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Related papers: Persistent and anti-persistent stride-to-stride fl…

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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…

Medical Physics · Physics 2007-05-23 G. Krstacic , M. Martinis , E. Vargovic , A. Knezevic , A. Krstacic

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…

Statistical Finance · Quantitative Finance 2015-03-19 Zhi-Qiang Jiang , Wei-Xing Zhou

A perspective is taken on the intangible complexity of economic and social systems by investigating the underlying dynamical processes that produce, store and transmit information in financial time series in terms of the \textit{moving…

Statistical Finance · Quantitative Finance 2020-07-15 Pietro Murialdo , Linda Ponta , Anna Carbone

In this paper, we consider a continuous-time autoregressive fractionally integrated moving average (CARFIMA) model, which is defined as the stationary solution of a stochastic differential equation driven by a standard fractional Brownian…

Statistics Theory · Mathematics 2009-02-10 Henghsiu Tsai

In this work, we develop the asymptotic theory of the Detrended Fluctuation Analysis (DFA) and Detrended Cross-Correlation Analysis (DCCA) for trend-stationary stochastic processes without any assumption on the specific form of the…

Statistics Theory · Mathematics 2022-11-16 Taiane Schaedler Prass , Guilherme Pumi

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…

Applications · Statistics 2011-12-06 Imen Kammoun , Véronique Billat , Jean-Marc Bardet

Estimation of temporospatial clinical features of gait (CFs), such as step count and length, step duration, step frequency, gait speed, and distance traveled, is an important component of community-based mobility evaluation using wearable…

Optimization of energy cost determines average values of spatio-temporal gait parameters such as step duration, step length or step speed. However, during walking, humans need to adapt these parameters at every step to respond to exogenous…

Biological Physics · Physics 2017-03-17 Klaudia Kozlowska , Miroslaw Latka , Bruce J. West

The stride interval time series in normal human gait is not strictly constant, but fluctuates from step to step in a complex manner. More precisely, it has been shown that the control process for human gait is a fractal random phenomenon,…

Statistical Mechanics · Physics 2009-11-07 N. Scafetta , L. Griffin , B. J. West

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:…

Statistical Mechanics · Physics 2008-12-02 Simone Bianco

Many epidemiological and clinical studies use accelerometry to objectively measure physical activity using the activity counts, vector magnitude, or number of steps. These measures use just a fraction of the information in the raw…

Neurons and Cognition · Quantitative Biology 2016-12-16 Jacek K. Urbanek , Jaroslaw Harezlak , Nancy W. Glynn , Tamara Harris , Ciprian Crainiceanu , Vadim Zipunnikov

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 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

To understand methodological features of the detrended fluctuation analysis (DFA) using a higher-order polynomial fitting, we establish the direct connection between DFA and Fourier analysis. Based on an exact calculation of the…

Data Analysis, Statistics and Probability · Physics 2015-11-03 Ken Kiyono

Eye movements during fixation of a stationary target prevent the adaptation of the photoreceptors to continuous illumination and inhibit fading of the image. These random, involuntary, small, movements are restricted at long time scales so…

Statistical Mechanics · Physics 2009-11-10 Jin-Rong Liang , Shay Moshel , Ari Z. Zivotofsky , Avi Caspi , Ralf Engbert , Reinhold Kliegl , Shlomo Havlin

Accurate estimation of gait characteristics, including step length, step velocity, and travel distance, is critical for assessing mobility in toddlers, children and teens with Duchenne muscular dystrophy (DMD) and typically developing (TD)…

Signal Processing · Electrical Eng. & Systems 2025-06-02 Erik K. Henricson , Albara Ah Ramli

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

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…

Data Analysis, Statistics and Probability · Physics 2010-03-12 Qianli D. Y. Ma , Ronny P. Bartsch , Pedro Bernaola-Galván , Mitsuru Yoneyama , Plamen Ch. Ivanov

Older people are susceptible to fall due to instability in posture and deteriorating health. Immediate access to medical support can greatly reduce repercussions. Hence, there is an increasing interest in automated fall detection, often…

Computer Vision and Pattern Recognition · Computer Science 2025-03-11 Sania Zahan , Ghulam Mubashar Hassan , Ajmal Mian

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