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Here we discuss a new fast detrending method for the non-stationary RR time series used in Heart Rate Variability analysis. The described method is based on the diffusion equation, and we show numerically that it is equivalent to the widely…

Data Analysis, Statistics and Probability · Physics 2020-02-18 M. Andrecut

Fractal channels have significant applications in fields such as microfluidic chips and in vitro diagnostics. However, there is currently insufficient understanding and recognition of fluid flow within fractal channels. In this paper, the…

Fluid Dynamics · Physics 2024-09-20 Jun Hu , Zhan-Long Wang

This work aimed, to determine the characteristics of activity series from fractal geometry concepts application, in addition to evaluate the possibility of identifying individuals with fibromyalgia. Activity level data were collected from…

Chaotic Dynamics · Physics 2018-09-28 Lucas Gabriel Souza França , Pedro Montoya , José Garcia Vivas Miranda

Electric field variations that appear before rupture have been recently studied by employing the detrended fluctuation analysis (DFA) as a scaling method to quantify long-range temporal correlations. These studies revealed that seismic…

Statistical Mechanics · Physics 2015-05-18 E. S. Skordas , N. V. Sarlis , P. A. Varotsos

The heart rate variability (HRV) in diabetic human subjects, has been analyzed using lagged Poincar\'{e} plot, auto-correlation and the detrended fluctuation analysis methods. The parameters $SD1$, and $SD12 (= SD1/SD2)$ for Poincar\'{e}…

Medical Physics · Physics 2010-05-31 S. K. Ghatak , B. Roy

The aim of this paper is first the detection of multiple abrupt changes of the long-range dependence (respectively self-similarity, local fractality) parameters from a sample of a Gaussian stationary times series (respectively time series,…

Statistics Theory · Mathematics 2007-12-10 Jean-Marc Bardet , Imen Kammoun

Power spectral density is an accepted measure of heart rate variability. Two estimators of multifractal properties: Wavelet Transform Modulus Maxima and Multifractal Detrended Fluctuation Analysis are used to investigate multifractal…

Quantitative Methods · Quantitative Biology 2007-05-23 Danuta Makowiec , Aleksandra Dudkowska , Rafal Galaska , Andrzej Rynkiewicz

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 earth's ionosphere is well recognized as a dynamical system and non-linearly coupled with the magnetosphere above and natural atmosphere below.The shape and time variability of the ionosphere indeed shows chaos, pattern formation,…

Earth and Planetary Astrophysics · Physics 2013-12-13 H. J. Tanna , K. N. Pathak

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

The detrended fluctuation analysis (DFA) is one of the most widely used tools for the detection of long-range correlations in time series. Although DFA has found many interesting applications and has been shown as one of the best performing…

Statistical Mechanics · Physics 2020-03-18 G. Sikora , M. Hoell , A. Wylomanska , J. Gajda , A. V. Chechkin , H. Kantz

We survey recent developments in fractal analysis of regular and slow-fast dynamical systems using Minkowski dimension. Our focus is on spiral trajectories near monodromic limit periodic sets in regular systems and entry-exit sequences in…

Dynamical Systems · Mathematics 2025-08-28 Renato Huzak , Goran Radunović , Vesna Županović

We use the multifractal detrended fluctuation analysis (MF-DFA) to study the electrical discharge current fluctuations in plasma and show that it has multifractal properties and behaves as a weak anti-correlated process. Comparison of the…

Statistical Mechanics · Physics 2009-04-04 S. Kimiagar , M. Sadegh Movahed , S. Khorram , S. Sobhanian , M. Reza Rahimi Tabar

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

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,…

Accelerometry data has been widely used to measure activity and the circadian rhythm of individuals across the health sciences, in particular with people with advanced dementia. Modern accelerometers can record continuous observations on a…

We study temporal correlations and multifractal properties of long river discharge records from 41 hydrological stations around the globe. To detect long-term correlations and multifractal behaviour in the presence of trends, we apply…

Normal human heart rate shows complex fluctuations in time, which is natural, since heart rate is controlled by a large number of different feedback control loops. These unpredictable fluctuations have been shown to display fractal…

Medical Physics · Physics 2009-11-07 Tom A. Kuusela , Tony Shepherd , Jarmo Hietarinta

There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. The multifractal detrended cross-correlation analysis (MF-DCCA) approaches can…

Statistical Finance · Quantitative Finance 2015-03-19 Zhi-Qiang Jiang , Wei-Xing Zhou

Nonlinear dynamic volatility has been observed in many financial time series. The recently proposed quantile periodogram offers an alternative way to examine this phenomena in the frequency domain. The quantile periodogram is constructed…

Statistical Finance · Quantitative Finance 2026-03-26 Ta-Hsin Li