Results 51 to 60 of about 225,313 (340)

Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies

International Journal of Financial Studies, 2019
In recent years, increasing attention has been devoted to cryptocurrencies, owing to their great development and valorization. In this study, we propose to analyse four of the major cryptocurrencies, based on their market capitalization and data ...
Natália Costa, César Silva, Paulo Ferreira   +2 more
doaj   +1 more source

Discerning Xylella fastidiosa-Infected Olive Orchards in the Time Series of MODIS Terra Satellite Evapotranspiration Data by Using the Fisher–Shannon Analysis and the Multifractal Detrended Fluctuation Analysis

Fractal and Fractional, 2023
Xylella fastidiosa is a phytobacterium able to provoke severe diseases in many species. When it infects olive trees, it induces the olive quick decline syndrome that leads the tree to a rapid desiccation and then to the death.
Luciano Telesca, Nicodemo Abate, Farid Faridani, Michele Lovallo, Rosa Lasaponara   +4 more
doaj   +1 more source

Scaler mode of the Auger Observatory and Sunspots [PDF]

, 2012
Recent data from the Auger Observatory on low energy secondary cosmic ray particles are analyzed to study temporal correlations together with data on the daily sunspot numbers and neutron monitor data.
Auger Scaler Data Online, Bertou, Bray, Carlos A. García Canal, Carlos Hojvat, Hamilton, Jensen, MacDonald, Neutron Monitor APTY, Neutron Monitor Database, Neutron Monitor JUNG, Pierre Auger Observatory Collaboration, Press, SIDC-Team, Storini, Tatiana Tarutina   +15 more
core   +2 more sources

Fractal Analysis of River Flow Fluctuations (with Erratum) [PDF]

, 2006
We use some fractal analysis methods to study river flow fluctuations. The result of the Multifractal Detrended Fluctuation Analysis (MF-DFA) shows that there are two crossover timescales at $s_{1\times}\sim12$ and $s_{2\times}\sim130$ months in the ...
Alados, Ashkenazy, Ashkenazy, Ashkenazy, Ashkenazy, Bacry, Bahar, Barabási, Barbosa, Barmes, Blesic, Buldyrev, Buldyrev, Buldyrev, Bunde, Bunde, Burlando, Burlando, Chen, Chen, Chianca, Eke, Evalds Hermanis, Fano, Feder, Feder, Fraedrich, Hausdorff, Hu, Hurst, Hurst, Ivanov, Ivanov, Ivanova, Ivanova, Kantelhardt, Kantelhardt, Kantelhardt, Kantelhardt, Koscielny-Bunde, Koscielny-Bunde, Koscielny-Bunde, Koscielny-Bunde, Koscielny-Bunde, Kroll, Liu, Livina, Livina, Loboda, M. Sadegh Movahed, Malamud, Mandelbrot, Mantegna, Matsoukas, Murdock, Muzy, Nagarajan, Ossadnik, Oświȩcimka, Pandey, Peitgen, Pelletier, Peng, Peng, Sadegh Movahed, Sadegh Movahed, Schmitt, Talkner, Taqqu, Tessier, Vandewalle, Vandewalle, Xu   +72 more
core   +2 more sources

Monetary and Macroprudential Policy and Welfare in an Estimated Four‐Agent New Keynesian Model

Journal of Money, Credit and Banking, EarlyView., 2023
Abstract We examine the social and agent‐specific welfare effects of monetary and macroprudential policy in a four‐agent estimated macro‐economic model comprising “banked simple households,” “underbanked simple households,” “firm owners,” and “bank owners.” Optimal capital requirement and loan loss provisions ratios improve all agent‐specific and ...
GEORGE J. BRATSIOTIS, KASUN D. PATHIRAGE
wiley   +1 more source

A new method for abrupt change detection in dynamic structures [PDF]

Nonlinear Processes in Geophysics, 2008
Based on Detrended Fluctuation Analysis (DFA), we propose a new method – Moving Detrended Fluctuation Analysis (MDFA) – to detect abrupt change in dynamic structures.
W. P. He, G. L. Feng, Q. Wu, S. Q. Wan, J. F. Chou   +4 more
doaj  

On the Accuracy of Fault Diagnosis for Rolling Element Bearings Using Improved DFA and Multi-Sensor Data Fusion Method

Sensors, 2020
Rolling element bearings are widely employed in almost every rotating machine. The health status of bearings plays an important role in the reliability of rotating machines. This paper deals with the principle and application of an effective multi-sensor
Qiang Song, Sifang Zhao, Mingsheng Wang
doaj   +1 more source

Long range correlation in cosmic microwave background radiation

, 2011
We investigate the statistical anisotropy and Gaussianity of temperature fluctuations of Cosmic Microwave Background radiation (CMB) data from {\it Wilkinson Microwave Anisotropy Probe} survey, using the multifractal detrended fluctuation analysis ...
C. L. Alados, D. Novikov, F. Bernardeau, F. Ghasemi, H. E. Hurst, H. O. Peitgen, J. A. Peacock, J. Feder, J. M. Hausdorff, J. R. Bond, K. Schwarzschild, M. Reza Rahimi Tabar, M. Sadegh Movahed, P. Coles, R. N. Mantegna, Sohrab Rahvar, T. Fukushige, V. F. Mukhanov   +17 more
core   +1 more source

Detrended Fluctuation Analysis of EEG Signals

Procedia Technology, 2014
AbstractScaling properties are one of the most important quantifiers of complexity in many events, as time series (TS). To try to have a glimpse how brain is working, we need new methods of analysis. The structural characteristics of biomedical signals are often visually apparent, but not captured by conventional measures (average amplitude, Fourier ...
Márton, L.F., Brassai, S.T., Bakó, L., Losonczi, L.   +3 more
openaire   +1 more source

Multifractal detrended fluctuation analysis of sunspot time series [PDF]

Journal of Statistical Mechanics: Theory and Experiment, 2006
9 pages, 6 ...
Movahed, M. Sadegh, Jafari, G. R., Ghasemi, F., Rahvar, Sohrab, Tabar, M. Reza Rahimi   +4 more
openaire   +2 more sources