Related papers: Long-Range Correlation in Code Commit Dynamics as …
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…
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…
Automated detection of vulnerability-fixing commits (VFCs) is critical for timely security patch deployment, as advisory databases lag patch releases by a median of 25 days and many fixes never receive advisories. We present a comprehensive…
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…
We extend our previous study of scaling range properties done for detrended fluctuation analysis (DFA) \cite{former_paper} to other techniques of fluctuation analysis (FA). The new technique called Modified Detrended Moving Average Analysis…
This paper investigates correlation properties of fluctuations in fatigue crack growth of polycrystalline materials, such as ductile alloys, that are commonly encountered in structures and machinery components of complex electromechanical…
The aim of this study was to evaluate the performance of a classical method of fractal analysis, Detrended Fluctuation Analysis (DFA), in the analysis of the dynamics of animal behavior time series. In order to correctly use DFA to assess…
A statistical algorithm for estimating the characteristic parameter $\alpha$ of the stable law is presented and the estimate of its quadratic deviation is obtained in the paper. This algorithm is applied in the description of the…
Current evaluations of LLMs for code generation emphasize functional correctness, overlooking the fact that functionally correct solutions can differ significantly in algorithmic complexity. For instance, an $(O(n^2))$ versus $(O(n \log…
We make the comparative study of scaling range properties for detrended fluctuation analysis (DFA), detrended moving average analysis (DMA) and recently proposed new technique called modified detrended moving average analysis (MDMA). Basic…
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…
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…
This paper studies conditional allocation between a growth/technology ETF basket, denoted by $G$, and a defensive income/value-oriented ETF basket, denoted by $D$. The objective is not to discover a new standalone alpha factor, but to…
We present RETA (Relative Timing Analysis), a differential timing analysis technique to verify the impact of an update on the execution time of embedded software. Timing analysis is computationally expensive and labor intensive. Software…
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…
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,…
An analytical formula for the contributions of the trend leftovers in DFA method is presented, based upon which the crossovers in DFA are investigated in detail. This general formula can explain the calculated results with DFA method for…
Detrended Fluctuation Analysis (DFA), suitable for the analysis of nonstationary time series, is used to investigate power law in some of the Bach's pitches series. Using DFA method, which also is a well-established method for the detection…