Results 71 to 80 of about 225,313 (340)

Detrended fluctuation analysis for fractals and multifractals in higher dimensions

, 2006
One-dimensional detrended fluctuation analysis (1D DFA) and multifractal detrended fluctuation analysis (1D MF-DFA) are widely used in the scaling analysis of fractal and multifractal time series because of being accurate and easy to implement.
B. B. Mandelbrot, D. Maraun, E. Alessio, Gao-Feng Gu, H. E. Hurst, J. W. Kantelhardt, M. Holschneider, P. Grassberger, Wei-Xing Zhou   +8 more
core   +1 more source

Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums

Journal of Futures Markets, EarlyView.
ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley   +1 more source

A Multivariate Method for Dynamic System Analysis: Multivariate Detrended Fluctuation Analysis Using Generalized Variance

Topics in Cognitive Science, EarlyView., 2023
Abstract Fractal fluctuations are a core concept for inquiries into human behavior and cognition from a dynamic systems perspective. Here, we present a generalized variance method for multivariate detrended fluctuation analysis (mvDFA). The advantage of this extension is that it can be applied to multivariate time series and considers intercorrelation ...
Sebastian Wallot, Julien Patrick Irmer, Monika Tschense, Nikita Kuznetsov, Andreas Højlund, Martin Dietz   +5 more
wiley   +1 more source

Detrended Fluctuation analysis of Bach's Inventions and Sinfonias pitches

, 2007
Detrended Fluctuation Analysis (DFA), suitable for the analysis of nonstationary time series, is used to investigate power law in some of the Bach's pitches series. Using DFA method, which also is a well-established method for the detection of long-range
Jafari, G. R., Pedram, P., Tabrizi, K. Ghafoori   +2 more
core   +2 more sources

A Novel Fault Diagnosis Approach for Rolling Bearing Based on High-Order Synchrosqueezing Transform and Detrended Fluctuation Analysis

IEEE Access, 2020
Time-frequency analysis always plays an important role in machine health monitoring owing to its advantage in extracting the fault information contained in non-stationary signal.
Wei Liu, Wei Chen, Zhihua Zhang
semanticscholar   +1 more source

Developmental dynamics of symptoms of emotional problems in childhood and adolescence: A longitudinal network analysis

JCPP Advances, EarlyView.
This study examined how emotional symptoms co‐develop from childhood to adolescence using longitudinal data from over 11,000 children and adolescents. Network analyses revealed reciprocal links between core symptoms of anxiety and depression, with no significant differences between males and females.
Eira R. Aksnes, Marianne Skogbrott Birkeland, Omid V. Ebrahimi, Mona Bekkhus, Lia Ferschmann, Dani Beck, Trude Fixdal, Alexandra Havdahl, Lydia Gabriela Speyer, Lars T. Westlye, Marieke G. N. Bos, Christian K. Tamnes   +11 more
wiley   +1 more source

Task-dependent fractal patterns of information processing in working memory

Scientific Reports, 2022
We applied detrended fluctuation analysis, power spectral density, and eigenanalysis of detrended cross-correlations to investigate fMRI data representing a diurnal variation of working memory in four visual tasks: two verbal and two nonverbal.
Jeremi K. Ochab, Marcin Wątorek, Anna Ceglarek, Magdalena Fafrowicz, Koryna Lewandowska, Tadeusz Marek, Barbara Sikora-Wachowicz, Paweł Oświęcimka   +7 more
doaj   +1 more source

Investigating detrended fluctuation analysis with structural breaks [PDF]

Physica A: Statistical Mechanics and its Applications, 2019
Abstract Detrended Fluctuation Analysis has been used in several fields of science to study the statistical properties of trend stationary and nonstationary time-series. Its application to financial data has produced important results concerning long-range correlations and long-memory.
Menezes, R., Oliveira, A., Portela, S.
openaire   +2 more sources

Association Between Gas‐Free Cerebrovascular Reactivity (CVR) and Cognitive Function in Older Adults With a High Risk for Vascular Dementia

Journal of Magnetic Resonance Imaging, EarlyView.
ABSTRACT Background Vascular cognitive impairment and dementia (VCID) is the second leading cause of dementia. Cerebrovascular reactivity (CVR) is a promising biomarker for VCID. However, CVR is not commonly measured in clinical practice due to logistical difficulties in applying a hypercapnia challenge during MR imaging. Purpose To investigate whether
Fariba Badrzadeh, Elham Karimigharighi, Huajun Liang, Andrew Chan, Linda Chang, Peiying Liu   +5 more
wiley   +1 more source

Detrended fluctuation analysis as a statistical tool to monitor the climate

, 2004
Detrended fluctuation analysis is used to investigate power law relationship between the monthly averages of the maximum daily temperatures for different locations in the western US.
, Bodri L, Bodri L, Eichner J, Fluegeman R H, Ivanova K, Ivanova K, Joachims T, Koeppen W, Koscielny-Bunde E, Koscielny-Bunde E Kantelhardt J W Braun P Bunde A Havlin S, Kurnaz M L, Livina V, M L Kurnaz, Mandelbrot B B, Mandelbrot B B, Peng C K, Talkner P, Vapnik V N, Vjushin D, Wang Y   +20 more
core   +1 more source