Related papers: Detecting Long-range Correlations with Detrended F…
The RR series extracted from human electrocardiogram signal (ECG) is considered as a fractal stochastic process. The manifestation of long-range dependencies is the presence of power laws in scale dependent process characteristics.…
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…
Multifractal Detrended Fluctuation Analysis (MFDFA) has emerged as a standard tool for characterizing scale invariance in complex systems, yet its application to discrete spin models is frequently marred by reports of ``spurious…
Slow feature analysis (SFA) is a method for extracting slowly varying driving forces from quickly varying nonstationary time series. We show here that it is possible for SFA to detect a component which is even slower than the driving force…
Transformers are state-of-the-art models for a variety of sequence modeling tasks. At their core is an attention function which models pairwise interactions between the inputs at every timestep. While attention is powerful, it does not…
Correlations between factors of variation are prevalent in real-world data. Exploiting such correlations may increase predictive performance on noisy data; however, often correlations are not robust (e.g., they may change between domains,…
Multiresolution Wavelet Transform and Detrended Fluctuation Analysis have been recently proven as excellent methods in the analysis of Heart Rate Variability, and in distinguishing between healthy subjects and patients with various…
Whilst there are a plethora of algorithms for detecting changes in mean in univariate time-series, almost all struggle in real applications where there is autocorrelated noise or where the mean fluctuates locally between the abrupt changes…
In this letter we have analyzed the temporal correlations of the angle-of-arrival fluctuations of stellar images. Experimentally measured data were carefully examined by implementing multifractal detrended fluctuation analysis. This…
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…
Deep learning-based vulnerability detection has shown great performance and, in some studies, outperformed static analysis tools. However, the highest-performing approaches use token-based transformer models, which are not the most…
The abundance of functional observations in scientific endeavors has led to a significant development in tools for functional data analysis (FDA). This kind of data comes with several challenges: infinite-dimensionality of function spaces,…
Multifractal Detrended Fluctuation Analysis (MFDFA) is a powerful and widely used technique for characterizing the scaling properties and long-range correlations of complex time series. However, its application often involves significant…
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…
Anomaly detection (AD) plays a vital role across a wide range of real-world domains by identifying data instances that deviate from expected patterns, potentially signaling critical events such as system failures, fraudulent activities, or…
Line detection is a basic digital image processing operation used by higher-level processing methods. Recently, transformer-based methods for line detection have proven to be more accurate than methods based on CNNs, at the expense of…
Intermittency analysis of factorial moments is a promising method used for the detection of power-law scaling in high-energy collision data. In particular, it has been employed in the search of fluctuations characteristic of the critical…
Phase transitions in disordered systems can be smeared if rare spatial regions develop true static order while the bulk system is in the disordered phase. Here, we study the effects of spatial disorder correlations on such smeared phase…
In this paper, we show that slow feature analysis (SFA), a common time series decomposition method, naturally fits into the flow-based models (FBM) framework, a type of invertible neural latent variable models. Building upon recent advances…
Multifractality in time series analysis characterizes the presence of multiple scaling exponents, indicating heterogeneous temporal structures and complex dynamical behaviors beyond simple monofractal models. In the context of digital…