Rydin Gorjão +3 more
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