English
Related papers

Related papers: Multifractal detrending moving average cross-corre…

200 papers

We investigate the clinical and prognostic significance of fractal dimension and detrended fluctuation analysis by comparing the group of patients with stable angina pectoris without previous myocardial infarction with the group of…

Medical Physics · Physics 2007-05-23 G. Krstacic , M. Martinis , E. Vargovic , A. Knezevic , A. Krstacic

Autoregressive processes (AR) have typical short-range memory. Detrended Fluctuation Analysis (DFA) was basically designed to reveal long range correlation in non stationary processes. However DFA can also be regarded as a suitable method…

Biological Physics · Physics 2007-07-11 V. V. Morariu , L. Buimaga-Iarinca , C. Vamos , S. Soltuz

The multifractal analysis of disorder induced localization-delocalization transitions is reviewed. Scaling properties of this transition are generic for multi parameter coherent systems which show broadly distributed observables at…

Condensed Matter · Physics 2015-06-25 Martin Janssen

This contribution addresses the question commonly asked in scientific literature about the sources of multifractality in time series. Two primary sources are typically considered. These are temporal correlations and heavy tails in the…

Data Analysis, Statistics and Probability · Physics 2025-01-16 Robert Kluszczyński , Stanisław Drożdż , Jarosław Kwapień , Tomasz Stanisz , Marcin Wątorek

Anomalous diffusion processes pose a unique challenge in classification and characterization. Previously (Mangalam et al., 2023, Physical Review Research 5, 023144), we established a framework for understanding anomalous diffusion using…

Adaptation and Self-Organizing Systems · Physics 2024-01-23 Henrik Seckler , Ralf Metzler , Damian G. Kelty-Stephen , Madhur Mangalam

Several studies have investigated the scaling behavior in naturally occurring biological and physical processes using techniques such as detrended fluctuation analysis (DFA). Data acquisition is an inherent part of these studies and maps…

Statistical Mechanics · Physics 2007-05-23 Radhakrishnan Nagarajan

Deformable image registration is a fundamental requirement for medical image analysis. Recently, transformers have been widely used in deep learning-based registration methods for their ability to capture long-range dependency via…

Image and Video Processing · Electrical Eng. & Systems 2024-12-25 Mingyuan Meng , Michael Fulham , Lei Bi , Jinman Kim

Various methods have been developed independently to study the multifractality of measures in many different contexts. Although they all convey the same intuitive idea of giving a "dimension" to sets where a quantity scales similarly within…

Data Analysis, Statistics and Probability · Physics 2017-03-08 Hadrien Salat , Roberto Murcio , Elsa Arcaute

Long-range correlation and fluctuation in the gold market time series of world's two leading gold consuming countries, namely China and India, are studied. For both the market series during the period 1985-2013 we observe a long-range…

Statistical Finance · Quantitative Finance 2015-06-01 Provash Mali , Amitabha Mukhopadhyay

We study the multifractal analysis (MFA) of electronic wavefunctions at the localisation-delocalisation transition in the 3D Anderson model for very large system sizes up to $240^3$. The singularity spectrum $f(\alpha)$ is numerically…

Disordered Systems and Neural Networks · Physics 2008-11-12 Alberto Rodriguez , Louella J. Vasquez , Rudolf A. Roemer

Myocardial motion tracking is important for assessing cardiac function and diagnosing cardiovascular diseases, for which cine cardiac magnetic resonance (CMR) has been established as the gold standard imaging modality. Many existing methods…

Image and Video Processing · Electrical Eng. & Systems 2025-07-24 Jiahui Yin , Xinxing Cheng , Jinming Duan , Yan Pang , Declan O'Regan , Hadrien Reynaud , Qingjie Meng

Multifractal Detrended Fluctuation Analysis (MFDFA) has emerged as a standard tool for characterizing scale invariance in complex systems, yet its application to discrete spin models is frequently marred by reports of ``spurious…

Statistical Mechanics · Physics 2026-04-01 Sebastian Jaroszewicz , Nahuel Mendez , Maria P. Beccar-Varela , Maria Cristina Mariani

In video-based emotion recognition, audio and visual modalities are often expected to have a complementary relationship, which is widely explored using cross-attention. However, they may also exhibit weak complementary relationships,…

Computer Vision and Pattern Recognition · Computer Science 2024-03-29 R. Gnana Praveen , Jahangir Alam

We employ the Dynamical Cluster Approximation (DCA) in conjunction with the Fluctuation Exchange Approximation (FLEX) to study the Hubbard model. The DCA is a technique to systematically restore the momentum conservation at the internal…

Strongly Correlated Electrons · Physics 2009-11-07 K. Aryanpour , M. H. Hettler , M. Jarrell

We address in this paper decoding aspects of the Compute-and-Forward (CF) physical-layer network coding strategy. It is known that the original decoder for the CF is asymptotically optimal. However, its performance gap to optimal decoders…

Information Theory · Computer Science 2014-04-18 Asma Mejri , Ghaya Rekaya-Ben Othman

With the aggravation of the global economic crisis and inflation, the precious metals with safe-haven function have become more popular. An improved MF-DFA method is proposed to analyze price fluctuations of the precious metals market.…

Statistical Finance · Quantitative Finance 2020-06-30 Zhongjun Wang , Mengye Sun , A. M. Elsawah

Stimulation methods that utilise more than one stimulation frequency have been developed for steady-state visual evoked potential (SSVEP) brain-computer interfaces (BCIs) with the purpose of increasing the number of targets that can be…

Neurons and Cognition · Quantitative Biology 2021-08-12 Jing Mu , Ying Tan , David B. Grayden , Denny Oetomo

The bidirectional Fano algorithm (BFA) can achieve at least two times decoding throughput compared to the conventional unidirectional Fano algorithm (UFA). In this paper, bidirectional Fano decoding is examined from the queuing theory…

Information Theory · Computer Science 2010-11-12 Ran Xu , Graeme Woodward , Kevin Morris , Taskin Kocak

Intertrade duration of equities is an important financial measure characterizing the trading activities, which is defined as the waiting time between successive trades of an equity. Using the ultrahigh-frequency data of a liquid Chinese…

Statistical Finance · Quantitative Finance 2011-04-01 Yong-Ping Ruan , Wei-Xing Zhou

The Difference of Convex functions Algorithm (DCA) is widely used for minimizing the difference of two convex functions. A recently proposed accelerated version, termed BDCA for Boosted DC Algorithm, incorporates a line search step to…

Optimization and Control · Mathematics 2020-02-13 Francisco J. Aragón Artacho , Rubén Campoy , Phan T. Vuong
‹ Prev 1 4 5 6 7 8 10 Next ›