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Improvement in time resolution sometimes introduces short-range random noises into temporal data sequences. These noises affect the results of power-spectrum analyses and the Detrended Fluctuation Analysis (DFA). The DFA is one of useful…

Data Analysis, Statistics and Probability · Physics 2009-02-05 Shin-ichi Tadaki

This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity…

Data Analysis, Statistics and Probability · Physics 2018-07-31 Mohamed Laib , Luciano Telesca , Mikhail Kanevski

The scaling function $F(s)$ in detrended fluctuation analysis (DFA) scales as $F(s)\sim s^{H}$ for stochastic processes with Hurst exponents $H$. We prove this scaling law for both stationary stochastic processes with $0<H<1$, and…

Statistics Theory · Mathematics 2018-02-20 Ola Løvsletten

Atrial fibrillation (AF) is the most common arrhythmia, associated with significant burdens to patients and the healthcare system. The atrioventricular (AV) node plays a vital role in regulating heart rate during AF, but is often…

Applications · Statistics 2023-10-18 Mattias Karlsson , Pyotr G Platonov , Sara R. Ulimoen , Frida Sandberg , Mikael Wallman

Using a multi-resolution technique, we analyze large in-plane fracture fronts moving slowly between two sintered Plexiglas plates. We find that the roughness of the front exhibits two distinct regimes separated by a crossover length scale…

We investigate how extreme loss of data affects the scaling behavior of long-range power-law correlated and anti-correlated signals applying the DFA method. We introduce a segmentation approach to generate surrogate signals by randomly…

Data Analysis, Statistics and Probability · Physics 2010-03-12 Qianli D. Y. Ma , Ronny P. Bartsch , Pedro Bernaola-Galván , Mitsuru Yoneyama , Plamen Ch. Ivanov

In this paper, the diffusion entropy technique is applied to investigate the scaling behavior of stride interval fluctuations of human gait. The scaling behavior of the stride interval of human walking at normal, slow and fast rate are…

Biological Physics · Physics 2009-11-13 Shi-Min Cai , Pei-Ling Zhou , Hui-Jie Yang , Tao Zhou , Bing-Hong Wang , Fang-Cui Zhao

Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging…

Statistical Mechanics · Physics 2007-05-23 Ning-Ning Pang , Hisen-Ching Kao , Wen-Jer Tzeng

In this work, we develop the asymptotic theory of the Detrended Fluctuation Analysis (DFA) and Detrended Cross-Correlation Analysis (DCCA) for trend-stationary stochastic processes without any assumption on the specific form of the…

Statistics Theory · Mathematics 2022-11-16 Taiane Schaedler Prass , Guilherme Pumi

Correlation analysis is convenient and frequently used tool for investigation of time series from complex systems. Recently new methods such as the multifractal detrended fluctuation analysis (MFDFA) and the wavelet transform modulus…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Nikolay K. Vitanov , kenschi Sakai , Elka D. Yankulova

Voice disorders affect patients profoundly, and acoustic tools can potentially measure voice function objectively. Nonetheless, existing tools are limited to analysing voices displaying near periodicity, and do not account for inherent…

Cellular Automata and Lattice Gases · Physics 2019-10-23 Max A Little , Patrick E McSharry , Stephen J Roberts , Declan AE Costello , Irene M Moroz

We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…

Mesoscale and Nanoscale Physics · Physics 2025-04-02 Nilotpal Chakraborty , Markus Heyl , Roderich Moessner

We study numerically the coarsening kinetics of a two-dimensional ferromagnetic system with aleatory bond dilution. We show that interfaces between domains of opposite magnetisation are fractal on every lengthscale, but with different…

Statistical Mechanics · Physics 2019-05-30 Federico Corberi , Leticia F. Cugliandolo , Ferdinando Insalata , Marco Picco

Different measures of heart rate variability and particularly of respiratory sinus arrhythmia are widely used in research and clinical applications. Inspired by the ideas from the theory of coupled oscillators, we use simultaneous…

The complex structure of a typical stratus cloud base height (or profile) time series is analyzed with respect to the variability of its fluctuations and their correlations at all experimentally observed temporal scales. Due to the…

Condensed Matter · Physics 2012-09-04 K. Ivanova , H. N. Shirer , E. E. Clothiaux , N. Kitova , M. A. Mikhalev , T. P. Ackerman , M. Ausloos

Signals from heart transplant recipients can be considered to be a natural source of information for a better understanding of the impact of the autonomic nervous system on the complexity of heart rate variability. Beat-to-beat heart rate…

The basic mechanism driving aneurysm growth is unknown. Currently, clinical diagnosis of an aneurysm is mainly informed by retrospective tracking of its size and growth rate. However, aneurysms can rupture before reactive criteria are met…

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

Fractal dimensions are tools for probing the structure of quantum states and identifying whether they are localized or delocalized in a given basis. These quantities are commonly extracted through finite-size scaling, which limits the…

Disordered Systems and Neural Networks · Physics 2025-06-02 David A. Zarate-Herrada , Isaías Vallejo-Fabila , Lea F. Santos , E. Jonathan Torres-Herrera

We present an optimal detrended fluctuation analysis (DFA) and applied it to evaluate the local roughness exponent in non-equilibrium surface growth models with mounded morphology. Our method consists in analyzing the height fluctuations…

Statistical Mechanics · Physics 2017-04-19 Edwin E. Mozo Luis , Thiago A. de Assis , Silvio C. Ferreira
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