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EFFECT OF FILTERS ON MULTIVARIATE MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS
Fractals, 2021We investigate how various linear and nonlinear filters affect the scaling properties of long-range power-law multivariate synthetic series quantified by multivariate multifractal detrended fluctuation analysis (MV-MFDFA). We consider four types of transforms which are often encountered in physical and physiological processes: linear, nonlinear ...
QINGJU FAN +4 more
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Multifractal detrended fluctuation analysis of boiling water reactors
Nuclear Engineering and DesignA. Tellez +4 more
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Randomized multifractal detrended fluctuation analysis of long time series
Chaos: An Interdisciplinary Journal of Nonlinear Science, 2020A novel general randomized method is proposed to investigate multifractal properties of long time series. Based on multifractal temporally weighted detrended fluctuation analysis (MFTWDFA), we obtain randomized multifractal temporally weighted detrended fluctuation analysis (RMFTWDFA).
Fang-Xin Zhou +4 more
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Physica A: Statistical Mechanics and its Applications, 2009
Abstract Analyzing the Shanghai stock price index daily returns using MF-DFA method, it is found that there are two different types of sources for multifractality in time series, namely, fat-tailed probability distributions and non-linear temporal correlations.
Ying Yuan, Xin-tian Zhuang, Xiu Jin
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Abstract Analyzing the Shanghai stock price index daily returns using MF-DFA method, it is found that there are two different types of sources for multifractality in time series, namely, fat-tailed probability distributions and non-linear temporal correlations.
Ying Yuan, Xin-tian Zhuang, Xiu Jin
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Multifractal Detrended Fluctuation Analysis of Network Traffic
2010 International Conference on Computational Intelligence and Software Engineering, 2010Whether network traffic in fine scales (below about 1 second) behaves multifractality is controversial in past studies. In recent years, the multifractal detrended fluctuation analysis (MFDFA) is widely used as a robust tool to investigate the scale behavior of non-stationary time series.
Hanlin Sun +3 more
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Multiscale multifractal detrended-fluctuation analysis of two-dimensional surfaces
Physical Review E, 2016Two-dimensional (2D) multifractal detrended fluctuation analysis (MF-DFA) has been used to study monofractality and multifractality on 2D surfaces, but when it is used to calculate the generalized Hurst exponent in a fixed time scale, the presence of crossovers can bias the outcome.
Fang, Wang +2 more
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Multifractal Detrended Fluctuation Analysis of WLAN Traffic
Wireless Personal Communications, 2011In this paper we employ actual wireless data that draw from well known archives of network traffic traces and investigate the scaling and multifractal properties of WLAN traffic by using a multifractal detrended fluctuation analysis technique. Through multifractal analysis, the scaling exponents, generalized Hurst exponents and singularity spectrum are
Huifang Feng, Youji Xu
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Investigating efficiency of frontier stock markets using multifractal detrended fluctuation analysis
International Journal of Emerging Markets, 2021PurposeThe investigation of the fractal nature of financial data has been growing in the literature. The purpose is to investigate the multifractal behavior of frontier markets using multifractal detrended fluctuation analysis (MFDFA).Design/methodology ...
Faheem Aslam +2 more
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Revisiting multifractality of TCP traffic using multifractal detrended fluctuation analysis
Journal of Statistical Mechanics: Theory and Experiment, 2014zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xu, Youji, Feng, Huifang
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Fish Sound Characterization Using Multifractal Detrended Fluctuation Analysis
Fluctuation and Noise Letters, 2020This work involves the application of a non-linear method, multifractal detrended fluctuation analysis (MFDFA), to describe fish sound data recorded from the open waters of two major estuarine systems. Applying MFDFA, the second-order Hurst exponent [Formula: see text] values are found to be [Formula: see text] and [Formula: see text] for the fish ...
Kranthikumar Chanda +5 more
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