Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis
Sign Up to like & getrecommendations! 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.… read more here.
Keywords: asymmetric multifractal; multifractality long; multifractal detrended; multifractality ... See more keywords
Multiscale multifractal detrended fluctuation analysis of multivariate time series
Sign Up to like & getrecommendations! 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… read more here.
Keywords: detrended fluctuation; fluctuation analysis; analysis; multifractal detrended ... See more keywords
Multifractal detrended cross-correlation analysis of wind speed and solar radiation.
Sign Up to like & getrecommendations! Published in 2020 at "Chaos"
DOI: 10.1063/5.0026354
Abstract: In this work, the multifractal properties of wind speed and solar radiation are studied in a small region in which a wide variety of micro-climates are concentrated. To achieve this, two years of hourly data… read more here.
Keywords: solar radiation; multifractal detrended; speed solar; speed ... See more keywords
Fish Sound Characterization Using Multifractal Detrended Fluctuation Analysis
Sign Up to like & getrecommendations! 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... read more here.
Keywords: fluctuation analysis; fish sound; multifractal detrended; fluctuation ... See more keywords
Health condition monitoring of bearings based on multifractal spectrum feature with modified empirical mode decomposition-multifractal detrended fluctuation analysis
Sign Up to like & getrecommendations! 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… read more here.
Keywords: fluctuation analysis; multifractal detrended; detrended fluctuation; mfdfa ... See more keywords
Characterizing stroke-induced changes in the variability of lower limb kinematics using multifractal detrended fluctuation analysis
Sign Up to like & getrecommendations! Published in 2022 at "Frontiers in Neurology"
DOI: 10.3389/fneur.2022.893999
Abstract: Movement variability reflects the adaptation of the neuromuscular control system to internal or external perturbations, but its relationship to stroke-induced injury is still unclear. In this study, the multifractal detrended fluctuation analysis was used to… read more here.
Keywords: multifractal detrended; kinematics; variability; analysis ... See more keywords