Search Results - subject:"detrended fluctuation analysis"

Investigating the temporal variation of the scaling behavior in rainfall data measured in central Argentina by means of detrended fluctuation analysis

Telesca, Luciano; Pierini, Jorge O.; Scian, Beatrice - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 4, pp. 1553-1562

Investigation of the time variant scaling behavior of six monthly rainfall series recorded in central Argentina from 1860 to 2006 by using detrending fluctuation analysis (DFA) was performed. Changes in precipitation extremes are analyzed for several regions of Argentina using long-term monthly...

Persistent link: https://www.econbiz.de/10011064338

Scaling analysis of phase fluctuations in experimental three-phase flows

Gao, Zhong-Ke; Jin, Ning-De - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 20, pp. 3541-3550

scaling analysis, detrended fluctuation analysis (DFA), we extract scaling behaviors associated with the phase fluctuations …

Persistent link: https://www.econbiz.de/10010874215

Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis

Wang, Yudong; Wei, Yu; Wu, Chongfeng - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 5, pp. 817-827

fluctuation analysis. Our evidence shows that the gold return series are multifractal both for time scales smaller than a month …In this paper, we investigate the efficiency and multifractality of a gold market based on multifractal detrended …

Persistent link: https://www.econbiz.de/10010874425

The scaling behavior of hand motions reveals self-organization during an executive function task

Anastas, Jason R.; Stephen, Damian G.; Dixon, James A. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 9, pp. 1539-1545

experimenter feedback. The motion of each participant’s hand was tracked during the sorting task. Detrended fluctuation analysis …

Persistent link: https://www.econbiz.de/10010588753

Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes

Qian, Xi-Yuan; Gu, Gao-Feng; Zhou, Wei-Xing - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 23, pp. 4388-4395

Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating the power-law long …

Persistent link: https://www.econbiz.de/10010588818

Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil

Wang, Yudong; Wei, Yu; Wu, Chongfeng - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 5, pp. 864-875

and futures return series employing detrended fluctuation analysis (DFA) and detrended cross-correlation analysis (DCCA …

Persistent link: https://www.econbiz.de/10010589266

Memory effect and multifractality of cross-correlations in financial markets

Qiu, Tian; Chen, Guang; Zhong, Li-Xin; Lei, Xiao-Wei - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 5, pp. 828-836

instantaneous cross-correlations is investigated by applying the detrended fluctuation analysis (DFA), where the DFA exponents can … multifractal detrended fluctuation analysis. …

Persistent link: https://www.econbiz.de/10010591510

Efficient market hypothesis in the international oil price fluctuation: based on the MF-DFA model

Chen, Yufeng; Yu, Jian - In: International Journal of Global Energy Issues 35 (2011) 2/3/4, pp. 275-286

efficiency of international oil price volatility, a model based on multifractal detrended fluctuation analysis is built up to …

Persistent link: https://www.econbiz.de/10010816893

Sun, Jingliang; Sheng, Huanye - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 17, pp. 2995-3001

Method (HDM) which is based on the Empirical Mode Decomposition (EMD) and the Detrended Fluctuation Analysis (DFA). Our …

Persistent link: https://www.econbiz.de/10011057687

Effects of coarse-graining on the scaling behavior of long-range correlated and anti-correlated signals

Xu, Yinlin; Ma, Qianli D.Y.; Schmitt, Daniel T.; … - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 23, pp. 4057-4072

-range power-law correlated and anti-correlated signals, quantified by the detrended fluctuation analysis. Specifically, for coarse …

Persistent link: https://www.econbiz.de/10011058093