Results 41 to 50 of about 3,883 (207)

Different Multifractal Scaling of the 0 cm Average Ground Surface Temperature of Four Representative Weather Stations over China

open access: yesAdvances in Meteorology, 2013
The temporal scaling properties of the daily 0 cm average ground surface temperature (AGST) records obtained from four selected sites over China are investigated using multifractal detrended fluctuation analysis (MF-DFA) method.
Lei Jiang   +4 more
doaj   +1 more source

The new face of multifractality: Multi-branchedness and the phase transitions in time series of mean inter-event times

open access: yes, 2020
Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics.
Gubiec, Tomasz   +3 more
core   +1 more source

Fintech market efficiency: A multifractal detrended fluctuation analysis

open access: yesFinance Research Letters, 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. All indices except one are found to be inefficient based on the joint hypothesis tests.
Keshab Shrestha   +2 more
openaire   +2 more sources

Discerning Xylella fastidiosa-Infected Olive Orchards in the Time Series of MODIS Terra Satellite Evapotranspiration Data by Using the Fisher–Shannon Analysis and the Multifractal Detrended Fluctuation Analysis

open access: yesFractal and Fractional, 2023
Xylella fastidiosa is a phytobacterium able to provoke severe diseases in many species. When it infects olive trees, it induces the olive quick decline syndrome that leads the tree to a rapid desiccation and then to the death.
Luciano Telesca   +4 more
doaj   +1 more source

Dynamics of Bid-ask Spread Return and Volatility of the Chinese Stock Market

open access: yes, 2011
Bid-ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory effect and ...
Admati   +60 more
core   +1 more source

Detection of Pipeline Leaks Using Fractal Analysis of Acoustic Signals

open access: yesFractal and Fractional
In this paper, the possibility of using monofractal and multifractal analysis of acoustic signals of pipelines to detect leaks is considered. An experimental stand has been created to study the fractal characteristics of acoustic signals of pipelines ...
Ayrat Zagretdinov   +5 more
doaj   +1 more source

Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak

open access: yesInternational Journal of Financial Studies, 2020
This study assesses how the coronavirus pandemic (COVID-19) affects the intraday multifractal properties of eight European stock markets by using five-minute index data ranging from 1 January 2020 to 23 March 2020.
Faheem Aslam   +2 more
doaj   +1 more source

Multifractal analysis of the fracture surfaces of foamed polypropylene/polyethylene blends

open access: yes, 2008
The two-dimensional multifractal detrended fluctuation analysis is applied to reveal the multifractal properties of the fracture surfaces of foamed polypropylene/polyethylene blends at different temperatures.
Alvarez-Ramirez   +63 more
core   +1 more source

The role of cardiac acoustic biomarkers in monitoring patients with heart failure: A systematic literature review

open access: yesESC Heart Failure, Volume 12, Issue 2, Page 980-997, April 2025.
Abstract Heart failure (HF) creates a considerable clinical, humanistic and economic burden on patients and caregivers as well as on healthcare systems. To attenuate the significant burden of HF, there is a need for enhanced management of patients with HF.
Javed Butler   +8 more
wiley   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho   +3 more
wiley   +1 more source

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