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On the scaling ranges of detrended fluctuation analysis for long-memory correlated short series of data
scaling range detrended fluctuation analysis Hurst exponent power laws time series long memory econophysics complex systems
2012/9/14
We examine the scaling regime for the detrended fluctuation analysis (DFA) -the most popular method used to detect the presence of long memory in data and
the fractal structure of time series. First,...
Arbitrary-order Hilbert spectral analysis for time series possessing scaling statistics: a comparison study with detrended fluctuation analysis and wavelet leaders
Arbitrary-order Hilbert spectral analysis time series wavelet leaders
2011/8/5
Abstract: In this paper we present an extended version of Hilbert-Huang transform, namely arbitrary-order Hilbert spectral analysis, to characterize the scale-invariant properties of a time series dir...
Probing Tissue Multifractality Using Wavelet based Multifractal Detrended Fluctuation Analysis: Applications in Precancer Detection
Fractal Multifractal detrended fluctuation analysis Phase contrast imaging Refractive index Cancer diagnosis
2011/8/4
Abstract: The refractive index fluctuations in the connective tissue layer (stroma) of human cervical tissues having different grades of precancers (dysplasia) was quantified using a wavelet-based mul...
Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals
Rescaled range analysis detrended fluctuation analysis Hurst exponent
2010/12/6
We focus on finite sample properties of two mostly used methods of Hurst exponent H estimation—rescaled range analysis (R/S) and detrended fluctuation analysis (DFA). Even though both methods have bee...
Modified detrended fluctuation analysis based on empirical mode decomposition
Modified detrended empirical mode decomposition
2010/11/1
Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating
the power-law long-term correlations of non-stationary time series, in which a detrending step is necessar...
Detrended fluctuation analysis of intertrade durations
Detrended fluctuation analysis intertrade durations
2010/12/20
The intraday pattern, long memory, and multifractal nature of the intertrade durations, which are defined as the waiting times between two consecutive transactions, are investigated based upon the li...
Detrended Fluctuation Analysis on Correlations of Complex Networks
Under Attack and Repair Strategy
correlations detrended fluctuation analysis complex networks
2007/8/15
2006Vol.45No.4pp.765-768DOI:
Detrended Fluctuation Analysis on Correlations of Complex Networks
Under Attack and Repair Strategy
CHI Li-Ping, YANG Chun-Bin, MA Ke, and CAI Xu
...