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相关论文: Multifractal Detrended Cross-Correlation Analysis …

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We use some fractal analysis methods to study river flow fluctuations. The result of the Multifractal Detrended Fluctuation Analysis (MF-DFA) shows that there are two crossover timescales at $s_{1\times}\sim12$ and $s_{2\times}\sim130$…

数据分析、统计与概率 · 物理学 2015-06-26 M. Sadegh Movahed , Evalds Hermanis

We propose a novel algorithm - Multifractal Cross-Correlation Analysis (MFCCA) - that constitutes a consistent extension of the Detrended Cross-Correlation Analysis (DCCA) and is able to properly identify and quantify subtle characteristics…

数据分析、统计与概率 · 物理学 2014-02-25 Paweł Oświȩcimka , Stanisław Drożdż , Marcin Forczek , Stanisław Jadach , Jarosław Kwapień

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…

地球物理 · 物理学 2007-05-23 Eva Koscielny-Bunde , Jan W. Kantelhardt , Peter Braun , Armin Bunde , Shlomo Havlin

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…

数据分析、统计与概率 · 物理学 2011-02-16 M. Sadegh Movahed , G. R. Jafari , F. Ghasemi , Sohrab Rahvar , M. Reza Rahimi Tabar

When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using classic detrended cross-correlation analysis (DCCA) without considering these common factors will bias…

统计金融 · 定量金融 2015-06-29 Xi-Yuan Qian , Ya-Min Liu , Zhi-Qiang Jiang , Boris Podobnik , Wei-Xing Zhou , H. Eugene Stanley

The detrended cross-correlation coefficient $\rho_{\rm DCCA}$ has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, non-stationary time series. It is based on the detrended…

数据分析、统计与概率 · 物理学 2015-12-09 Jaroslaw Kwapien , Pawel Oswiecimka , Stanislaw Drozdz

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…

统计金融 · 定量金融 2015-03-19 Zhi-Qiang Jiang , Wei-Xing Zhou

It is ubiquitous in natural and social sciences that two variables, recorded temporally or spatially in a complex system, are cross-correlated and possess multifractal features. We propose a new method called multifractal detrended…

数据分析、统计与概率 · 物理学 2008-12-02 Wei-Xing Zhou

Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-law correlation exponents in noisy signals. Many noisy signals in real systems display trends, so that the scaling results obtained from the…

数据分析、统计与概率 · 物理学 2009-11-07 Kun Hu , Plamen Ch. Ivanov , Zhi Chen , Pedro Carpena , H. Eugene Stanley

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…

统计理论 · 数学 2022-11-16 Taiane Schaedler Prass , Guilherme Pumi

We examine several recently suggested methods for the detection of long-range correlations in data series based on similar ideas as the well-established Detrended Fluctuation Analysis (DFA). In particular, we present a detailed comparison…

统计金融 · 定量金融 2009-11-13 Amir Bashan , Ronny Bartsch , Jan W. Kantelhardt , Shlomo Havlin

Detrended fluctuation analysis (DFA) has been used widely to determine possible long-range correlations in data obtained from diverse settings. In a recent study [1], uncorrelated random spikes superimposed on the long-range correlated…

统计力学 · 物理学 2007-05-23 Radhakrishnan Nagarajan

Detrended fluctuation analysis (DFA) has been proposed as a robust technique to determine possible long-range correlations in power-law processes [1]. However, recent studies have reported the susceptibility of DFA to trends [2] which give…

统计力学 · 物理学 2007-05-23 Radhakrishnan Nagarajan , Rajesh G. Kavasseri

We examine the Detrended Fluctuation Analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling that appear at small time scales become stronger in…

In the last decades, an ever-growing number of studies are focusing on the extreme weather conditions related to the climate change. Some of them are based on multifractal approaches, such as the Multifractal Detrended Fluctuation Analysis…

This study investigates the multifractality of streamflow data of 192 stations located in 13 river basins in India using the Multifractal Detrended Fluctuation Analysis (MF-DFA). The streamflow datasets of different river basins displayed…

When common factors strongly influence two cross-correlated time series recorded in complex natural and social systems, the results will be biased if we use multifractal detrended cross-correlation analysis (MF-DXA) without considering…

物理与社会 · 物理学 2021-04-14 Bao-Gen Li , Dian-Yi Ling , Zu-Guo Yu

We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet transform modulus maxima…

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…

The detrended fluctuation analysis (DFA) is extensively useful in stochastic processes to unveil the long-term correlation. Here, we apply the DFA to point processes that mimick earthquake data. The point processes are synthesized by a…

数据分析、统计与概率 · 物理学 2021-07-28 Takumi Kataoka , Tomoshige Miyaguchi , Takuma Akimoto
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