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detrended fluctuation

A Multifractal Detrended Fluctuation Analysis of the Moroccan Stock Exchange

A Multifractal Detrended Fluctuation Analysis of the Moroccan Stock Exchange

... In this paper, we investigate the multifractal properties of MASI and MADEX logarithmic returns using the multifractal detrended fluctuation analysis MF-DFA. We first calculate the fluctuation ...

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A Sleep Scoring System Using EEG Combined Spectral and Detrended Fluctuation Analysis Features

A Sleep Scoring System Using EEG Combined Spectral and Detrended Fluctuation Analysis Features

... combine detrended fluctuation analysis features and spectral features of single electroencephalograph (EEG) channel for the purpose of building an automated sleep staging sys- tem based on the hybrid ...

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A Fault Diagnosis Scheme of Gear Vibration Signal Based on Variational Mode Decomposition and Detrended Fluctuation Analysis

A Fault Diagnosis Scheme of Gear Vibration Signal Based on Variational Mode Decomposition and Detrended Fluctuation Analysis

... local fluctuation rather than the large scale ...local fluctuation can effectively improve the recognition performance of the gear ...and detrended fluctuation analysis (DFA) is proposed to ...

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Two-dimensional multifractal detrended fluctuation analysis for plant identification

Two-dimensional multifractal detrended fluctuation analysis for plant identification

... For the Swedish leaf data set, we find that the leaf im- ages all possess the multifractal nature. Figure 2 and Figure 3 demonstrate the multifractal nature of two ran- domly chosen leaf images, namely, image MIV004 and ...

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Extracting a seizure intensity index from one channel EEG signal using bispectral and detrended fluctuation analysis

Extracting a seizure intensity index from one channel EEG signal using bispectral and detrended fluctuation analysis

... using Detrended Fluctuation Analysis (DFA), Bis- pectral Analysis (BIS), and Standard Deviation (SD) three features from single-channel EEG signals have been derived in the foresaid ...

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Monitoring the depth of anaesthesia using simplified electroencephalogram (EEG)

Monitoring the depth of anaesthesia using simplified electroencephalogram (EEG)

... analysis, detrended fluctuation analysis has been applied to detect the correlation of long-range temporal in a nonstationary time series (Bardet, 2008; Blesic, 1999; Kantelhardt, ...

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Long Range Correlation in Time Series of News Sentiments

Long Range Correlation in Time Series of News Sentiments

... the Detrended Fluctuation Analysis of order 1 (DFA), Rescaled Range Analysis (R/S), Average Wavelet Coefficient Method (AWC) and Fourier Transform Method ...

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Therapeutic effect of Yang-Xue-Qing-Nao granules on sleep dysfunction in Parkinson’s disease

Therapeutic effect of Yang-Xue-Qing-Nao granules on sleep dysfunction in Parkinson’s disease

... in detrended fluctuation analysis (DFA) of physical activity with respect to diurnal activity (DA), evening activity (EA), nocturnal activity (NA), Parkinson ’ s disease sleep scale (PDSS) score and unified ...

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Multi complexity measures of heart rate variability and the effect of vasopressor titration: a prospective cohort study of patients with septic shock

Multi complexity measures of heart rate variability and the effect of vasopressor titration: a prospective cohort study of patients with septic shock

... statistical models. The degree of clustering can be mea- sured, and appropriate statistical models for clustered data must account for the degree of clustering/non-inde- pendence [34]. Generalized linear mixed models ...

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Validation of the Turkish version of the Celiac Disease Questionnaire (CDQ)

Validation of the Turkish version of the Celiac Disease Questionnaire (CDQ)

... ANOVA: Analysis of Variance; CD: Celiac disease; CDQ: Celiac Disease Questionnaire; CFI: Comparative fit index; DFA: Detrended fluctuation analysis; GFD: Gluten-free diet; HRQOL: Health-[r] ...

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Empirical Analysis of Time Series

Empirical Analysis of Time Series

... proceedings. More specifically the following section II is divided into several subsec- tions entitled (i) Fourier transform, (ii) Hurst exponent, (iii) discrete scale invariance, (iv) detrended fluctuation ...

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Statistical features of seismoelectric signals prior to M7.4 Guerrero-Oaxaca earthquake (M´exico)

Statistical features of seismoelectric signals prior to M7.4 Guerrero-Oaxaca earthquake (M´exico)

... spectrum showed a crossover behavior, with a low frequency range of the signals (0.002 Hz–0.01 Hz) characterized by a white noise behavior, while high frequencies (0.01 Hz– 0.25 Hz) exhibited a complex correlated ...

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R/S analysis and DFA: finite sample properties and confidence intervals

R/S analysis and DFA: finite sample properties and confidence intervals

... However, the estimates for pure Gaussian process can strongly deviate from the limit of 0.5 (Weron, 2002; and Couillard & Davison, 2005). Moreover, the estimates are influenced by choice of minimum and maximum scale ...

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On the feasibility of tilt test outcome early prediction using ECG and pressure parameters

On the feasibility of tilt test outcome early prediction using ECG and pressure parameters

... (detrended fluctuation analysis and sample entropy); second, using a multivariable nonlinear classifier (support vector machine); and finally, including additional physiological signals (stroke ...

7

Proarrhythmic risk and determinants of cardiac autonomic dysfunction in collagen induced arthritis rats

Proarrhythmic risk and determinants of cardiac autonomic dysfunction in collagen induced arthritis rats

... Backgrounds: Patients with rheumatoid arthritis (RA) have increased risk of sudden cardiac death (SCD), which is two-fold higher than general population. The driving cause of SCD was considered due to lift-threatening ...

8

Source Of The Multifractality In Exchange Markets: Multifractal Detrended Fluctuations Analysis

Source Of The Multifractality In Exchange Markets: Multifractal Detrended Fluctuations Analysis

... In this study, we want to analyze the multifractality structure of currency markets. Empirical tests are conducted for the four leading currencies’ returns: GBP/USD, EUR/USD, USD/JPY and USD/CHF. All of the data has ...

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Fractality and Multifractality Analysis of News Sentiments Time Series

Fractality and Multifractality Analysis of News Sentiments Time Series

... the Fluctuation Analysis (FA), the Detrended Fluctuation Analysis of order 1 (DFA), Rescaled Range Analysis (R/S), Average Wavelet Coefficient Method (AWC) and Fourier Transform Method ...

8

Nonlinear fluctuation analysis for a set of 41 magnetic clouds measured by the Advanced Composition Explorer (ACE) spacecraft

Nonlinear fluctuation analysis for a set of 41 magnetic clouds measured by the Advanced Composition Explorer (ACE) spacecraft

... The physical bases for the use of the techniques are the plasma features related to the MC processes. Physical– mathematical techniques have been selected for their ability to allow the investigation of MC occurrences. ...

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Multifractal analysis of solar flare indices and their horizontal visibility graphs

Multifractal analysis of solar flare indices and their horizontal visibility graphs

... multifractal detrended fluctuation ...multifractal detrended fluctuation analysis for these time se- ries indicate that they are stationary and persistent, and the correlations in the time ...

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Characterisation of linear predictability and non stationarity of subcutaneous glucose profiles

Characterisation of linear predictability and non stationarity of subcutaneous glucose profiles

... Subcutaneous glucose profiles are characterized by a strong non-stationarity, which limits the application of correlation-spectral analysis. We derived an index of linear predictability by calculating the autocorrelation ...

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