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Published in 2017 at "Stochastic Environmental Research and Risk Assessment"
DOI: 10.1007/s00477-017-1434-8
Abstract: We present the results of applying detrended fluctuation analysis (DFA) to study correlations in mountain stream temperatures over a 9-year period for impacted and unimpacted conditions. Permutation entropy and complexity are also computed for stream…
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Keywords:
mountain stream;
fluctuation analysis;
complexity;
entropy ... See more keywords
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Published in 2019 at "Finance Research Letters"
DOI: 10.1016/j.frl.2019.03.029
Abstract: Abstract This study examines high-frequency asymmetric multifractality, long memory, and weak-form efficiency for two major cryptocurrencies, namely, Bitcoin (BTC) and Ethereum (ETH), using the asymmetric multifractal detrended fluctuation analysis method to consider different market patterns.…
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Keywords:
asymmetric multifractal;
multifractality long;
multifractal detrended;
multifractality ... See more keywords
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Published in 2019 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2019.121864
Abstract: Abstract This work extends the multivariate multifractal detrended fluctuation analysis(MV-MFDFA) method to multiscale case, named multiscale multivariate multifractal detrended fluctuation analysis (MMV-MFDFA). The benefits of the proposed approach are illustrated by numerical simulations on synthetic…
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Keywords:
detrended fluctuation;
fluctuation analysis;
analysis;
multifractal detrended ... See more keywords
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Published in 2020 at "Chaos"
DOI: 10.1063/1.5139620
Abstract: A novel general randomized method is proposed to investigate multifractal properties of long time series. Based on multifractal temporally weighted detrended fluctuation analysis (MFTWDFA), we obtain randomized multifractal temporally weighted detrended fluctuation analysis (RMFTWDFA). The…
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Keywords:
fluctuation analysis;
time series;
time;
detrended fluctuation ... See more keywords
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Published in 2018 at "Physiological measurement"
DOI: 10.1088/1361-6579/aad425
Abstract: OBJECTIVE To detect stress in newborns by observing heart rate (HR) variability utilizing an asymmetric detrended fluctuation analysis (ADFA), we sought to determine the fractal structure of the series of inter-beat intervals, so as to…
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Keywords:
fluctuation analysis;
analysis;
asymmetric detrended;
stress ... See more keywords
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Published in 2017 at "Smart Materials and Structures"
DOI: 10.1088/1361-665x/aa59d7
Abstract: Recently, fractal analysis has shown its potential for damage detection and assessment in fields such as biomedical and mechanical engineering. For its practicability in interpreting irregular, complex, and disordered phenomena, a structural health monitoring (SHM)…
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Keywords:
detrended fluctuation;
damage detection;
cross correlation;
damage ... See more keywords
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Published in 2019 at "Physical review. E"
DOI: 10.1103/physreve.99.033305
Abstract: We present a bottom-up derivation of fluctuation analysis with detrending for the detection of long-range correlations in the presence of additive trends or intrinsic nonstationarities. While the well-known detrended fluctuation analysis (DFA) and detrending moving…
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Keywords:
detrended fluctuation;
fluctuation;
analysis detrending;
fluctuation analysis ... See more keywords
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Published in 2020 at "Fluctuation and Noise Letters"
DOI: 10.1142/s0219477520500091
Abstract: This work involves the application of a non-linear method, multifractal detrended fluctuation analysis (MFDFA), to describe fish sound data recorded from the open waters of two major estuarine syst...
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Keywords:
fluctuation analysis;
fish sound;
multifractal detrended;
fluctuation ... See more keywords
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Published in 2022 at "Structural Health Monitoring"
DOI: 10.1177/14759217211065991
Abstract: Multifractal detrended fluctuation analysis (MFDFA) is proved to be a powerful tool for fault diagnosis of rotating machinery due to its ability to reveal multifractal structures hidden in nonstationary and nonlinear vibration signals. To overcome…
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Keywords:
fluctuation analysis;
multifractal detrended;
detrended fluctuation;
mfdfa ... See more keywords
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Published in 2021 at "Traitement du Signal"
DOI: 10.18280/ts.380528
Abstract: Received: 9 August 2021 Accepted: 12 October 2021 To record all electrical activity of the human brain, an electroencephalogram (EEG) test using electrodes attached to the scalp is conducted. Analysis of EEG signals plays an…
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Keywords:
analysis;
detrended fluctuation;
eeg signals;
fluctuation analysis ... See more keywords