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Rank-Ordered Multifractal Analysis (ROMA), a recently developed technique that combines the ideas of parametric rank ordering and one parameter scaling of monofractals, has the capabilities of deciphering the multifractal characteristics of…

Earth and Planetary Astrophysics · Physics 2014-11-20 Sunny W. Y. Tam , Tom Chang , Paul M. Kintner , Eric M. Klatt

We introduce a segmentation algorithm to probe temporal organization of heterogeneities in human heartbeat interval time series. We find that the lengths of segments with different local values of heart rates follow a power-law…

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

A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…

Chaotic Dynamics · Physics 2009-11-11 P. Manimaran , Prasanta K. Panigrahi , P. Anantha Lakshmi

The scaling behaviors of the human electroencephalogram (EEG) time series are studied using detrended fluctuation analysis. Two scaling regions are found in nearly every channel for all subjects examined. The scatter plot of the scaling…

Medical Physics · Physics 2013-05-29 Rudolph C. Hwa , Thomas C. Ferree

Method for detection and visualization of trends, periodicities, local peculiarities in measurement series (dL-method) based on DFA technology (Detrended fluctuation analysis) is proposed. The essence of the method lies in reflecting the…

Applications · Statistics 2009-03-20 D. V. Lande , A. A. Snarskii

We use multifractal detrended fluctuation analysis (MF-DFA), to See query 1 study sunspot number fluctuations. The result of the MF-DFA shows that there are three crossover timescales in the fluctuation function. We discuss how the…

Data Analysis, Statistics and Probability · Physics 2011-02-16 M. Sadegh Movahed , G. R. Jafari , F. Ghasemi , Sohrab Rahvar , M. Reza Rahimi Tabar

Fractal behaviour, i.e. scale invariance in spatio-temporal dynamics, have been found to describe and model many systems in nature, in particular fluid mechanics and geophysical related geometrical objects, like the convective boundary…

Solar and Stellar Astrophysics · Physics 2018-09-19 S. de Franciscis , J. Pascual-Granado , J. C. Suárez , A. García Hernández , R. Garrido

Background: Right anomalous aortic origin of coronary arteries (R-AAOCA) involves fixed compression, assessable with adenosine-derived fractional flow reserve (FFRAdnosine), and additional stress-induced dynamic compression captured by…

Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating the power-law long-term correlations of non-stationary time series, in which a detrending step is necessary to obtain the local fluctuations at…

Statistical Mechanics · Physics 2011-09-09 Xi-Yuan Qian , Wei-Xing Zhou , Gao-Feng Gu

Recent studies have demonstrated the advantages of fractional-order calculus tools for probing the viscoelastic properties of collagenous tissue, characterizing the arterial blood flow and red cell membrane mechanics, and modeling the…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Mohamed A. Bahloul , Taous-Meriem Laleg Kirati

Models with correlated disorders are rather common in physics. In some of them, like the Aubry-Andr\'e (AA) model, the localization phase diagram can be found from the (self)duality with respect to the Fourier transform. In the others, like…

Disordered Systems and Neural Networks · Physics 2025-03-11 Shilpi Roy , Saurabh Basu , Ivan M. Khaymovich

Attributes which are infrequently expressed in a population can require weeks or months of counting to reach statistical significance. But replacement in a stable population increases long-term counts to a degree determined by the…

Computational Geometry · Computer Science 2018-08-21 Aubrey G. Jaffer , Martin S. Jaffer

In this brief report, we present a disordered version of recursive networks. Depending on the structural parameters $u$ and $v$, the networks are either fractals with a finite fractal dimension $d_{f}$ or transfinite fractals (transfractal)…

Disordered Systems and Neural Networks · Physics 2009-11-13 Liang Tian , Da-Ning Shi

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

We demonstrate the robust scale-invariance in the probability density function (PDF) of detrended healthy human heart rate increments, which is preserved not only in a quiescent condition, but also in a dynamic state where the mean level of…

Tissues and Organs · Quantitative Biology 2009-11-10 Ken Kiyono , Zbigniew R. Struzik , Naoko Aoyagi , Seiichiro Sakata , Junichiro Hayano , Yoshiharu Yamamoto

A previous analysis of fluctuations in a virtuoso (Jeff Porcaro) drum performance [R\"as\"anen et al., PLoS ONE 10(6): e0127902 (2015)] demonstrated that the rhythmic signal comprised both long range correlations and short range…

Despite the widespread diffusion of nonlinear methods for heart rate variability (HRV) analysis, the presence and the extent to which nonlinear dynamics contribute to short-term HRV is still controversial. This work aims at testing the…

The detrended fluctuation analysis (DFA) [Peng et al., 1994] and its extensions (MF-DFA) [Kantelhardt et al., 2002] have been used extensively to determine possible long-range correlations in self-affine signals. While the DFA has been…

Statistical Mechanics · Physics 2015-06-24 Radhakrishnan Nagarajan , Rajesh G. Kavasseri

Correlations in complex systems are often obscured by nonstationarity, long-range memory, and heavy-tailed fluctuations, which limit the usefulness of traditional covariance-based analyses. To address these challenges, we construct scale…

Statistical Finance · Quantitative Finance 2025-12-09 Stanisław Drożdż , Paweł Jarosz , Jarosław Kwapień , Maria Skupień , Marcin Wątorek
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