Related papers: A DFA-based bivariate regression model for estimat…
The first part of this paper introduces a portfolio approach for quantifying the risk measures of pollution risk in the presence of dependence of PM$_{2.5}$ concentration of cities. The model is based on a copula dependence structure. For…
Forecasting PM$_{2.5}$ concentration is important to solving air pollution problems in Wuhan. This paper proposes a PM$_{2.5}$ concentration forecast model based on nonlinear regression, including a single-value forecast model and an…
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…
Segmented regression models offer model flexibility and interpretability as compared to the global parametric and the nonparametric models, and yet are challenging in both estimation and inference. We consider a four-regime segmented model…
Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling analysis methods designed to quantify correlations in noisy non-stationary signals. We systematically study the performance of different variants of the…
We examine the Detrended Fluctuation Analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling that appear at small time scales become stronger in…
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…
In many problem settings that require spatio-temporal forecasting, the values in the time-series not only exhibit spatio-temporal correlations but are also influenced by spatial diffusion across locations. One such example is forecasting…
Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-law correlation exponents in noisy signals. Many noisy signals in real systems display trends, so that the scaling results obtained from the…
We examine the scaling regime for the detrended fluctuation analysis (DFA) - the most popular method used to detect the presence of long memory in data and the fractal structure of time series. First, the scaling range for DFA is studied…
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…
Accurate reporting and forecasting of PM2.5 concentration are important for improving public health. In this paper, we propose a daily prediction method of PM2.5 concentration by using data-driven ordinary differential equation (ODE)…
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…
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…
Background: Human gait exhibits complex fractal fluctuations among consecutive strides. The time series of gait parameters are long-range correlated (statistical persistence). In contrast, when gait is synchronized with external rhythmic…
The superfamily phenomenon of time series with different dynamics can be characterized by the motif rank patterns observed in the nearest-neighbor networks of the time series in phase space. However, the determinants of superfamily…
Long-term forecasting of multivariate urban data poses a significant challenge due to the complex spatiotemporal dependencies inherent in such datasets. This paper presents DST, a novel multivariate time-series forecasting model that…
We present a general framework of detrending methods of fluctuation analysis of which detrended fluctuation analysis (DFA) is one prominent example. Another more recently introduced method is detrending moving average (DMA). Both methods…
The spread of PM2.5 pollutants that endanger health is difficult to predict because it involves many atmospheric variables. These micron particles can spread rapidly from their source to residential areas, increasing the risk of respiratory…
The interactions between PM2.5 and meteorological factors play a crucial role in air pollution analysis. However, previous studies that have researched the relationships between PM2.5 concentration and meteorological conditions have been…