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The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $\theta$…

Statistical Finance · Quantitative Finance 2010-08-03 Gao-Feng Gu , Wei-Xing Zhou

We focus on various measures of the fluctuations of the sequence of intervals between beats of the human heart, and how such fluctuations can be used to assess the presence or likelihood of cardiovascular disease. We examine sixteen such…

Biological Physics · Physics 2016-09-08 Malvin C. Teich , Steven B. Lowen , Bradley M. Jost , Karin Vibe-Rheymer , Conor Heneghan

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

We study the long-range correlations of heartbeat fluctuations with the method of diffusion entropy. We show that this method of analysis yields a scaling parameter $\delta$ that apparently conflicts with the direct evaluation of the…

Statistical Mechanics · Physics 2009-11-07 P. Allegrini , P. Grigolini , P. Hamilton , L. Palatella , G. Raffaelli

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.…

Tissues and Organs · Quantitative Biology 2009-11-11 Danuta Makowiec , Rafal Galaska , Aleksandra Dudkowska , Andrzej Rynkiewicz , Marcin Zwierz

Detrended Fluctuation Analysis (DFA) is widely used to assess the presence of long-range temporal correlations in time series. Signals with long-range temporal correlations are typically defined as having a power law decay in their…

Quantitative Methods · Quantitative Biology 2013-06-24 Maria Botcharova , Simon F Farmer , Luc Berthouze

Human heart rate fluctuates in a complex and non-stationary manner. Elaborating efficient and adequate tools for the analysis of such signals has been a great challenge for the researchers during last decades. Here, an overview of the main…

Medical Physics · Physics 2007-05-23 J. Kalda , M. Sakki , M. Vainu , M. Laan

In order to interpret and explain the physiological signal behaviors, it can be interesting to find some constants among the fluctuations of these data during all the effort or during different stages of the race (which can be detected…

Applications · Statistics 2011-12-06 Imen Kammoun , Véronique Billat , Jean-Marc Bardet

We study the Heart Rate Variability (HRV) using scale specific variance and scaling exponents as measures of healthy and cardiac impaired individuals. Our results show that the variance and the scaling exponent are uncorrelated. We find…

Characterising the stratosphere as a turbulent system, temporal fluctuations often show different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. In this study,…

Atmospheric and Oceanic Physics · Physics 2016-09-28 Gualtiero Badin , Daniela I. V. Domeisen

Complex spatiotemporal patterns of action potential duration have been shown to occur in many mammalian hearts due to a period-doubling bifurcation that develops with increasing frequency of stimulation. Here, through high-resolution…

Detrended fluctuation analysis (DFA) [1] of the volatility series has been found to be useful in dentifying possible nonlinear/multifractal dynamics in the empirical sample [2-4]. Long-range volatile correlation can be an outcome of static…

Data Analysis, Statistics and Probability · Physics 2009-11-11 Radhakrishnan Nagarajan

Fluctuations of the human heart beat constitute a complex system that has been studied mostly under resting conditions using conventional time series analysis methods. During physical exercise, the variability of the fluctuations is…

Data Analysis, Statistics and Probability · Physics 2020-08-13 Matti Molkkari , Giorgio Angelotti , Thorsten Emig , Esa Räsänen

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

Based on protein molecular dynamics, we investigate the fractal properties of energy, pressure and volume time series using the multifractal detrended fluctuations analysis (MF-DFA) and the topological and fractal properties of their…

Statistical Mechanics · Physics 2015-06-19 Yuan-Wu Zhou , Jin-Long Liu , Zu-Guo Yu , Zhi-Qin Zhao , Vo Anh

The fractal scaling properties of the heartbeat time series are studied in a controlled ergometric regime using the Hurst rescaled range R/S analysis. The long-time "memory effect" quantified by the value of the Hurst exponent $H>0.5$ is…

Medical Physics · Physics 2007-05-23 M. Martinis , A. Knežević , G. Krstačić , E. Vargović

Multifractal detrended fluctuation analysis (MFDFA) has become a central method to characterise the variability and uncertainty in empiric time series. Extracting the fluctuations on different temporal scales allows quantifying the strength…

Computational Physics · Physics 2022-01-05 Leonardo Rydin Gorjão , Galib Hassan , Jürgen Kurths , Dirk Witthaut

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…

This work presents the application of Multifractal Detrended Fluctuation Analysis for the surface electromyography signals obtained from the patients suffering from rectal cancer. The electrical activity of an external anal sphincter at…

Medical Physics · Physics 2017-09-20 Paulina Trybek , Michal Nowakowski , Lukasz Machura

Anomalous temporal fluctuations of helium concentrations in spring emanations have been observed on a number of occasions prior to some major seismic events. Several recent studies have shown that a wide variety of natural systems display…

Chaotic Dynamics · Physics 2009-06-05 N. K. Das , R. K. Bhandari , P. Sen , B. Sinha