Results 41 to 50 of about 225,313 (340)

Extended Methodology for DFA and DCCA: Application of Automatic Search Procedure and Correlation Map to the Weierstrass-Mandelbrot Functions

open access: yesAnais 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
doaj   +1 more source

Asymmetric detrended fluctuation analysis in neonatal stress [PDF]

open access: yesPhysiological 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
openaire   +4 more sources

Multifractal Detrended Fluctuation Analysis (MF-DFA) of Stock Market Indexes. Empirical Evidence from Seven Central and Eastern European Markets

open access: yesSustainability, 2020
In this paper, we present a comparative investigation of the multifractal properties of seven Central and Eastern European (CEE) stock markets using recent financial data up to August 2018 by employing seasonal and trend decompositions before applying ...
L. Miloș   +4 more
semanticscholar   +1 more source

Long memory in stock returns: Evidence from the Eastern European markets [PDF]

open access: yesSHS 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
doaj   +1 more source

Fractal Analysis of Power Grid Faults and Cross Correlation for the Faults and Meteorological Factors

open access: yesIEEE Access, 2020
Power-grid faults pose a great threat to the economy and to social stability. In this paper, the detrended fluctuation analysis method is used to investigate the scaling properties of power grid faults and the correlation between faults and ...
Tejun Zhou   +3 more
doaj   +1 more source

Consistency of detrended fluctuation analysis [PDF]

open access: yesPhysical Review E, 2017
The scaling function $F(s)$ in detrended fluctuation analysis (DFA) scales as $F(s)\sim s^{H}$ for stochastic processes with Hurst exponents $H$. We prove this scaling law for both stationary stochastic processes with $01$. As a final application of the new theory, we present an estimator $\hat F(s)$ that can handle missing data in regularly sampled ...
openaire   +3 more sources

Multi-fractal detrended fluctuation half-spectrum analysis of HRV

open access: yesThe Journal of Engineering, 2019
Electrocardiogram is a comprehensive reflection of cardiac electrical activity on the surface of the body. It is of great research value to analyse ECG signals and diagnose heart diseases.
Daoming Zhang   +3 more
doaj   +1 more source

A Multifractal Detrended Fluctuation Analysis Approach Using Generalized Functions

open access: greenPhysica A: Statistical Mechanics and its Applications, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Suzielli Martins Mendonça   +2 more
openalex   +3 more sources

Early Warning Signals for Bearing Failure Using Detrended Fluctuation Analysis

open access: yesApplied Sciences, 2020
Prognostic techniques play a critical role in predicting upcoming faults and failures in machinery or a system by monitoring any deviation in the operation.
Laith Shalalfeh, Ashraf AlShalalfeh
doaj   +1 more source

Spatial analysis of oil reservoirs using detrended fluctuation analysis of geophysical data [PDF]

open access: yesNonlinear Processes in Geophysics, 2014
We employ the detrended fluctuation analysis (DFA) technique to investigate spatial properties of an oil reservoir. This reservoir is situated at Bacia de Namorados, RJ, Brazil.
R. A. Ribeiro   +4 more
doaj   +1 more source

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