Results 71 to 80 of about 22,124,812 (200)

Multifractal detrended fluctuation analysis of sheep livestock prices in origin [PDF]

, 2013
The multifractal detrended fluctuation analysis (MF-DFA) is used to verify whether or not the returns of time series of prices paid to farmers in original markets can be described by the multifractal approach.
Gutiérrez de Ravé Agüera, Eduardo, Ariza Villaverde, Ana Belén, Pavón Domínguez, Pablo, Jiménez-Hornero, Francisco José, Jiménez-Hornero, Jorge E., Serrano, Salud   +5 more
core   +1 more source

基于MF-DFA和SVM的齿轮箱故障诊断

Jixie chuandong, 2014
The fault signal of the gearbox is the complex signal of the non-stationary and nonlinear characteristics,by using the multifractal detrended fluctuation analysis（MF-DFA）and the support vector machine（SVM）to diagnose the fault of the gearbox.The ...
刘春林, 潘宏侠, 史斐娜, 蒋红军   +3 more
doaj  

Connectedness Structure and Volatility Dynamics Between BRICS Markets and International Volatility Indices: An Investigation

International Journal of Finance &Economics, Volume 30, Issue 3, Page 2981-3002, July 2025.
ABSTRACT This research aims to explore and understand the dynamic nature of volatility connectedness between BRICS stock markets and various asset price implied volatility indices through a TVP‐VAR broadened connectedness approach. Results display nontrivial dynamic connectedness in the BRICS stock markets and uncertainties in different markets during ...
Halilibrahim Gökgöz, Salha Ben Salem, Azza Bejaoui, Ahmed Jeribi   +3 more
wiley   +1 more source

Directional Variations in Tidal Flow Multifractality and Intermittency

Journal of Geophysical Research: Oceans, Volume 130, Issue 6, June 2025.
Abstract We explored distinct directional variations of multifractal and intermittent characteristics of ebb and flood flow velocities at nodule point, WA, tidal energy site, and complementary inspection on the East River, NY using scaling exponents of the structure function, distribution flatness, detrending moving average (DMA) analysis, multifractal
Shyuan Cheng, Vincent S. Neary, Leonardo P. Chamorro   +2 more
wiley   +1 more source

A comparative study of multifractal detrended fluctuation analysis and multifractal detrended moving average algorithm to estimate the multifractal spectrum

Acta Physica Sinica, 2015
Multifractal detrended fluctuation analysis (MFDFA) and multifractal detrended moving average (MFDMA) algorithm have been established as two important methods to estimate the multifractal spectrum of the one-dimensional random fractal signals. They have been generalized to deal with two-dimensional and higher-dimensional fractal signals.
null Xi Cai-Ping, null Zhang Shu-Ning, null Xiong Gang, null Zhao Hui-Chang   +3 more
openaire   +1 more source

Joint multiscale dynamics in soil–vegetation–atmosphere systems: Multifractal cross‐correlation analysis of arid and semiarid rangelands

Vadose Zone Journal, Volume 24, Issue 1, January/February 2025.
Abstract Understanding the dynamics of the soil–vegetation–atmosphere (SVA) system, particularly in arid and semiarid regions, remains challenging due to its intricate and interdependent nature. This system creates problems for rangeland administration, such as insurance and risk management. This paper focuses on the complex interactions within the SVA
Ernesto Sanz, Andrés F. Almeida‐Ñaulay, Carlos G. H. Díaz‐Ambrona, Sergio Zubelzu Mínguez, Ana M. Tarquis   +4 more
wiley   +1 more source

Multifractal analysis of Bitcoin price dynamics

Journal of Business Economics and Management
This research employs Multifractal Detrended Fluctuation Analysis (MFDFA) to investigate multifractal properties in financial variables, including Bitcoin prices and economic indicators.
Cristian Bucur, Bogdan-George Tudorică, Adela Bâra, Simona-Vasilica Oprea   +3 more
doaj   +1 more source

Robust Fractional Low‐Order Multiple Window STFT for Infinite Variance Process Environment

IET Signal Processing, Volume 2024, Issue 1, 2024.
Mechanical fault vibration signal is a typical non‐Gaussian process, they can be characterized by the infinite variance process, and the noise within these signals may also be the process in complex environments. The performance of the traditional cross‐term reduction algorithm is compromised, sometimes yielding incorrect results under the infinite ...
Haibin Wang, Changshou Deng, Junbo Long, Youxue Zhou, Gordana Jovanovic Dolecek   +4 more
wiley   +1 more source

Carbon Market Efficiency and Economic Policy Uncertainty: Evidence from a TVP‐VAR Model

Discrete Dynamics in Nature and Society, Volume 2024, Issue 1, 2024.
This paper examines the dynamic linkages among economic policy uncertainty (EPU), the green bond market, the carbon market, and the macroeconomy using the time‐varying parameter vector autoregressive (TVP‐VAR) model with monthly data spanning from January 2016 to December 2021.
Min Liu, Rong Huang, Yang Lu, Fabio Tramontana   +3 more
wiley   +1 more source

Multifractal detrended fluctuation analysis of SENSEX fluctuation in the Indian stock market

, 2010
The fluctuation of SENSEX in the Indian stock market for the period Jan 2003–Dec 2009 is studied using the multifractal detrended fluctuation analysis (MFDFA) approach. The effect of the fall in the stock market in 2008 is also investigated.
Srimonti Dutta
core   +1 more source