Related papers: Detrended Fluctuation Analysis for Continuous Real…
We show that it can be considered some of Bach pitches series as a stochastic process with scaling behavior. Using multifractal deterend fluctuation analysis (MF-DFA) method, frequency series of Bach pitches have been analyzed. In this view…
We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result…
Functional data analysis (FDA) is a part of modern multivariate statistics that analyses data providing information about curves, surfaces or anything else varying over a certain continuum. In economics and empirical finance we often have…
We study the long-term memory in diverse stock market indices and foreign exchange rates using the Detrended Fluctuation Analysis(DFA). For all daily and high-frequency market data studied, no significant long-term memory property is…
Based on the mathematical arguments formulated within the Multifractal Detrended Fluctuation Analysis (MFDFA) approach it is shown that in the uncorrelated time series from the Gaussian basin of attraction the effects resembling…
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…
We propose a mechanism to produce fluctuations in the viscosity parameter ($\alpha$) in differetially rotating discs. We carried out a nonlinear analysis of a general accretion flow, where any perturbation on the background $\alpha$ was…
Notwithstanding the significant efforts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best method and under which conditions. In addition, synthetic tests…
We present an optimal detrended fluctuation analysis (DFA) and applied it to evaluate the local roughness exponent in non-equilibrium surface growth models with mounded morphology. Our method consists in analyzing the height fluctuations…
In order to interpret and explain the physiological signal behaviors, it can be interesting to find some constants among the fluctuations of these data during all the effort or during different stages of the race (which can be detected…
Records of the traded value f_i(t) of stocks display fluctuation scaling, a proportionality between the standard deviation sigma(i) and the average <f(i)>: sigma(i) ~ f(i)^alpha, with a strong time scale dependence alpha(dt). The…
We use the Detrended Fluctuation Analysis (DFA) and the Grassberger-Proccacia analysis (GP) methods in order to study language characteristics. Despite that we construct our signals using only word lengths or word frequencies, excluding in…
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…
Anomalous temporal fluctuations of helium concentrations in spring emanations have been observed on a number of occasions prior to some major seismic events. Several recent studies have shown that a wide variety of natural systems display…
We propose a fluctuation analysis to quantify spatial correlations in complex networks. The approach considers the sequences of degrees along shortest paths in the networks and quantifies the fluctuations in analogy to time series. In this…
The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $\theta$…
We investigate how various linear and nonlinear transformations affect the scaling properties of a signal, using the detrended fluctuation analysis (DFA). Specifically, we study the effect of three types of transforms: linear, nonlinear…
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…
The variability of temporal (or spatial) fluctuations of any variable is represented in conventional statistical theory by the relative dispersion equal to the standard deviation divided by the mean . The Relative Dispersion decreases with…
We propose a new method to analyze fluctuations in the strength function phenomena in highly excited nuclei. Extending the method of multifractal analysis to the cases where the strength fluctuations do not obey power scaling laws, we…