Fractal analyses for `short' time series: A re-assessment of classical methods

DOI10.1016/J.JMP.2006.07.004zbMATH Open1105.62085OpenAlexW2081438405WikidataQ98839669 ScholiaQ98839669MaRDI QIDQ867994FDOQ867994

Authors: D. Delignières, Sofiane Ramdani, Loïc Lemoine, Kjerstin Torre, Marina Fortes, Grégory Ninot 

Publication date: 19 February 2007

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmp.2006.07.004

Recommendations

• The robust fractal analysis of time series: concerning signal class and data length
• Biases in the simulation and analysis of fractal processes
• Extracting fractal components from time series
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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Time series analysis of dynamical systems (37M10) Fractals (28A80)

Cites Work

• Fractional Brownian Motions, Fractional Noises and Applications
• Tests for Hurst effect
• Title not available (Why is that?)
• Fractal modeling of human isochronous serial interval production
• Maximum likelihood estimation of the parameters of discrete fractionally differenced Gaussian noise process
• A comparsion of estimators for \(1/f\) noise

Cited In (20)

• The influence of power law distributions on long-range trial dependency of response times
• Estimating \(1/f^{\alpha}\) scaling exponents from short time-series
• Machine learning techniques applied to the determination of osteoporosis incidence in post-menopausal women
• Wavelet and fractal methods with environmental applications
• Scaling invariance embedded in very short time series: a factorial moment based diffusion entropy approach
• On uses, misuses and potential abuses of fractal analysis in zooplankton behavioral studies: a review, a critique and a few recommendations
• Wavelet Fisher's information measure of \(1/f^\alpha\) signals
• Wavelet \(q\)-Fisher information for scaling signal analysis
• Unraveling the finding of \(1/f ^{\beta }\) noise in self-paced and synchronized tapping: a unifying mechanistic model
• The robust fractal analysis of time series: concerning signal class and data length
• The Short-Time Multifractal Formalism: Definition and Implement
• Fractal analysis of eight glacial cycles from an Antarctic ice core
• Variance-mediated multifractal analysis of group participation in chasing a single dangerous prey
• Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes
• Probabilistic analysis of recurrence plots generated by fractional Gaussian noise
• Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies
• Correlation properties of (discrete) fractional Gaussian noise and fractional Brownian motion
• Fractal time series -- A tutorial review
• Biases in the simulation and analysis of fractal processes
• Multi-affine visible height correlation analysis for revealing rich structures of fractal time series

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