Search Results - subject:"Multifractal Detrended Fluctuation Analysis"

Multifractal analysis of managed and independent float exchange rates

Stošić, Darko; Stošić, Dusan; Stošić, Tatijana; … - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 13-18

We investigate multifractal properties of daily price changes in currency rates using the multifractal detrended … fluctuation analysis (MF-DFA). We analyze managed and independent floating currency rates in eight countries, and determine the …

Persistent link: https://www.econbiz.de/10011209654

Multifractal properties of price change and volume change of stock market indices

Stošić, Dusan; Stošić, Darko; Stošić, Tatijana; … - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 46-51

stock market indices, using multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrended cross …

Persistent link: https://www.econbiz.de/10011209718

Multifractal detrended fluctuation analysis of magnitude series of seismicity of Kachchh region, Western India

Aggarwal, S.K.; Lovallo, Michele; Khan, P.K.; Rastogi, B.K. - In: Physica A: Statistical Mechanics and its Applications 426 (2015) C, pp. 56-62

been analysed by using the multifractal detrended fluctuation analysis. The complete and the aftershock-depleted catalogues …

Persistent link: https://www.econbiz.de/10011209719

Power spectrum analysis and multifractal detrended fluctuation analysis of Earth’s gravity time series

Telesca, Luciano; Lovallo, Michele; Mammadov, Samir; … - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 426-434

are present, is investigated by using the power spectrum method and the multifractal detrended fluctuation analysis. Our …

Persistent link: https://www.econbiz.de/10011209728

A criterion for the determination of optimal scaling ranges in DFA and MF-DFA

Gulich, Damián; Zunino, Luciano - In: Physica A: Statistical Mechanics and its Applications 397 (2014) C, pp. 17-30

fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze …

Persistent link: https://www.econbiz.de/10011058302

Fractal and complex network analyses of protein molecular dynamics

Zhou, Yuan-Wu; Liu, Jin-Long; Yu, Zu-Guo; Zhao, Zhi-Qin; … - In: Physica A: Statistical Mechanics and its Applications 416 (2014) C, pp. 21-32

using the multifractal detrended fluctuation analysis (MF-DFA) and the topological and fractal properties of their converted …

Persistent link: https://www.econbiz.de/10011064150

The complexity and fractal structures of CSI300 before and after the introduction of CSI300IF

He, Xiaoli; Wang, Hongwu; Du, Ziping - In: Physica A: Statistical Mechanics and its Applications 414 (2014) C, pp. 76-85

This paper employs multifractal detrended fluctuation analysis (MF-DFA) approach to analyze the complexity and fractal …

Persistent link: https://www.econbiz.de/10010931533

Multifractal analyses of daily rainfall time series in Pearl River basin of China

Yu, Zu-Guo; Leung, Yee; Chen, Yongqin David; Zhang, Qiang; … - In: Physica A: Statistical Mechanics and its Applications 405 (2014) C, pp. 193-202

multifractal detrended fluctuation analysis (MF-DFA). The results from these two kinds of multifractal analyses show that the daily …

Persistent link: https://www.econbiz.de/10010931557

Detection of crossover time scales in multifractal detrended fluctuation analysis

Ge, Erjia; Leung, Yee - In: Journal of Geographical Systems 15 (2013) 2, pp. 115-147

common method is multifractal detrended fluctuation analysis (MF-DFA). The detection of crossover time scale(s) is, however …

Persistent link: https://www.econbiz.de/10010867940

Multifractal behavior of wild-land and forest fire time series in Brazil

Benicio, Rosilda B. de; Stošić, Tatijana; de … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 24, pp. 6367-6374

–2006, using Multifractal Detrended Fluctuation Analysis (MF-DFA). We find that generalized scaling exponent h(q) is a decreasing …

Persistent link: https://www.econbiz.de/10011057638