Results 21 to 30 of about 629 (156)
Fractal and Fractional, 2023 Financial prediction persists a strenuous task in Fintech research. This paper introduces a multifractal asymmetric detrended cross-correlation analysis (MF-ADCCA)-based deep learning forecasting model to predict a succeeding day log return via ...
Luochao Wang, Raymond S. T. Lee
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A Brief multifractal analysis of rainfall dynamics in Piracicaba, São Paulo, Brazil
Acta Scientiarum: Technology, 2018 The aim of this study was to evaluate the statistical properties of a daily rainfall time series recorded in Piracicaba river basin, state of Sao Paulo, Brazil in the period 1917-2016.
Sílvio Fernando Alves Xavier Júnior +4 more
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Improving MF-DFA model with applications in precious metals market
, 2020 23 pages, 17 figures, 6 ...
Wang, Zhongjun +2 more
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Soft Fault Diagnosis of Analog Circuit Based on EEMD and Improved MF-DFA
Electronics, 2022 Aiming at the problems of nonlinearity and serious confusion of fault characteristics in analog circuits, this paper proposed a fault diagnosis method for an analog circuit based on ensemble empirical pattern decomposition (EEMD) and improved multifractal detrended fluctuations analysis (MF-DFA).
Xinmiao Lu +7 more
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Long Range Correlation in Vegetation Over West Africa From 1982 to 2011
IEEE Access, 2019 Satellite-derived Normalized Difference Vegetation index (NDVI) data records offer important sources for long term correlation modelling over West Africa.
Tertsea Igbawua +3 more
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Complexity, 2017 Multifractal (or singularity) spectra widths w allow diagnosing cascade structure through comparing original series’ widths wOrig to surrogate series’ widths wSurr.
Jun Taek Lee, Damian G. Kelty-Stephen
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The Impact of COVID-19 on BRICS and MSCI Emerging Markets Efficiency: Evidence from MF-DFA
Fractal and Fractional, 2023 This study examines the response of the BRICS and MSCI emerging stock market indices to the COVID-19 outbreak. For this purpose, this study uses a multifractal detrended fluctuation analysis (MF-DFA) to investigate the market efficiency dynamics of these
Saba Ameer +3 more
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Multifractal Detrended Fluctuation Analysis Combined with Allen–Cahn Equation for Image Segmentation
Fractal and FractionalThis study proposes a novel image segmentation method, MF-DFA combined with the Allen–Cahn equation (MF-AC-DFA). By utilizing the Allen–Cahn equation instead of the least squares method employed in traditional MF-DFA for fitting, the accuracy and ...
Minzhen Wang +5 more
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Frontiers in Physiology, 2016 : Abstract: The cardiac dynamics during meditation is explored quantitatively with two chaos-based non-linear techniques viz. multi-fractal detrended fluctuation analysis and visibility network analysis techniques.
Anirban eBhaduri +2 more
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Multifractal Analysis of Hydrologic Data Using Wavelet Methods and Fluctuation Analysis
Discrete Dynamics in Nature and Society, 2017 We study the multifractal properties of water level with a high-frequency and massive time series using wavelet methods (estimation of Hurst exponents, multiscale diagram, and wavelet leaders for multifractal analysis (WLMF)) and multifractal detrended ...
Tongzhou Zhao +3 more
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