Results 31 to 40 of about 225,313 (340)

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

open access: yesFractal 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

Asymmetric detrended fluctuation analysis reveals asymmetry in the RR intervals time series [PDF]

open access: diamondJournal of Applied Mathematics and Computational Mechanics, 2016
Dawid Mieszkowski   +4 more
doaj   +2 more sources

Introduction to multifractal detrended fluctuation analysis in matlab. [PDF]

open access: yesFront Physiol, 2012
Fractal structures are found in biomedical time series from a wide range of physiological phenomena. The multifractal spectrum identifies the deviations in fractal structure within time periods with large and small fluctuations. The present tutorial is an introduction to multifractal detrended fluctuation analysis (MFDFA) that estimates the ...
Ihlen EA.
europepmc   +6 more sources

Validity of detrended fluctuation analysis of heart rate variability to determine intensity thresholds in elite cyclists

open access: yesEuropean Journal of Sport Science, 2022
Background: The evaluation of performance in endurance athletes and the subsequent individualisation of training is based on the determination of individual physiological thresholds during incremental tests.
M. Mateo-March   +4 more
semanticscholar   +1 more source

The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [PDF]

open access: yesتحقیقات 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
doaj   +1 more source

Clustering Arid Rangelands Based on NDVI Annual Patterns and Their Persistence

open access: yesRemote 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
doaj   +1 more source

Theoretical foundation of detrending methods for fluctuation analysis such as detrended fluctuation analysis and detrending moving average [PDF]

open access: yesPhysical 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.
openaire   +4 more sources

DETRENDED FLUCTUATION ANALYSIS OF AUTOREGRESSIVE PROCESSES [PDF]

open access: yesFluctuation 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
openaire   +2 more sources

Dynamics of Urban Fire Correlations with Detrended Fluctuation Analysis [PDF]

open access: yesJournal 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
doaj   +1 more source

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