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We propose a framework combining detrended fluctuation analysis with standard regression methodology. The method is built on detrended variances and covariances and it is designed to estimate regression parameters at different scales and…

Statistical Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

In the last decades, an ever-growing number of studies are focusing on the extreme weather conditions related to the climate change. Some of them are based on multifractal approaches, such as the Multifractal Detrended Fluctuation Analysis…

Atmospheric and Oceanic Physics · Physics 2023-11-17 J. Gomez-Gomez , R. Carmona-Cabezas , A. B. Ariza-Villaverde , E. Gutierrez de Rave , F. J. Jimenez-Hornero

Wide-area synchrophasor ambient measurements provide a valuable data source for real-time oscillation mode monitoring and analysis. This paper introduces a novel method for identifying inter-area oscillation modes using wide-area ambient…

Signal Processing · Electrical Eng. & Systems 2021-03-03 Shutang You

On the basis of detrended fluctuation analysis (DFA), we propose a new bivariate linear regression model. This new model provides estimators of multi-scale regression coefficients to measure the dependence between variables and…

Applications · Statistics 2019-05-27 Fang Wang , Lin Wang , Yuming Chen

In order to interpret and explain the physiological signal behaviors, it can be interesting to find some constants among the fluctuations of these data during all the effort or during different stages of the race (which can be detected…

Applications · Statistics 2011-12-06 Imen Kammoun , Véronique Billat , Jean-Marc Bardet

Multifractal properties of the energy time series of short $\alpha$-helix structures, specifically from a polyalanine family, are investigated through the MF-DFA technique ({\it{multifractal detrended fluctuation analysis}}). Estimates for…

Biological Physics · Physics 2010-01-13 P. H. Figueirêdo , E. Nogueira , M. A. Moret , Sérgio Coutinho

The empirical mode decomposition (EMD) method and its variants have been extensively employed in the load and renewable forecasting literature. Using this multiresolution decomposition, time series (TS) related to the historical load and…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Nima Safari , George Price , Chi Yung Chung

Background: Windowed Fourier decompositions (WFD) are widely used in measuring stationary and non-stationary spectral phenomena and in describing pairwise relationships among multiple signals. Although a variety of WFDs see frequent…

Quantitative Methods · Quantitative Biology 2019-01-30 Christopher K. Kovach , Phillip E. Gander

Dynamic mode decomposition (DMD) is a popular technique for modal decomposition, flow analysis, and reduced-order modeling. In situations where a system is time varying, one would like to update the system's description online as time…

Optimization and Control · Mathematics 2017-07-11 Hao Zhang , Clarence W. Rowley , Eric A. Deem , Louis N. Cattafesta

In this paper, a systematic analysis of hourly wind speed data obtained from four potential wind generation sites in North Dakota is conducted. The power spectra of the data exhibited a power law decay characteristic of $1/f^{\alpha}$…

Statistical Mechanics · Physics 2015-06-24 Rajesh G. Kavasseri , Radhakrishnan Nagarajan

The Empirical Mode Decomposition (EMD) provides a tool to characterize time series in terms of its implicit components oscillating at different time-scales. We apply this decomposition to intraday time series of the following three…

Computational Engineering, Finance, and Science · Computer Science 2018-04-04 Noemi Nava , T. Di Matteo , Tomaso Aste

The decomposition of a signal is a fundamental tool in many fields of research, including signal processing, geophysics, astrophysics, engineering, medicine, and many more. By breaking down complex signals into simpler oscillatory…

Numerical Analysis · Mathematics 2024-12-03 Roberto Cavassi , Antonio Cicone , Enza Pellegrino , Haomin Zhou

Multifractal structure of global monthly mean temperature anomaly time series over the period of 1850-2012 are studied in terms of the multifractal detrended moving average (MFDMA) analysis. We try to address the possible source(s) and the…

Atmospheric and Oceanic Physics · Physics 2017-08-17 Provash Mali

In this paper, an Empirical Mode Decomposition-based method is proposed for the detection of transformer faults from Dissolve gas analysis (DGA) data. Ratio-based DGA parameters are ranked using their skewness. Optimal sets of intrinsic…

Machine Learning · Computer Science 2021-10-25 Shoaib Meraj Sami , Mohammed Imamul Hassan Bhuiyan

In this work, we present a method which determines optimal multi-step dynamic mode decomposition (DMD) models via entropic regression, which is a nonlinear information flow detection algorithm. Motivated by the higher-order DMD (HODMD)…

Machine Learning · Statistics 2024-06-19 Christopher W. Curtis , Erik Bollt , Daniel Jay Alford-Lago

Time-frequency analysis for non-linear and non-stationary signals is extraordinarily challenging. To capture features in these signals, it is necessary for the analysis methods to be local, adaptive and stable. In recent years,…

Numerical Analysis · Mathematics 2015-10-26 Antonio Cicone , Jingfang Liu , Haomin Zhou

In this paper, we propose a novel data-driven approach for removing trends (detrending) from nonstationary, fractal and multifractal time series. We consider real-valued time series relative to measurements of an underlying dynamical system…

Data Analysis, Statistics and Probability · Physics 2016-12-15 Enrico Maiorino , Filippo Maria Bianchi , Lorenzo Livi , Antonello Rizzi , Alireza Sadeghian

Since Huang proposed the Empirical Mode Decomposition (EMD) in 1998, mode decomposition has been widely studied, but EMD and relative developed algorithms are still generally lack of adaptability and mathematical theory. This paper propose…

Signal Processing · Electrical Eng. & Systems 2021-08-27 Hu Yiting , Wu Zhuangzhi

Notwithstanding the significant efforts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best method and under which conditions. In addition, synthetic tests…

Data Analysis, Statistics and Probability · Physics 2012-11-22 Ying-Hui Shao , Gao Feng Gu , Zhi-Qiang Jiang , Wei-Xing Zhou , Didier Sornette

Experimental Modal Analysis (EMA) has been widely used to identify structural dynamic properties, including natural frequencies, damping ratios, and mode shapes, for structural integrity assessment. The Poly-reference Least Squares Complex…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Yanxin Si , Bayu Jayawardhana , J. Nathan Kutz , Yunpeng Zhu , Liangliang Cheng
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