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Multifractal Detrended Fluctuation Analysis Parallelization Method for Image Processing
2018 14th International Conference on Natural Computation, Fuzzy Systems and Knowledge Discovery (ICNC-FSKD), 2018In the past few years, multifractal detrended fluctuation analysis (MF-DFA) method has been widely applied in the field of agricultural image processing. However, this image analysis involves a great deal of iterative processes and matrix calculations, which require massive computational capacity.
Xiaopan Yang, Xiaoyong Tang, Fan Wu 0016
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Physica A: Statistical Mechanics and its Applications, 2019
Abstract In this paper, we comprehensively investigate the multifractality of Bitcoin market, find the sources of multifractal features and go further to study the multifractal cross-correlations between Bitcoin prices and other financial markets (gold and USDX). We find both Bitcoin prices and volumes display multifractal features.
Xin Zhang, Liansheng Yang, Yingming Zhu
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Abstract In this paper, we comprehensively investigate the multifractality of Bitcoin market, find the sources of multifractal features and go further to study the multifractal cross-correlations between Bitcoin prices and other financial markets (gold and USDX). We find both Bitcoin prices and volumes display multifractal features.
Xin Zhang, Liansheng Yang, Yingming Zhu
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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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Physics Letters A, 2004
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Telesca L +3 more
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Telesca L +3 more
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MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS OF ELECTRIC LOAD SERIES
Fractals, 2015Multifractal detrended fluctuation analysis (MF-DFA) method is applied to analyze the daily electric load time series. The results of the MF-DFA show that there are three crossover timescales at seven days, 15 days and 365 days approximately in the fluctuation function.
XIAOHUI YUAN +5 more
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Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion
Physica A: Statistical Mechanics and its Applications, 2015Abstract The Hurst exponent ( H ) is widely used to quantify long range dependence in time series data and is estimated using several well known techniques. Recognizing its ability to remove trends the Detrended Fluctuation Analysis (DFA) is used extensively to estimate a Hurst exponent in non-stationary data. Multifractional Brownian motion (mBm)
V.A. Setty, A.S. Sharma
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Multifractal Detrended Fluctuation Analysis of Eye-Tracking Data
2017In this contribution, we perform detrended fluctuation analysis on eye movement data obtained using an eye tracker with different experimentation subjects performing a set of distinct cognitive tasks. We define three different paradigms: spotting differences among two similar pictures, answering questions in a multiple choice questionnaire, and ...
M. L. Freije +7 more
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Multifractal Detrended Fluctuation Analysis of Streamflow in the Yellow River Basin, China
Water (Switzerland), 2015Guangju Zhao, Xingmin Mu, Peng Gao
exaly