Related papers: Detrended fluctuation analysis of earthquake data
Statistics of the Hurst scaling exponents calculated with the use of two methods: recently introduced Detrended Moving Average Analysis(DMA) and Detrended Fluctuation Analysis (DFA)are compared. Analysis is done for artificial stochastic…
It has been observed that the earthquake events possess short-term memory, i.e. that events occurring in a particular location are dependent on the short history of that location. We conduct an analysis to see whether real-time earthquake…
Long-range correlation in financial time series reflects the complex dynamics of the stock markets driven by algorithms and human decisions. Our analysis exploits ultra-high frequency order book data from NASDAQ Nordic over a period of…
The scaling function $F(s)$ in detrended fluctuation analysis (DFA) scales as $F(s)\sim s^{H}$ for stochastic processes with Hurst exponents $H$. We prove this scaling law for both stationary stochastic processes with $0<H<1$, and…
There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. The multifractal detrended cross-correlation analysis (MF-DCCA) approaches can…
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…
Detrended fluctuation analysis is used to investigate power law relationship between the monthly averages of the maximum daily temperatures for different locations in the western US. On the map created by the power law exponents, we can…
Many models and real complex systems possess critical thresholds at which the systems shift from one sate to another. The discovery of the early warnings of the systems in the vicinity of critical point are of great importance to estimate…
We study the properties of memory of a financial time series adopting two different methods of analysis, the detrended fluctuation analysis (DFA) and the analysis of the power spectrum (PSA). The methods are applied on three time series:…
We investigate how extreme loss of data affects the scaling behavior of long-range power-law correlated and anti-correlated signals applying the DFA method. We introduce a segmentation approach to generate surrogate signals by randomly…
Correlation analysis is convenient and frequently used tool for investigation of time series from complex systems. Recently new methods such as the multifractal detrended fluctuation analysis (MFDFA) and the wavelet transform modulus…
Detrended Fluctuation Analysis (DFA) is the most popular fractal analytical technique used to evaluate the strength of long-range correlations in empirical time series in terms of the Hurst exponent, $H$. Specifically, DFA quantifies the…
Detrended fluctuation analysis is used to investigate correlations between the monthly average of the maximum daily temperatures for different locations in the continental US and the different climates these locations have. When we plot the…
The earth's ionosphere is well recognized as a dynamical system and non-linearly coupled with the magnetosphere above and natural atmosphere below.The shape and time variability of the ionosphere indeed shows chaos, pattern formation,…
In this report, a systematic analysis of hourly wind speed data obtained from three potential wind generation sites (in North Dakota) is analyzed. The power spectra of the data exhibited a power-law decay characteristic of $1/f^{\alpha}$…
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…
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…
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…
We use the Detrended Cross-Correlation Analysis (DCCA) to investigate the influence of sun activity represented by sunspot numbers on one of the climate indicators, specifically rivers, represented by river flow fluctuation for Daugava,…
The fluctuations in the quantum spectrum could be treated like a time series. In this framework, we explore the statistical self-similarity in the quantum spectrum using the detrended fluctuation analysis (DFA) and random matrix theory…