Related papers: Detrended fluctuation analysis for fractals and mu…
Detrended fluctuation analysis (DFA), suitable for the analysis of nonstationary time series, has confirmed the existence of persistent long-range correlations in healthy heart rate variability data. In this paper, we present the…
The classical structure-function (SF) method in fully developed turbulence or for scaling processes in general is influenced by large-scale energetic structures, known as infrared effect. Therefore, the extracted scaling exponents…
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…
A mathematical relation between elements of one- and multi-dimensional discrete Fourier transforms (DFT) is found. A method of analysing the multi-dimensional data by their single one-dimensional (1-D) DFT is offered. An experiment of…
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…
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…
We investigate the presence of residual multifractal background for monofractal signals which appears due to the finite length of the signals and (or) due to the long memory the signals reveal. This phenomenon is investigated numerically…
Several studies have investigated the scaling behavior in naturally occurring biological and physical processes using techniques such as detrended fluctuation analysis (DFA). Data acquisition is an inherent part of these studies and maps…
This paper extends the existing literature on empirical estimation of the confidence intervals associated to the Detrended Fluctuation Analysis (DFA). We used Montecarlo simulation to evaluate the confidence intervals. Varying the…
We employ the recently introduced conformal iterative construction of Diffusion Limited Aggregates (DLA) to study the multifractal properties of the harmonic measure. The support of the harmonic measure is obtained from a dynamical process…
Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…
Computer simulations are used to generate two-dimensional diffusion-limited deposits of dipoles. The structure of these deposits is analyzed by measuring some global quantities: the density of the deposit and the lateral correlation…
Deterministic and random fractals, within the framework of Iterated Function Systems, have been used to model and study a wide range of phenomena across many areas of science and technology. However, for many applications deterministic…
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…
With the aggravation of the global economic crisis and inflation, the precious metals with safe-haven function have become more popular. An improved MF-DFA method is proposed to analyze price fluctuations of the precious metals market.…
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…
By adopting Multifractal detrended fluctuation (MF-DFA) analysis methods, the multifractal nature is revealed in the high-frequency data of two typical indexes, the Shanghai Stock Exchange Composite 180 Index (SH180) and the Shenzhen Stock…
An analytical formula for the contributions of the trend leftovers in DFA method is presented, based upon which the crossovers in DFA are investigated in detail. This general formula can explain the calculated results with DFA method for…
Phase Measuring Deflectometry (PMD) acquires the two components of the local surface gradient via a sequence of two orthogonal sinusoidal fringe patterns that have to be displayed and captured separately. We will demonstrate that the…
This work proposes and study the concept of Functional Data Analysis transform, applying it to the performance improving of volumetric Bouligand-Minkowski fractal descriptors. The proposed transform consists essentially in changing the…