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In a spatially embedded network, that is a network where nodes can be uniquely determined in a system of coordinates, links' weights might be affected by metric distances coupling every pair of nodes (dyads). In order to assess to what…

Data Analysis, Statistics and Probability · Physics 2014-03-05 Riccardo Chiarucci , Franco Ruzzenenti , Maria I. Loffredo

We propose a framework combining detrended fluctuation analysis with standard regression methodology. The method is built on detrended variances and covariances and it is designed to estimate regression parameters at different scales and…

Statistical Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

It is already known that both auditory and visual stimulus is able to convey emotions in human mind to different extent. The strength or intensity of the emotional arousal vary depending on the type of stimulus chosen. In this study, we try…

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,…

Data Analysis, Statistics and Probability · Physics 2015-03-13 S. Hajian , M. Sadegh Movahed

When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using classic detrended cross-correlation analysis (DCCA) without considering these common factors will bias…

Statistical Finance · Quantitative Finance 2015-06-29 Xi-Yuan Qian , Ya-Min Liu , Zhi-Qiang Jiang , Boris Podobnik , Wei-Xing Zhou , H. Eugene Stanley

Magnetic field variations are detected before rupture in the form of `spikes' of alternating sign. The distinction of these `spikes' from random noise is of major practical importance, since it is easier to conduct magnetic field…

Statistical Mechanics · Physics 2015-05-13 P. A. Varotsos , N. V. Sarlis , E. S. Skordas

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…

Signal Processing · Electrical Eng. & Systems 2025-11-27 Khuram Naveed , Naveed ur Rehman

Deterministic Finite Automata (DFAs) are of central importance in automata theory. In view of how state diagrams for DFAs are defined using directed graphs, this leads us to introduce a generalization of DFAs related to a method widely used…

Formal Languages and Automata Theory · Computer Science 2025-06-18 John M. Campbell

Detrended fluctuation analysis is used to investigate power law relationship between the monthly averages of the maximum daily temperatures for different locations in the western US. On the map created by the power law exponents, we can…

Statistical Mechanics · Physics 2007-05-23 M. L. Kurnaz

We perform a comparative study of applicability of the Multifractal Detrended Fluctuation Analysis (MFDFA) and the Wavelet Transform Modulus Maxima (WTMM) method in proper detecting of mono- and multifractal character of data. We quantify…

Other Condensed Matter · Physics 2008-12-18 Pawel Oswiecimka , Jaroslaw Kwapien , S. Drozdz

Detrended Fluctuation Analysis (DFA) is the most popular fractal analytical technique used to evaluate the strength of long-range correlations in empirical time series in terms of the Hurst exponent, $H$. Specifically, DFA quantifies the…

Quantitative Methods · Quantitative Biology 2023-01-27 Aaron D. Likens , Madhur Mangalam , Aaron Y. Wong , Anaelle C. Charles , Caitlin Mills

The detrending moving average (DMA) algorithm is one of the best performing methods to quantify the long-term correlations in nonstationary time series. Many long-term correlated time series in real systems contain various trends. We…

Data Analysis, Statistics and Probability · Physics 2015-08-04 Ying-Hui Shao , Gao-Feng Gu , Zhi-Qiang Jiang , Wei-Xing Zhou

A general analytical method is developed for describing crossover phenomena of arbitrary nature. The method is based on the algebraic self-similar renormalization of asymptotic series, with control functions defined by crossover conditions.…

Statistical Mechanics · Physics 2009-10-31 S. Gluzman , V. I. Yukalov

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…

Data Analysis, Statistics and Probability · Physics 2012-12-21 Grech Dariusz , Mazur Zygmunt

A comprehensive review of the literature on crossover design is needed to highlight its evolution, applications, and methodological advancements across various fields. Given its widespread use in clinical trials and other research domains,…

Methodology · Statistics 2024-10-14 Salil Koner

A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…

Chaotic Dynamics · Physics 2007-05-23 M. A. Sozanski , J. J. Zebrowski

Techniques such as detrended fluctuation analysis (DFA) and its extensions have been widely used to determine the nature of scaling in nucleotide sequences. In this brief communication we show that tandem repeats which are ubiquitous in…

Genomics · Quantitative Biology 2016-12-21 Radhakrishnan Nagarajan , Meenakshi Upreti

A general self-consistency approach allows a thorough treatment of the corrections to the standard mean-field approximation (MFA). The natural extension of standard MFA with the help of a cumulant expansion leads to a new point of view on…

Statistical Mechanics · Physics 2007-05-23 Dimo I. Uzunov

Detrended fluctuation analysis is used to investigate correlations between the monthly average of the maximum daily temperatures for different locations in the continental US and the different climates these locations have. When we plot the…

Statistical Mechanics · Physics 2007-05-23 M. L. Kurnaz

This work proposes the fractal scaling exponent alpha, estimated via Detrended Fluctuation Analysis (DFA) on the unaggregated time series of lines of code added per commit event in a software repository, as a novel process-level indicator…

Physics and Society · Physics 2026-05-06 Goran Mitevski