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We examine several recently suggested methods for the detection of long-range correlations in data series based on similar ideas as the well-established Detrended Fluctuation Analysis (DFA). In particular, we present a detailed comparison between the regular DFA and two recently suggested...
Persistent link: https://www.econbiz.de/10010874918
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 multifractal DFA method to the standard partition function-based multifractal formalism, and prove that both...
Persistent link: https://www.econbiz.de/10010591201
We investigate ECG recordings of healthy subjects (H subjects) and those with heart failure (HF subjects) based on a new measure derived from the shape of the ECG signal during each heart beat. From this measure we construct sequences, called “morphograms”, which are complementary to...
Persistent link: https://www.econbiz.de/10011059098