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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

Microarrays are made it possible to simultaneously monitor the expression profiles of thousands of genes under various experimental conditions. It is used to identify the co-expressed genes in specific cells or tissues that are actively…

Machine Learning · Computer Science 2012-03-15 T. Chandrasekhar , K. Thangavel , E. Elayaraja

We propose a novel algorithm - Multifractal Cross-Correlation Analysis (MFCCA) - that constitutes a consistent extension of the Detrended Cross-Correlation Analysis (DCCA) and is able to properly identify and quantify subtle characteristics…

Data Analysis, Statistics and Probability · Physics 2014-02-25 Paweł Oświȩcimka , Stanisław Drożdż , Marcin Forczek , Stanisław Jadach , Jarosław Kwapień

Recent computer simulations reveal several intriguing features in the evolution of properties of amorphous solids subjected to repeated cyclic shear deformation. These include the divergence of the number of cycles to reach steady states as…

This thesis aims to invent new approaches for making inferences with the k-means algorithm. k-means is an iterative clustering algorithm that randomly assigns k centroids, then assigns data points to the nearest centroid, and updates…

Machine Learning · Computer Science 2024-10-24 Alfred K. Adzika , Prudence Djagba

Stride-to-stride fluctuations in human walking carry a fractal correlation structure that reverses sign under external cueing: self-paced gait is persistent, whereas metronomic or visually cued gait is anti-persistent. Three decades of…

Quantitative Methods · Quantitative Biology 2026-05-22 Philippe Terrier

Coarse-grained models have played an important role in the study of the behavior of DNA at length scales beyond a few hundred base pairs. Traditionally, these models have relied on structurally featureless and sequence-independent…

Soft Condensed Matter · Physics 2024-09-10 Enrico Skoruppa , Helmut Schiessel

K-means defines one of the most employed centroid-based clustering algorithms with performances tied to the data's embedding. Intricate data embeddings have been designed to push $K$-means performances at the cost of reduced theoretical…

Machine Learning · Computer Science 2022-02-17 Romain Cosentino , Randall Balestriero , Yanis Bahroun , Anirvan Sengupta , Richard Baraniuk , Behnaam Aazhang

Dissipative particle dynamics (DPD) is now a well-established method for simulating soft matter systems. However, its applicability was recently questioned because some investigations showed an upper coarse-graining limit that would prevent…

Soft Condensed Matter · Physics 2011-11-09 Rudolf M. Füchslin , Harold Fellermann , Anders Eriksson , Hans-Joachim Ziock

We show that it can be considered some of Bach pitches series as a stochastic process with scaling behavior. Using multifractal deterend fluctuation analysis (MF-DFA) method, frequency series of Bach pitches have been analyzed. In this view…

Data Analysis, Statistics and Probability · Physics 2009-11-13 G. R. Jafari , P. Pedram , L. Hedayatifar

We study the local and global roughness scaling in growth models with grains at the film surfaces. The local roughness, measured as a function of window size r, shows a crossover at a characteristic length r_c, from a rapid increase with…

Statistical Mechanics · Physics 2007-05-23 T. J. Oliveira , F. D. A. Aarao Reis

This paper studies a factor modeling-based approach for clustering high-dimensional data generated from a mixture of strongly correlated variables. Statistical modeling with correlated structures pervades modern applications in economics,…

Statistics Theory · Mathematics 2024-08-23 Shange Tang , Soham Jana , Jianqing Fan

Far from equilibrium, neural systems self-organize across multiple scales. Exploiting multiscale self-organization in neuroscience and artificial intelligence requires a computational framework for modeling the effective non-equilibrium…

Neurons and Cognition · Quantitative Biology 2025-10-09 Nathan X. Kodama

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

Certain instrumental effects and data reduction anomalies introduce systematic errors in photometric time-series. Detrending algorithms such as the Trend Filtering Algorithm (TFA) (Kov\'{a}cs et al. 2004) have played a key role in…

Instrumentation and Methods for Astrophysics · Physics 2014-11-20 D. del Ser , O. Fors , J. Núñez , H. Voss , A. Rosich , V. Kouprianov

We consider the problem of coarse-graining in the context of finite-volume fluid models. If a variable is defined on a high-resolution grid it may be coarse-grained so that it is defined on a grid of lower resolution. In general this will…

Atmospheric and Oceanic Physics · Physics 2022-01-26 Stuart Patching

Researchers often have datasets measuring features $x_{ij}$ of samples, such as test scores of students. In factor analysis and PCA, these features are thought to be influenced by unobserved factors, such as skills. Can we determine how…

Statistics Theory · Mathematics 2019-09-16 Edgar Dobriban

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

We propose a degree-based coarse graining approach that not just accelerates the evaluation of dynamics on complex networks, but also satisfies the consistency conditions for both equilibrium statistical distributions and nonequilibrium…

Statistical Mechanics · Physics 2010-08-06 Hanshuang Chen , Zhonghuai Hou , Houwen Xin , YiJing Yan

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
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