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Detrended fluctuation analysis (DFA) has been proposed as a robust technique to determine possible long-range correlations in power-law processes [1]. However, recent studies have reported the susceptibility of DFA to trends [2] which give…

Statistical Mechanics · Physics 2007-05-23 Radhakrishnan Nagarajan , Rajesh G. Kavasseri

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…

Other Condensed Matter · Physics 2009-11-10 L. Xu , P. Ch. Ivanov , K. Hu , Z. Chen , A. Carbone , H. E. 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

We examine several recently suggested methods for the detection of long-range correlations in data series based on similar ideas as the well-established Detrended Fluctuation Analysis (DFA). In particular, we present a detailed comparison…

Statistical Finance · Quantitative Finance 2009-11-13 Amir Bashan , Ronny Bartsch , Jan W. Kantelhardt , Shlomo Havlin

We develop a data-driven approach for signal denoising that utilizes variational mode decomposition (VMD) algorithm and Cramer Von Misses (CVM) statistic. In comparison with the classical empirical mode decomposition (EMD), VMD enjoys…

Signal Processing · Electrical Eng. & Systems 2020-06-02 Khuram Naveed , Muhammad Tahir Akhtar , Muhammad Faisal Siddiqui , Naveed ur Rehman

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…

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

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

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

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…

Statistical Mechanics · Physics 2019-04-03 Marc Höll , Ken Kiyono , Holger Kantz

Detrended fluctuation analysis (DFA) has been used widely to determine possible long-range correlations in data obtained from diverse settings. In a recent study [1], uncorrelated random spikes superimposed on the long-range correlated…

Statistical Mechanics · Physics 2007-05-23 Radhakrishnan Nagarajan

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

Improvement in time resolution sometimes introduces short-range random noises into temporal data sequences. These noises affect the results of power-spectrum analyses and the Detrended Fluctuation Analysis (DFA). The DFA is one of useful…

Data Analysis, Statistics and Probability · Physics 2009-02-05 Shin-ichi Tadaki

The detrended fluctuation analysis (DFA) [Peng et al., 1994] and its extensions (MF-DFA) [Kantelhardt et al., 2002] have been used extensively to determine possible long-range correlations in self-affine signals. While the DFA has been…

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

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…

Statistical Mechanics · Physics 2009-11-07 Jan W. Kantelhardt , Eva Koscielny-Bunde , Henio H. A. Rego , Shlomo Havlin , Armin Bunde

Detrended Fluctuation Analysis (DFA) is widely used to assess the presence of long-range temporal correlations in time series. Signals with long-range temporal correlations are typically defined as having a power law decay in their…

Quantitative Methods · Quantitative Biology 2013-06-24 Maria Botcharova , Simon F Farmer , Luc Berthouze

Signal decomposition (SD) approaches aim to decompose non-stationary signals into their constituent amplitude- and frequency-modulated components. This represents an important preprocessing step in many practical signal processing…

Signal Processing · Electrical Eng. & Systems 2022-09-05 Thomas Eriksen , Naveed ur Rehman

We propose a novel approach to denoising diffusion magnetic resonance images (dMRI) using convolutional neural networks, that exploits the benefits of data acquired at multiple b-values to offset the need for many redundant observations.…

Image and Video Processing · Electrical Eng. & Systems 2024-10-23 Jakub Jurek , Andrzej Materka , Kamil Ludwisiak , Agata Majos , Filip Szczepankiewicz

The interdependence and high dimensionality of multivariate signals present significant challenges for denoising, as conventional univariate methods often struggle to capture the complex interactions between variables. A successful approach…

Machine Learning · Computer Science 2024-07-29 Jaesung Choi , Pilwon Kim

In this work, we present a new technique for the decomposition of multivariate data, which we call Multivariate Fast Iterative Filtering (MvFIF) algorithm. We study its properties, proving rigorously that it converges in finite time when…

Numerical Analysis · Mathematics 2021-11-04 Antonio Cicone , Enza Pellegrino
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