Results 21 to 30 of about 10,422 (231)

Multifractal detrended fluctuation analysis of rainfall time series in the Guadeloupe archipelago [PDF]

open access: yesJournal of Hydrology, 2023
Due to the vulnerability of the Caribbean islands to the climate change issue, it is important to investigate the behavior of rainfall. In addition, the soil of the French West Indies Islands has been contaminated by an insecticide (Chlordecone) whose ...
Javier Gómez-Gómez   +5 more
semanticscholar   +1 more source

The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [PDF]

open access: yesتحقیقات مالی, 2012
One of the latest approaches for analyzing the coupled time series is MF-DXA. This technique has been used in many disciplines such as finance. In this paper, we have analyzed Tehran Stock Exchange indexes by MF-DXA and have found a scaling behavior ...
Reza Tehrani   +2 more
doaj   +1 more source

A Multivariate Method for Dynamic System Analysis: Multivariate Detrended Fluctuation Analysis Using Generalized Variance

open access: yesTopics in Cognitive Science, EarlyView., 2023
Abstract Fractal fluctuations are a core concept for inquiries into human behavior and cognition from a dynamic systems perspective. Here, we present a generalized variance method for multivariate detrended fluctuation analysis (mvDFA). The advantage of this extension is that it can be applied to multivariate time series and considers intercorrelation ...
Sebastian Wallot   +5 more
wiley   +1 more source

A new protection scheme for PV-wind based DC-ring microgrid by using modified multifractal detrended fluctuation analysis

open access: yesProtection and Control of Modern Power Systems, 2022
This paper presents fault detection, classification, and location for a PV-Wind-based DC ring microgrid in the MATLAB/SIMULINK platform. Initially, DC fault signals are collected from local measurements to examine the outcomes of the proposed system ...
K. Anjaiah, P. Dash, M. Sahani
semanticscholar   +2 more sources

Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis

open access: yesFractal and Fractional, 2023
In this article, we investigate the market efficiency of global stock markets using the multifractal detrended fluctuation analysis methodology and analyze the results by dividing them into developed, emerging, and frontier groups.
Min-Jae Lee, S. Choi
semanticscholar   +1 more source

TESTING FOR INTRINSIC MULTIFRACTALITY IN THE GLOBAL GRAIN SPOT MARKET INDICES: A MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS [PDF]

open access: yesFractals, 2023
Grains account for more than 50% of the calories consumed by people worldwide, and military conflicts, pandemics, climate change, and soaring grain prices all have vital impacts on food security.
Li Wang, Xing-Lu Gao, Wei Zhou
semanticscholar   +1 more source

Multifractal Detrended Cross-Correlation Analysis of Global Methane and Temperature

open access: yesRemote Sensing, 2020
Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) was applied to time series of global methane concentrations and remotely-sensed temperature anomalies of the global lower and mid-troposphere, with the purpose of investigating the multifractal ...
Chris G. Tzanis   +3 more
doaj   +1 more source

Fractal Analysis of Power Grid Faults and Cross Correlation for the Faults and Meteorological Factors

open access: yesIEEE Access, 2020
Power-grid faults pose a great threat to the economy and to social stability. In this paper, the detrended fluctuation analysis method is used to investigate the scaling properties of power grid faults and the correlation between faults and ...
Tejun Zhou   +3 more
doaj   +1 more source

Multifractal detrended fluctuation analysis of sunspot time series [PDF]

open access: yesJournal of Statistical Mechanics: Theory and Experiment, 2006
9 pages, 6 ...
Movahed, M. Sadegh   +4 more
openaire   +2 more sources

Stock Index Return Volatility Forecast via Excitatory and Inhibitory Neuronal Synapse Unit with Modified MF-ADCCA

open access: yesFractal and Fractional, 2023
Financial prediction persists a strenuous task in Fintech research. This paper introduces a multifractal asymmetric detrended cross-correlation analysis (MF-ADCCA)-based deep learning forecasting model to predict a succeeding day log return via ...
Luochao Wang, Raymond S. T. Lee
doaj   +1 more source

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