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The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series containing non-uniform structures with only isolated…

Data Analysis, Statistics and Probability · Physics 2020-04-08 Paweł Oświęcimka , Stanisław Drożdż , Mattia Frasca , Robert Gębarowski , Natsue Yoshimura , Luciano Zunino , Ludovico Minati

Based on the well-known Detrended Fluctuation Analysis (DFA) for time series, in this work we describe a DFA for continuous real variable functions. Under certain conditions, DFA accurately predicts the long-term auto-correlation of the…

Chaotic Dynamics · Physics 2023-04-11 Luis Gil-Maqueda , Benjamín A. Itzá-Ortiz

This study focuses on Intelligent Fault Diagnosis (IFD) in rotating machinery utilizing a single microphone and a data-driven methodology, effectively diagnosing 42 classes of fault types and severities. The research leverages sound data…

Machine Learning · Computer Science 2024-11-26 Tito Spadini , Kenji Nose-Filho , Ricardo Suyama

The efficient multiangle centered discrete fractional Fourier transform (MA-CDFRFT) [1] has proven to be a useful tool for time-frequency analysis; in this paper, we generalize the MA-CDFRFT to general M -periodic transforms, which, among…

Signal Processing · Electrical Eng. & Systems 2026-05-01 Christian Oswald , Franz Pernkopf

We study temporal correlations and multifractal properties of long river discharge records from 41 hydrological stations around the globe. To detect long-term correlations and multifractal behaviour in the presence of trends, we apply…

This paper proposes a novel graph-based framework for robust and interpretable multiclass fault diagnosis in rotating machinery. The method integrates entropy-optimized signal segmentation, time-frequency feature extraction, and…

Artificial Intelligence · Computer Science 2025-08-08 Moirangthem Tiken Singh

In the last decades, an ever-growing number of studies are focusing on the extreme weather conditions related to the climate change. Some of them are based on multifractal approaches, such as the Multifractal Detrended Fluctuation Analysis…

Atmospheric and Oceanic Physics · Physics 2023-11-17 J. Gomez-Gomez , R. Carmona-Cabezas , A. B. Ariza-Villaverde , E. Gutierrez de Rave , F. J. Jimenez-Hornero

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…

Data Analysis, Statistics and Probability · Physics 2015-06-05 Dariusz Grech , Zygmunt Mazur

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

Multifractal analysis (MFA) provides a framework for the global characterization of image textures by describing the spatial fluctuations of their local regularity based on the multifractal spectrum. Several works have shown the interest of…

Image and Video Processing · Electrical Eng. & Systems 2025-12-15 Kareth M. León-López , Abderrahim Halimi , Jean-Yves Tourneret , Herwig Wendt

Accurate and interpretable bearing fault classification is critical for ensuring the reliability of rotating machinery, particularly under variable operating conditions where domain shifts can significantly degrade model performance. This…

Machine Learning · Computer Science 2025-08-12 Tasfiq E. Alam , Md Manjurul Ahsan , Shivakumar Raman

In this paper, a systematic analysis of hourly wind speed data obtained from four potential wind generation sites in North Dakota is conducted. The power spectra of the data exhibited a power law decay characteristic of $1/f^{\alpha}$…

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

Multivariate or multichannel data have become ubiquitous in many modern scientific and engineering applications, e.g., biomedical engineering, owing to recent advances in sensor and computing technology. Processing these data sets is…

Signal Processing · Electrical Eng. & Systems 2020-05-26 Sikender Gul , Muhammad Faisal Siddiqui , Naveed Ur Rehman

This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…

Signal Processing · Electrical Eng. & Systems 2025-04-14 Tuo Yang , Jiachen Qian , Zhisheng Duan , Zhiyong Sun

A growing number of wind turbines are equipped with vibration measurement systems to enable a close monitoring and early detection of developing fault conditions. The vibration measurements are analyzed to continuously assess the component…

Machine Learning · Computer Science 2022-02-17 Angela Meyer

The decomposition of a signal is a fundamental tool in many fields of research, including signal processing, geophysics, astrophysics, engineering, medicine, and many more. By breaking down complex signals into simpler oscillatory…

Numerical Analysis · Mathematics 2024-12-03 Roberto Cavassi , Antonio Cicone , Enza Pellegrino , Haomin Zhou

Diffusion-weighted magnetic resonance imaging (DW-MRI) is a critical imaging method for capturing and modeling tissue microarchitecture at a millimeter scale. A common practice to model the measured DW-MRI signal is via fiber orientation…

Multimodal MRIs play a crucial role in clinical diagnosis and treatment. Feature disentanglement (FD)-based methods, aiming at learning superior feature representations for multimodal data analysis, have achieved significant success in…

Computer Vision and Pattern Recognition · Computer Science 2025-02-28 Tianling Liu , Hongying Liu , Fanhua Shang , Lequan Yu , Tong Han , Liang Wan

Many fMRI analyses examine functional connectivity, or statistical dependencies among remote brain regions. Yet popular methods for studying whole-brain functional connectivity often yield results that are difficult to interpret. Factor…

Methodology · Statistics 2024-09-24 Kyle Stanley , Nicole Lazar , Matthew Reimherr

We introduce a new method for detection of long-range cross-correlations and multifractality - multifractal height cross-correlation analysis (MF-HXA) - based on scaling of qth order covariances. MF-HXA is a bivariate generalization of the…

Statistical Finance · Quantitative Finance 2012-05-24 Ladislav Kristoufek
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