Results 81 to 90 of about 618 (183)

Effect of detrending on multifractal characteristics [PDF]

, 2012
Different variants of MFDFA technique are applied in order to investigate various (artificial and real-world) time series. Our analysis shows that the calculated singularity spectra are very sensitive to the order of the detrending polynomial used within
Oświęcimka, P., Górski, A. Z., Kwapień, J., Drożdż, S., P. Oświęcimka, A.Z. Górski, Górski, A., J. Kwapień, S. Drożdż   +8 more
core   +2 more sources

Russia-Ukraine and Israel-Palestine wars on the asymmetric multifractals of defense stocks: a novel A-MFDFA method

Defence and Peace Economics
The study uses asymmetric multifractality detrended fluctuation analysis to examine the efficiency of U.S. defense stocks in the context of the Russia-Ukraine and Israel-Palestine wars. The results reveal a greater level of multifractality in the upward movements of defense stocks such as Northrop Grumman Corporation, Huntington Ingalls Industries ...
Khalid Khan, Adnan Khurshid, Javier Cifuentes-Faura   +2 more
openaire   +1 more source

Multifractal Applications in Hydro-Climatology: A Comprehensive Review of Modern Methods

Fractal and Fractional
Complexity evaluation of hydro-climatic datasets is a challenging but essential pre-requisite for accurate modeling and subsequent planning. Changes in climate and anthropogenic interventions amplify the complexity of hydro-climatic time-series ...
Shamseena Vahab, Adarsh Sankaran
doaj   +1 more source

Klasifikasi Prognosis Pasien ICU Menggunakan Artificial Neural Network (ANN) Berdasarkan Ekstraksi Fitur Multifractal Detrended Fluctuation Analysis (MFDFA) [PDF]

, 2018
Intensive Care Unit (ICU) adalah salah satu unit Rumah Sakit yang memiliki peran penting dalam penyembuhan seorang pasien. Memprediksi kondisi pasien setelah keluar dari ICU diperlukan karena akan mempengaruhi perawatan terhadap pasien tersebut ...
Aditya, Risha Zahra
core  

Influence of the maximal fluctuation moment order q on multifractal records normalized by finite-size effects

, 2014
We focus on the importance of q moments range used within the multifractal detrended fluctuation analysis (MFDFA), to calculate the generalized Hurst exponent spread and multifractal properties of signals.
G. Pamuła, D. Grech
core   +1 more source

Challenging the Efficient Market Hypothesis: Multifractal Insights into Price – Volume Cross-Correlations in the S&P 500

Scientific Annals of Economics and Business
This study investigates the multifractal behaviour of prices, trading volume, and their cross-correlations in the S&P 500 index over the 2004–2024 period.
Sermet Doğan, Sinan Aytekin
doaj   +1 more source

Multifractal Detrended Analysis of the Corrosion Potential Fluctuations During Copper Patina formation on Its First Stages in Sea Water

International Journal of Electrochemical Science, 2014
The analysis of multifractal time series (MFDFA) has been carried out for copper patina corrosion potential Ecorr fluctuations in the period of 10 days, when flat samples were immersed in Caribbean sea water. The results showed that there are ranges of 5-
J.L. López, L. Veleva, D.A. López-Sauri   +2 more
doaj   +1 more source

Multifractal strength for standard MFDFA.

, 2013
Source: Own computations.
Petre Caraiani (315577)
core   +1 more source

Detection of electrocardiogram atrial fibrillation using modified multifractal detrended fluctuation analysis based on discrete transforms and fractional Fourier transform

Discover Applied Sciences
Cardiovascular diseases (CVD) are the most common cause of death. Electrocardiography (ECG) is a preferred non-invasive method for detecting heart diseases. Atrial fibrillation (AF) is a common cardiac disease.
Mohamed Moustafa Azmy
doaj   +1 more source

Seeking a Chaotic Order in the Cryptocurrency Market

Mathematical and Computational Applications, 2019
In this study, we investigate the existence of chaos in the global cryptocurrency market. Specifically, we analyze parameters of chaotic order, nonlinearity, sensitivity to the initial conditions, monofractality, and multifractality. For this purpose, we
Samet Gunay, Kerem Kaşkaloğlu
doaj   +1 more source