Related papers: Effect of Trends on Detrended Fluctuation Analysis
Most data processing techniques, applied to biomedical and sociological time series, are only valid for random fluctuations that are stationary in time. Unfortunately, these data are often non stationary and the use of techniques of…
We present a statistical analysis of music scores from different composers using detrended fluctuation analysis. We find different fluctuation profiles that correspond to distinct auto-correlation structures of the musical pieces. Further,…
A recitation is a way of combining the words together so that they have a sense of rhythm and thus an emotional content is imbibed within. In this study we envisaged to answer these questions in a scientific manner taking into consideration…
In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…
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…
In many engineering applications the level of nonlinear distortions in frequency response function (FRF) measurements is quantified using specially designed periodic excitation signals called random phase multisines and periodic noise. The…
Power-law correlations have been observed in packet flow over the Internet. The possible origin of these correlations includes demand for Internet services. We observe the demand for e-mail services in an organization, and analyze…
Podobnik and Stanley recently proposed a novel framework, Detrended Cross-Correlation Analysis, for the analysis of power-law cross-correlation between two time-series, a phenomenon which occurs widely in physical, geophysical, financial…
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…
We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height cross-correlation analysis, the averaged…
The superfamily phenomenon of time series with different dynamics can be characterized by the motif rank patterns observed in the nearest-neighbor networks of the time series in phase space. However, the determinants of superfamily…
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…
In high-throughput data, dynamic correlation between genes, i.e. changing correlation patterns under different biological conditions, can reveal important regulatory mechanisms. Given the complex nature of dynamic correlation, and the…
Using detrended fluctuation analysis (DFA), we study the scaling properties of the volatility time series $V_i=| T_{i+1}-T_i|$ of daily temperatures $T_i$ for ten chosen sites around the globe. We find that the volatility is long range…
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…
Diffusion noise is a major source of spectral line broadening in liquid state nano-scale nuclear magnetic resonance with shallow nitrogen-vacancy centres, whose main consequence is a limited spectral resolution. This limitation arises by…
We use the Detrended Fluctuation Analysis (DFA) and the Grassberger-Proccacia analysis (GP) methods in order to study language characteristics. Despite that we construct our signals using only word lengths or word frequencies, excluding in…
A major issue in financial economics is the behavior of asset returns over long horizons. Various estimators of long range dependence have been proposed. Even though some have known asymptotic properties, it is important to test their…
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…
In recent years, decentralized sensor networks have garnered significant attention in the field of state estimation owing to enhanced robustness, scalability, and fault tolerance. Optimal fusion performance can be achieved under fully…