Here we propose a method, based on detrended fluctuation analysis, to investigate asymmetric correlations in nonstationary time series. The aim is to show that, for a certain range of time scales, different scaling properties are found if signal trending is either positive and negative. We...

For both Northern and Southern hemispheres, the long-term memory dynamics for continent and ocean temperature records in the recent 125 years is studied in this paper. It is found that the records exhibit long-range memory and multifractality characteristics where large temperature anomalies...

Detrended fluctuation analysis (DFA) is a scaling method commonly used for detecting long-range correlations in non-stationary time series. The DFA method uses a trend based on polynomial fitting to extract and quantify fluctuations at different time scales. Basically, such procedure acts as a...

The aim of this paper is to explore the application of detrended fluctuation analysis (DFA) to study roughness features of images. Unidimensional sequences at different image orientations are extracted and their average scaling exponent is estimated. In this form, the existence of anisotropies...

Detrended fluctuation analysis (DFA) is a scaling method commonly used for detecting long-range correlations in nonstationary time series. Applications range from financial time series to physiological data. However, as the removal of trends in DFA is based on discontinuous polynomial fitting,...

In this paper, we study some aspects of the heart rate variability (HRV) of subjects with normal sinus rhythm (NSR) during wake and sleep phases. To this end, a structure function is employed to quantify the fluctuations of the heart rhythm, which is subsequently used to interpret the HRV from a...