Results 111 to 120 of about 10,422 (231)

Multifractal detrended fluctuation analysis of insole pressure sensor data to diagnose vestibular system disorders. [PDF]

Biomed Eng Lett, 2023
Günaydın B, İkizoğlu S.
europepmc   +1 more source

Multifractal analyses of daily rainfall time series in Pearl River basin of China

, 2014
The multifractal properties of daily rainfall time series at the stations in Pearl River basin of China over periods of up to 45 years are examined using the universal multifractal approach based on the multiplicative cascade model and the multifractal ...
Anh, Vo, Chen, Yongqin David, Leung, Yee, Yu, Zu-Guo, Zhang, Qiang, Zhou, Yu   +5 more
core   +2 more sources

Long-range memory and multifractality in gold markets

, 2015
Long-range correlation and fluctuation in the gold market time series of world's two leading gold consuming countries, namely China and India, are studied.
Mali, Provash, Mukhopadhyay, Amitabha
core   +1 more source

A Modified Multifractal Detrended Fluctuation Analysis (MFDFA) Approach for Multifractal Analysis of Precipitation in Dongting Lake Basin, China

Water, 2019
Multifractal detrended fluctuation analysis (MFDFA) method can examine higher-dimensional fractal and multifractal characteristics hidden in time series. However, removal of local trends in MFDFA is based on discontinuous polynomial fitting, resulting in
Xike Zhang, Gui Zhang, L. Qiu, Bo Zhang, Yurong Sun, Zifan Gui, Qiuwen Zhang   +6 more
semanticscholar   +1 more source

Distribution of Air Temperature Multifractal Characteristics Over Greece

Atmosphere, 2019
In this study, Multifractal Detrended Fluctuation Analysis (MF-DFA) is applied to daily temperature time series (mean, maximum and minimum values) from 22 Greek meteorological stations with the purpose of examining firstly their scaling behavior and then
Nikolaos Kalamaras, Chris G. Tzanis, Despina Deligiorgi, Kostas Philippopoulos, Ioannis Koutsogiannis   +4 more
doaj   +1 more source

Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal nature

, 2007
The statistical properties of the bid-ask spread of a frequently traded Chinese stock listed on the Shenzhen Stock Exchange are investigated using the limit-order book data.
27, 3, 3, 316, 324, 33, 356, 4, 4, 423, 48, 49, 64, 71, 90, Admati, Alvarez-Ramirez, Bouchaud, Cajueiro, Carbone, Carbone, Farmer, G.-F. Gu, Grassberger, Grassberger, Harris, Heneghan, Hentschel, Holschneider, Huang, Hurst, Malevergne, Mandelbrot, Mandelbrot, Mandelbrot, Mandelbrot, Mandelbrot, Maraun, Matteo, Matteo, Mcinish, Montanari, Muzy, Muzy, Muzy, Muzy, Plerou, Roll, Stoll, Talkner, Taqqu, W. Chen, W.-X. Zhou, Wood, Zovko   +54 more
core   +2 more sources

Removal of Dust Microelectric Signal Based on Empirical Mode Decomposition and Multifractal Detrended Fluctuation Analysis. [PDF]

Comput Intell Neurosci, 2021
Li J, Sun Y, Cheng X.
europepmc   +1 more source

Assessment of 48 Stock markets using adaptive multifractal approach

, 2017
Stock market comovements are examined using cointegration, Granger causality tests and nonlinear approaches in context of mutual information and correlations.
Dionísio, Andreia, Ferreira, Paulo, Movahed, S. M. S.   +2 more
core   +1 more source

Components of multifractality in high-frequency stock returns

, 2004
We analyzed multifractal properties of 5-minute stock returns from a period of over two years for 100 highly capitalized American companies. The two sources: fat-tailed probability distributions and nonlinear temporal correlations, vitally contribute to ...
Barabási, Bershadskii, Bershadskii, Drożdż, Eisler, Ghasghaie, Gopikrishnan, Halsey, Ivanova, J. Kwapień, Kantelhardt, Mandelbrot, Mandelbrot, Mantegna, Matia, Nakao, P. Oświe¸cimka, Pasquini, Peng, Plerou, Plerou, S. Drożdż, Vandewalle, Wang   +23 more
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