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Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-range power-law correlations in signals. Many physical and biological signals are ``noisy'', heterogeneous and exhibit different types of…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Zhi Chen , Plamen Ch. Ivanov , Kun Hu , H. Eugene Stanley

Multifractal detrended fluctuation analysis (MFDFA) has become a central method to characterise the variability and uncertainty in empiric time series. Extracting the fluctuations on different temporal scales allows quantifying the strength…

Computational Physics · Physics 2022-01-05 Leonardo Rydin Gorjão , Galib Hassan , Jürgen Kurths , Dirk Witthaut

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Jan W. Kantelhardt , Stephan A. Zschiegner , Eva Koscielny-Bunde , Armin Bunde , Shlomo Havlin , H. Eugene Stanley

We propose a fully multivariate generalization of multifractal detrended fluctuation analysis (MFDFA) and leverage it to develop a fault diagnosis framework for multichannel machine vibration data. We introduce a novel covariance-weighted…

Signal Processing · Electrical Eng. & Systems 2025-11-27 Khuram Naveed , Naveed ur Rehman

In this work we perform a fractal analysis of 160 pieces of music belonging to six different genres. We show that the majority of the pieces reveal characteristics that allow us to classify them as physical processes called the 1/f (pink)…

Data Analysis, Statistics and Probability · Physics 2011-06-20 Paweł Oświęcimka , Jarosław Kwapień , Iwona Celińska , Stanisław Drożdż , Rafał Rak

This contribution reports an application of MultiFractal Detrended Fluctuation Analysis, MFDFA based novel feature extraction technique for automated detection of epilepsy. In fractal geometry, Multifractal Detrended Fluctuation Analysis…

Computer Vision and Pattern Recognition · Computer Science 2017-04-06 S Pratiher , S Chatterjee , R Bose

It is already known that both auditory and visual stimulus is able to convey emotions in human mind to different extent. The strength or intensity of the emotional arousal vary depending on the type of stimulus chosen. In this study, we try…

We present a technique to search for the presence of crucial events in music, based on the analysis of the music volume. Earlier work on this issue was based on the assumption that crucial events correspond to the change of music notes,…

Physics and Society · Physics 2018-03-14 April Pease , Korosh Mahmoodi , Bruce J. West

Instrumental playing techniques such as vibratos, glissandos, and trills often denote musical expressivity, both in classical and folk contexts. However, most existing approaches to music similarity retrieval fail to describe timbre beyond…

In this paper, we proposed a robust music genre classification method based on a sparse FFT based feature extraction method which extracted with discriminating power of spectral analysis of non-stationary audio signals, and the capability…

Sound · Computer Science 2018-03-14 Mehdi Banitalebi-Dehkordi , Amin Banitalebi-Dehkordi

The task of efficient automatic music classification is of vital importance and forms the basis for various advanced applications of AI in the musical domain. Musical instrument recognition is the task of instrument identification by virtue…

Sound · Computer Science 2026-05-20 Saranga Kingkor Mahanta , Abdullah Faiz Ur Rahman Khilji , Partha Pakray

This work proposes a novel feature selection algorithm to classify Songs into different groups. Classification of musical content is often a non-trivial job and still relatively less explored area. The main idea conveyed in this article is…

Information Retrieval · Computer Science 2019-01-09 Anish Acharya

We use the methodology of singular spectrum analysis (SSA), principal component analysis (PCA), and multi-fractal detrended fluctuation analysis (MFDFA), for investigating characteristics of vibration time series data from a friction brake.…

Chaotic Dynamics · Physics 2015-06-23 Nikolay K. Vitanov , Norbert P. Hoffmann , Boris Wernitz

Under the excitation of strings, the wooden structure of string instruments is generally assumed to undergo linear vibrations. As an alternative to the direct measurement of the distortion rate at several vibration levels and frequencies,…

Classical Physics · Physics 2012-10-16 Kerem Ege , Marc Rébillat , Xavier Boutillon

We propose a novel multivariate signal denoising method that performs long-range correlation analysis of multiple modes in input data by considering inherent inter-channel dependencies of the data. That is achieved through a novel and…

Signal Processing · Electrical Eng. & Systems 2023-05-04 Khuram Naveed , Sidra Mukhtar , Naveed ur Rehman

Multifractal analysis is a forecasting technique used to study the scaling regularity properties of financial returns, to analyze the long-term memory and predictability of financial markets. In this paper, we propose a novel structural…

Statistical Finance · Quantitative Finance 2023-04-18 Foued Saâdaoui

Emotion Recognition from EEG signals has long been researched as it can assist numerous medical and rehabilitative applications. However, their complex and noisy structure has proven to be a serious barrier for traditional modeling methods.…

Signal Processing · Electrical Eng. & Systems 2021-12-15 Kleanthis Avramidis , Athanasia Zlatintsi , Christos Garoufis , Petros Maragos

Music is a mysterious language that conveys feeling and thoughts via different tones and timbre. For better understanding of timbre in music, we chose music data of 6 representative instruments, analysed their timbre features and classified…

Sound · Computer Science 2022-07-15 Zishuo Zhao , Haoyun Wang

Different variants of MFDFA technique are applied in order to investigate various (artificial and real-world) time series. Our analysis shows that the calculated singularity spectra are very sensitive to the order of the detrending…

Data Analysis, Statistics and Probability · Physics 2023-07-19 P. Oświęcimka , S. Drożdż , J. Kwapień , A. Z. Górski
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