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相关论文: Detecting Long-range Correlations with Detrended F…

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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…

统计力学 · 物理学 2007-05-23 Huijie Yang , Fangcui Zhao , Xizhen Wu , Zhuxia Li , Yizhong Zhuo

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…

物理与社会 · 物理学 2026-05-06 Goran Mitevski

Long-range temporal and spatial correlations have been reported in a remarkable number of studies. In particular power-law scaling in neural activity raised considerable interest. We here provide a straightforward algorithm not only to…

定量方法 · 定量生物学 2015-12-09 Robert Ton , Andreas Daffertshofer

We propose a novel multivariate signal denoising method that performs long-range correlation analysis of multiple modes in input data by considering inherent inter-channel dependencies of the data. That is achieved through a novel and…

信号处理 · 电气工程与系统科学 2023-05-04 Khuram Naveed , Sidra Mukhtar , Naveed ur Rehman

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

统计金融 · 定量金融 2015-10-20 Rafal Rak , Pawel Zięba

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…

数据分析、统计与概率 · 物理学 2007-05-23 Nikolay K. Vitanov , kenschi Sakai , Elka D. Yankulova

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…

统计力学 · 物理学 2015-05-18 E. S. Skordas , N. V. Sarlis , P. A. Varotsos

Techniques such as detrended fluctuation analysis (DFA) and its extensions have been widely used to determine the nature of scaling in nucleotide sequences. In this brief communication we show that tandem repeats which are ubiquitous in…

基因组学 · 定量生物学 2016-12-21 Radhakrishnan Nagarajan , Meenakshi Upreti

Anomalous temporal fluctuations of helium concentrations in spring emanations have been observed on a number of occasions prior to some major seismic events. Several recent studies have shown that a wide variety of natural systems display…

混沌动力学 · 物理学 2009-06-05 N. K. Das , R. K. Bhandari , P. Sen , B. Sinha

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…

统计金融 · 定量金融 2016-02-02 Alessandro Stringhi , Silvia Figini

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 Detrending Moving Average (DMA) algorithm has been widely used in its several variants for characterizing long-range correlations of random signals and sets (one-dimensional sequences or high-dimensional arrays) either over time or…

数据分析、统计与概率 · 物理学 2016-07-01 Anna Carbone , Ken Kiyono

Detrended fluctuation analysis is used to investigate power law relationship between the monthly averages of the maximum daily temperatures for different locations in the western US. On the map created by the power law exponents, we can…

统计力学 · 物理学 2007-05-23 M. L. Kurnaz

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,…

地球与行星天体物理 · 物理学 2013-12-13 H. J. Tanna , K. N. Pathak

Change detection has been a hotspot in remote sensing technology for a long time. With the increasing availability of multi-temporal remote sensing images, numerous change detection algorithms have been proposed. Among these methods, image…

计算机视觉与模式识别 · 计算机科学 2019-09-06 Bo Du , Lixiang Ru , Chen Wu , Liangpei Zhang

Eye movements during fixation of a stationary target prevent the adaptation of the photoreceptors to continuous illumination and inhibit fading of the image. These random, involuntary, small, movements are restricted at long time scales so…

We use detrended fluctuation analysis (DFA) to study the dynamics of blood pressure oscillations and its feedback control in rats by analyzing systolic pressure time series before and after a surgical procedure that interrupts its control…

生物物理 · 物理学 2015-05-14 C. E. C. Galhardo , T. J. P. Penna , M. Argollo de Menezes , P. P. S. Soares

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…

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

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…

数据分析、统计与概率 · 物理学 2009-11-13 G. R. Jafari , P. Pedram , L. Hedayatifar

Detrended fluctuation analysis (DFA) [1] of the volatility series has been found to be useful in dentifying possible nonlinear/multifractal dynamics in the empirical sample [2-4]. Long-range volatile correlation can be an outcome of static…

数据分析、统计与概率 · 物理学 2009-11-11 Radhakrishnan Nagarajan