Introduction to multifractal detrended fluctuation analysis in matlab. [PDF]
Front Physiol, 2012 Physiological and behavioural phenomena are often complex, characterized by variations in time series. Variations in time series reflect how these phenomena organize into coherent structures by interactions that span multiple scales in both time and ...
Ihlen EA.
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Chinese Physics B, 2011 Multifractal detrended fluctuation analysis (MF-DFA) is a relatively new method of multifractal analysis. It is extended from detrended fluctuation analysis (DFA), which was developed for detecting the long-range correlation and the fractal properties in stationary and non-stationary time series.
Zu-Guo Yu +5 more
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Multifractal detrended fluctuation analysis of steganograms [PDF]
, 2015 Розглянуто використання мультифрактального флуктуаційного аналізу для визначення типів перетворень, які були використано у вбудовуванні стегоданих у цифрові зображення.
Progonov, D. A. +5 more
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Multifractal detrended fluctuation analysis of derivative and spot markets
Physica A: Statistical Mechanics and its Applications, 2007 We investigate the multifractal properties of price increments in the cases of derivative and spot markets. Through the multifractal detrended fluctuation analysis, we estimate the generalized Hurst and the Renyi exponents for price fluctuations.
Lee, Hyoung +4 more
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A Multifractal Detrended Fluctuation Analysis of the Moroccan Stock Exchange [PDF]
, 2011 We perform the Multifractal Detrended Fluctuation Analysis (MF-DFA) method to investigate the multifractal properties of the Moroccan All Shared Index (MASI) and the Moroccan Most Active Shares Index (MADEX) from the Casablanca Stock Exchange (CSE).
Benbachir, Saâd, El Alaoui, Marwane
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Multiscale Adaptive Multifractal Detrended Fluctuation Analysis-Based Source Identification of Synchrophasor Data [PDF]
, 2022 As a typical cyber-physical system, dispersed Phasor Measurement Units (PMUs) are networked together with advanced communication infrastructures to record the Distribution Synchrophasor (DS) which represents the states and dynamics of distribution power ...
Ko, Ryan K. L. +7 more
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Fault Diagnosis of Rolling Bearings using Multifractal Detrended Fluctuation Analysis and Mahalanobis Distance Criterion [PDF]
, 2012 Vibrations of a defective rolling bearing often exhibit nonstationary and nonlinear characteristics which are submerged in strong noise and interference components.
Gu, Fengshou +3 more
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Fintech market efficiency:a multifractal detrended fluctuation analysis [PDF]
, 2023 The efficiency of the Fintech market is still an unverified issue. We aim to investigate the Fintech market efficiency for four S&P Kensho Fintech indices using the multifractal detrended fluctuation analysis (MF-DFA) method.
Shrestha, Keshab +2 more
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Multifractal Flexibly Detrended Fluctuation Analysis [PDF]
Acta Physica Polonica B, 2015 Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation Analysis (MFDFA). However, it has some drawback. One of its core elements is detrending of the series.
Rak, Rafal, Zięba, Pawel
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Wavelet versus detrended fluctuation analysis of multifractal structures [PDF]
Physical Review E, 2006 substantially extended version, to appear in Phys.Rev ...
Oswiecimka, Pawel +2 more
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