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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

Two dimensional semiconductor such as single-layer transition metal dichalcogenides (SL-TMD) have attracted most attentions as an atomically thin layer semiconductor materials. Typically, lattice point defects (sulfur vacancy) created by…

Materials Science · Physics 2018-10-16 Reza Shidpour , S. M. S. Movahed

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

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

An algorithm is presented to update the multi-fractal spectrum of a time series in constant time when new data arrives. The discrete wavelet transform (DWT) of the time series is first updated for the new data value. This is done optimally…

Chaotic Dynamics · Physics 2007-05-23 Nicolas Brodu

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…

Atmospheric and Oceanic Physics · Physics 2023-07-19 Luciano Zunino , Damián Gulich , Gustavo Funes , Aziz Ziad

Multivariate functional data can be intrinsically multivariate like movement trajectories in 2D or complementary like precipitation, temperature, and wind speeds over time at a given weather station. We propose a multivariate functional…

Methodology · Statistics 2021-10-06 Alexander Volkmann , Almond Stöcker , Fabian Scheipl , Sonja Greven

A number of different analysis techniques have been used to analyze long-term time series data from different rivers, starting with the determination of the Hurst coefficient. We summarize the concept of fractals, multifractals and…

Atmospheric and Oceanic Physics · Physics 2020-02-12 M. N. Piacquadio Losada , R. Seoane , A. de la Barra , L. F. Caram

Multivariate functional data present theoretical and practical complications which are not found in univariate functional data. One of these is a situation where the component functions of multivariate functional data are positive and are…

Methodology · Statistics 2023-03-09 Cody Carroll , Hans-Georg Müller

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

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

Detrended fluctuation analysis (DFA), suitable for the analysis of nonstationary time series, has confirmed the existence of persistent long-range correlations in healthy heart rate variability data. In this paper, we present the…

Medical Physics · Physics 2009-11-10 J. C. Echeverria , M. S. Woolfson , J. A. Crowe , B. R. Hayes-Gill , G. D. H. Croaker , H. Vyas

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

Recent studies provide evidence for the multi-scale nature of magnetic turbulence in the plasma sheet. Wavelet methods represent modern time series analysis techniques suitable for the description of statistical characteristics of…

Space Physics · Physics 2016-09-08 W. Baumjohann , R. Nakamura , A. Runov , M. Volwerk , T. L. Zhang , A. Balogh

The method of iterated conformal maps allows to study the harmonic measure of Diffusion Limited Aggregates with unprecedented accuracy. We employ this method to explore the multifractal properties of the measure, including the scaling of…

Statistical Mechanics · Physics 2009-11-07 Mogens H. Jensen , Anders Levermann , Joachim Mathiesen , Itamar Procaccia

Computational virtual high-throughput screening (VHTS) with density functional theory (DFT) and machine-learning (ML)-acceleration is essential in rapid materials discovery. By necessity, efficient DFT-based workflows are carried out with a…

Materials Science · Physics 2021-06-25 Chenru Duan , Shuxin Chen , Michael G. Taylor , Fang Liu , Heather J. Kulik

We apply the wavelet transform modulus maxima (WTMM) method to the analysis of simulated MBE-grown surfaces. In contrast to the structure function approach commonly used in the literature, this new method permits an investigation of the…

Statistical Mechanics · Physics 2009-10-31 Martin Ahr , Michael Biehl

Currently, many face forgery detection methods aggregate spatial and frequency features to enhance the generalization ability and gain promising performance under the cross-dataset scenario. However, these methods only leverage one level…

Computer Vision and Pattern Recognition · Computer Science 2022-10-11 Jie Liu , Jingjing Wang , Peng Zhang , Chunmao Wang , Di Xie , Shiliang Pu

We use the methodology of singular spectrum analysis (SSA), principal component analysis (PCA), and multi-fractal detrended fluctuation analysis (MFDFA), for investigating characteristics of vibration time series data from a friction brake.…

Chaotic Dynamics · Physics 2015-06-23 Nikolay K. Vitanov , Norbert P. Hoffmann , Boris Wernitz

We study the functional link between the Hurst parameter and the Normalized Total Wavelet Entropy when analyzing fractional Brownian motion (fBm) time series--these series are synthetically generated. Both quantifiers are mainly used to…

Data Analysis, Statistics and Probability · Physics 2009-11-11 Dario G. Perez , Luciano Zunino , Mario Garavaglia , Osvaldo A. Rosso