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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

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

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

One-dimensional detrended fluctuation analysis (1D DFA) and multifractal detrended fluctuation analysis (1D MF-DFA) are widely used in the scaling analysis of fractal and multifractal time series because of being accurate and easy to…

General Physics · Physics 2007-05-23 Gao-Feng Gu , Wei-Xing Zhou

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. Nice power-law scaling…

Materials Science · Physics 2009-01-03 Chuang Liu , Xiu-Lei Jiang , Tao Liu , Ling Zhao , Wei-Xing Zhou , Wei-Kang Yuan

In this work the multifractal analysis of the kinesiological surface electromyographic signal is proposed. The goal was to investigate the level of neuromuscular activation during complex movements on the laparoscopic trainer. The basic…

Data Analysis, Statistics and Probability · Physics 2017-09-27 Paulina Trybek , Michal Nowakowski , Lukasz Machura

We use the multifractal detrended fluctuation analysis (MF-DFA) to study the electrical discharge current fluctuations in plasma and show that it has multifractal properties and behaves as a weak anti-correlated process. Comparison of the…

Statistical Mechanics · Physics 2009-04-04 S. Kimiagar , M. Sadegh Movahed , S. Khorram , S. Sobhanian , M. Reza Rahimi Tabar

Information theory provides a spectrum of nonlinear methods capable of grasping an internal structure of a signal together with an insight into its complex nature. In this work, we discuss the usefulness of the selected entropy techniques…

Medical Physics · Physics 2018-11-21 Paulina Trybek , Michal Nowakowski , Jerzy Salowka , Jakub Spiechowicz , Lukasz Machura

We perform a comparative study of applicability of the Multifractal Detrended Fluctuation Analysis (MFDFA) and the Wavelet Transform Modulus Maxima (WTMM) method in proper detecting of mono- and multifractal character of data. We quantify…

Other Condensed Matter · Physics 2008-12-18 Pawel Oswiecimka , Jaroslaw Kwapien , S. Drozdz

Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating the power-law long-term correlations of non-stationary time series, in which a detrending step is necessary to obtain the local fluctuations at…

Statistical Mechanics · Physics 2011-09-09 Xi-Yuan Qian , Wei-Xing Zhou , Gao-Feng Gu

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

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

The refractive index fluctuations in the connective tissue layer (stroma) of human cervical tissues having different grades of precancers (dysplasia) was quantified using a wavelet-based multifractal detrended fluctuation analysis model.…

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

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

Detrend fluctuation analysis (DFA) has become a choice method for effective analysis of a broad variety of nonstationary signals. We show in the present article that, provided the nonstationary fluctuations occur at a large enough time…

Quantitative Methods · Quantitative Biology 2007-05-23 Luciano da Fontoura Costa , Ruth Caldeira de Melo , Ester da Silva , Audrey Borghi-Silva , Aparecida Maria Catai

Recent advances in high-resolution biomedical imaging focusing on morphological, electrical, and biochemical properties of cells and tissues, scaling from cell clusters down to the molecular level, have improved cancer diagnosis. Multiscale…

Medical Physics · Physics 2023-04-21 Phat K. Huynh , Dang Nguyen , Grace Binder , Sharad Ambardar , Trung Q. Le , Dmitri V. Voronine

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

An efficient method of exploring the effects of anisotropy in the fractal properties of 2D surfaces and images is proposed. It can be viewed as a direction-sensitive generalization of the multifractal detrended fluctuation analysis (MFDFA)…

Applied Physics · Physics 2024-10-14 Rafał Rak , Stanisław Drożdż , Jarosław Kwapień , Paweł Oświęcimka

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. The core of the extended multifractal analysis is the…

Statistical Finance · Quantitative Finance 2020-07-01 Jarosław Klamut , Ryszard Kutner , Tomasz Gubiec , Zbigniew R. Struzik
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