Results 171 to 180 of about 10,422 (231)
Some of the next articles are maybe not open access.
Physica A: Statistical Mechanics and its Applications, 2021
Multifractal Detrended Fluctuation Analysis (MFDFA) is an efficient method to investigate the long-term correlations of the power law of non-stationary time series, in which the elimination of local trends usually depends upon a fixed-constant polynomial
Jorge Luis Morales Martínez +4 more
semanticscholar +4 more sources
Multifractal Detrended Fluctuation Analysis (MFDFA) is an efficient method to investigate the long-term correlations of the power law of non-stationary time series, in which the elimination of local trends usually depends upon a fixed-constant polynomial
Jorge Luis Morales Martínez +4 more
semanticscholar +4 more sources
Fault Diagnosis Using Adaptive Multifractal Detrended Fluctuation Analysis
IEEE Transactions on Industrial Electronics, 2020Multifractal detrended fluctuation analysis (MF-DFA) has been used for vibration-based fault diagnosis because it is able to uncover multifractality buried in nonlinear and nonstationary vibration signals and thus offers an opportunity to explore a new ...
Wenliao Du, Myeongsu Kang, M. Pecht
semanticscholar +4 more sources
A Multifractal Detrended Fluctuation Analysis approach using generalized functions
Physica A: Statistical Mechanics and its Applications, 2023zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Suzielli M. Mendonça +2 more
semanticscholar +3 more sources
Applications of Multifractal Detrended Fluctuation Analysis
Journal of Information and Computing Science, 2023. In recent years, multifractal detrended fluctuation analysis (MF-DFA) has become an important tool for detecting the scale and long correlation of non-stationary time series.
Dongxu Dai +8 more
semanticscholar +2 more sources
Structural Health Monitoring, 2022
Multifractal detrended fluctuation analysis (MFDFA) is proved to be a powerful tool for fault diagnosis of rotating machinery due to its ability to reveal multifractal structures hidden in nonstationary and nonlinear vibration signals.
Guangyi Chen +4 more
semanticscholar +3 more sources
Multifractal detrended fluctuation analysis (MFDFA) is proved to be a powerful tool for fault diagnosis of rotating machinery due to its ability to reveal multifractal structures hidden in nonstationary and nonlinear vibration signals.
Guangyi Chen +4 more
semanticscholar +3 more sources
Multifractal detrended fluctuation analysis: Practical applications to financial time series
Mathematics and Computers in Simulation, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Thompson, James R., Wilson, James R.
openaire +4 more sources
Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis
Finance Research Letters, 2018Abstract In this paper, we use the methods of Multifractal Detrended Fluctuation Analysis (MF-DFA) and DFA based on generalized Hurst exponents to compare the relative efficiency between short- and long-run horizons and small and large fluctuations of emerging and developed Islamic stock markets.
Bouoiyour, Jamal +2 more
openaire +3 more sources
Physica A: Statistical Mechanics and its Applications, 2016
Abstract In this paper, we investigate the impacts of oil price changes on energy stocks in Chinese stock market from the multifractal perspective. The well-known multifractal detrended fluctuation analysis (MF-DFA) is applied to detect the multifractality.
Liansheng Yang +2 more
openaire +3 more sources
Abstract In this paper, we investigate the impacts of oil price changes on energy stocks in Chinese stock market from the multifractal perspective. The well-known multifractal detrended fluctuation analysis (MF-DFA) is applied to detect the multifractality.
Liansheng Yang +2 more
openaire +3 more sources
, 2021
Motivated by the lack of research on price efficiency dynamics of green bonds and the impact of the COVID-19 on the pricing of fixed-income securities, this study investigates the comparative efficiency of green and conventional bond markets pre- and ...
M. Naeem +3 more
semanticscholar +1 more source
Motivated by the lack of research on price efficiency dynamics of green bonds and the impact of the COVID-19 on the pricing of fixed-income securities, this study investigates the comparative efficiency of green and conventional bond markets pre- and ...
M. Naeem +3 more
semanticscholar +1 more source
MULTIFRACTAL DETRENDED FLUCTUATIONS ANALYSIS FOR IBOVESPA ASSETS
Fractals, 2021The Efficient Market Hypothesis (EMH) can be considered the central pillar of support of the Modern Economic-Financial Theory. However, in the last few years, the EMH has been strongly contraried due to empirical evidence related to long-memory, fractal dimension and fat-tailed that were critical factors in formulating a theory opposed to EMH called ...
FERNANDO HENRIQUE ANTUNES DE ARAUJO +1 more
openaire +1 more source