Detecting long-range correlations with detrended fluctuation analysis
From MaRDI portal
Publication:5936549
DOI10.1016/S0378-4371(01)00144-3zbMath0978.37057arXivcond-mat/0102214OpenAlexW2103484453WikidataQ57309210 ScholiaQ57309210MaRDI QIDQ5936549
Jan W. Kantelhardt, H. H. A. Rego, Shlomo Havlin, Eva Koscielny-Bunde, Armin Bunde
Publication date: 2 July 2001
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0102214
Related Items (75)
Characterization of ionospheric total electron content data using wavelet-based multifractal formalism ⋮ Magnitude and sign scaling in power-law correlated time series ⋮ Universal and non-universal properties of recurrence intervals of rare events ⋮ Non linear approach to study the dynamics of neurodegenerative diseases by multifractal detrended cross-correlation analysis--A quantitative assessment on gait disease ⋮ \(p\)-exponent and \(p\)-leaders. II: Multifractal analysis. relations to detrended fluctuation analysis ⋮ Investigating linear and nonlinear behaviours in time dynamics of observational seismic sequences ⋮ Detrended fluctuation analysis of the spatial variability of the temporal distribution of Southern California seismicity ⋮ Long-range correlation analysis of earthquake-related geochemical variations recorded in central Italy ⋮ Nonlinear filtering properties of detrended fluctuation analysis ⋮ Persistence in complex systems ⋮ Decomposing the effect of anomalous diffusion enables direct calculation of the Hurst exponent and model classification for single random paths ⋮ A Brief Introduction to DFA-Based Multiscale Analysis ⋮ Level crossing analysis of the stock markets ⋮ Random deposition with surface relaxation model accompanied by long-range correlated noise ⋮ Statistical test for multiple detrended cross-correlation coefficient ⋮ Generalized Cauchy model of sea level fluctuations with long-range dependence ⋮ Transitions between superstatistical regimes: validity, breakdown and applications ⋮ Multifractal detrended cross correlation analysis of neuro-degenerative diseases -- an in depth study ⋮ Temporal correlations in the Vicsek model with vectorial noise ⋮ Variance-mediated multifractal analysis of group participation in chasing a single dangerous prey ⋮ Multifractal-multiscale analysis of cardiovascular signals: a DFA-based characterization of blood pressure and heart-rate complexity by gender ⋮ Nonlinear Forced Vibrations of Plates with Oscillating Inclusions ⋮ Estimation of multifractality based on natural time analysis ⋮ Chaos based nonlinear analysis to study cardiovascular responses to changes in posture ⋮ ON RESIDUAL ENTROPY FUNCTION OF FINITE RANGE DISTRIBUTION WITH TYPE II CENSORING ⋮ Corrupted bifractal features in finite uncorrelated power-law distributed data ⋮ Detrended fluctuation analysis of short datasets: An application to fetal cardiac data ⋮ The multifractal nature of dew point ⋮ Lacunarity and multifractal analysis of the large DLA mass distribution ⋮ Testing stationarity of the detrended price return in stock markets ⋮ Higher-order phase transitions on financial markets ⋮ Reconstruction of the modified discrete Langevin equation from persistent time series ⋮ Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks ⋮ Modeling traffic flow correlation using DFA and DCCA ⋮ Detrended fluctuation analysis of the Ornstein-Uhlenbeck process: Stationarity versus nonstationarity ⋮ Approximate waiting times for queuing systems with variable long-term correlated arrival rates ⋮ Detrended fluctuation analysis of cerebrovascular responses to abrupt changes in peripheral arterial pressure in rats ⋮ A stochastic model of river discharge fluctuations ⋮ Detecting long-range correlations in time series of neuronal discharges ⋮ Could network analysis of horizontal visibility graphs be faithfully used to infer long-term memory properties in real-world time series? ⋮ Cauchy-Matern model of sea surface wind speed at the Lake Worth, Florida ⋮ Coupling correlation detrended analysis for multiple nonstationary series ⋮ MONA LISA: THE STOCHASTIC VIEW AND FRACTALITY IN COLOR SPACE ⋮ Monofractal and multifractal characterization of geoelectrical signals measured in Southern Italy ⋮ Mono- and multi-fractal investigation of scaling properties in temporal patterns of seismic sequences ⋮ Multifractal detrended fluctuation analysis: practical applications to financial time series ⋮ Statistical physics approaches to the complex Earth system ⋮ Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations ⋮ The snap, crackle and pop of solar flares explained ⋮ Randomized multifractal detrended fluctuation analysis of long time series ⋮ Fluctuation dynamics in geoelectrical data: an investigation by using multifractal detrended fluctuation analysis ⋮ HOW NATURAL IS THE RECENT CENTENNIAL WARMING? AN ANALYSIS OF 2249 SURFACE TEMPERATURE RECORDS ⋮ Markov properties of electrical discharge current fluctuations in plasma ⋮ An application of the coherent noise model for the prediction of aftershock magnitude time series ⋮ A multifractal description of wind speed records ⋮ Beauty of financial time series. Arificial insymmetrization patterns of stock market indices ⋮ Scaling analysis of trends using DFA ⋮ Long term persistence in the atmosphere: Global laws and tests of climate models ⋮ Multiscale multifractal diffusion entropy analysis of financial time series ⋮ Characterizing Price Index Behavior Through Fluctuation Dynamics ⋮ SERIAL CORRELATION, PERIODICITY AND SCALING OF EIGENMODES IN AN EMERGING MARKET ⋮ On the behavior of the DFA and DCCA in trend-stationary processes ⋮ Multifractal detrended fluctuation analysis of nonstationary time series ⋮ Exploring self-affine properties in seismograms ⋮ Cardiovascular and respiratory dynamics during normal and pathological sleep ⋮ EEG PATTERN OF NORMAL AND EPILEPTIC RATS: MONOFRACTAL OR MULTIFRACTAL? ⋮ A novel study on perception-cognition scenario in music using deterministic and non-deterministic approach ⋮ Unnamed Item ⋮ Discrete Langevin-type equation for p-order persistent time series and procedure of its reconstruction ⋮ Power-law persistence in the atmosphere and in the oceans ⋮ Growth signals determine the topology of evolving networks ⋮ Multiscale adaptive multifractal analysis and its applications ⋮ Multi-affine visible height correlation analysis for revealing rich structures of fractal time series ⋮ Volatility in atmospheric temperature variability ⋮ Limit order books
Cites Work
This page was built for publication: Detecting long-range correlations with detrended fluctuation analysis