Multiscale characteristics of the emerging global cryptocurrency market
Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …
participants having diversified investment horizons, and multiple feedback mechanisms …
Multifractal analysis of financial markets: A review
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
[BOOK][B] Nonlinear time series analysis
H Kantz, T Schreiber - 2003 - books.google.com
The paradigm of deterministic chaos has influenced thinking in many fields of science.
Chaotic systems show rich and surprising mathematical structures. In the applied sciences …
Chaotic systems show rich and surprising mathematical structures. In the applied sciences …
Multifractal detrended fluctuation analysis of nonstationary time series
JW Kantelhardt, SA Zschiegner… - Physica A: Statistical …, 2002 - Elsevier
We develop a method for the multifractal characterization of nonstationary time series, which
is based on a generalization of the detrended fluctuation analysis (DFA). We relate our …
is based on a generalization of the detrended fluctuation analysis (DFA). We relate our …
A driving fatigue feature detection method based on multifractal theory
F Wang, H Wang, X Zhou, R Fu - IEEE Sensors Journal, 2022 - ieeexplore.ieee.org
Driving fatigue seriously threatens traffic safety. In our work, the multifractal detrended
fluctuation analysis (MF-DFA) method is proposed to detect driver fatigue caused by driving …
fluctuation analysis (MF-DFA) method is proposed to detect driver fatigue caused by driving …
Introduction to multifractal detrended fluctuation analysis in Matlab
EAF Ihlen - Frontiers in physiology, 2012 - frontiersin.org
Fractal structures are found in biomedical time series from a wide range of physiological
phenomena. The multifractal spectrum identifies the deviations in fractal structure within time …
phenomena. The multifractal spectrum identifies the deviations in fractal structure within time …
Effect of trends on detrended fluctuation analysis
Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-
range power-law correlation exponents in noisy signals. Many noisy signals in real systems …
range power-law correlation exponents in noisy signals. Many noisy signals in real systems …
Effect of nonstationarities on detrended fluctuation analysis
Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-
range power-law correlations in signals. Many physical and biological signals are “noisy,” …
range power-law correlations in signals. Many physical and biological signals are “noisy,” …
[HTML][HTML] Statistical physics approaches to the complex Earth system
Global warming, extreme climate events, earthquakes and their accompanying
socioeconomic disasters pose significant risks to humanity. Yet due to the nonlinear …
socioeconomic disasters pose significant risks to humanity. Yet due to the nonlinear …
Detrended fluctuation analysis: a scale-free view on neuronal oscillations
Recent years of research have shown that the complex temporal structure of ongoing
oscillations is scale-free and characterized by long-range temporal correlations. Detrended …
oscillations is scale-free and characterized by long-range temporal correlations. Detrended …