In this work, the dynamical behavior of the US stock markets is characterized on the basis of the temporal variations of the Hurst exponent estimated with detrended fluctuation analysis (DFA) over moving windows for the historical Dow Jones (1928–2007) and the S&P-500 (1950–2007) daily...

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...

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...

Some regularities in popular marathon races are identified in this paper. It is found for high-performance participants (i.e., racing times in the range [2:15,3:15]h), the average velocity as a function of the marathoner's ranking behaves as a power-law, which may be suggesting the presence of...

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...

We propose a degree of market efficiency in terms of entropy concepts. The relative efficiency for the US stock market varies over time from 1929 to 2012, with a slight decline in the past 10 years.

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,...

Fluctuations in the stride interval time series of unconstrained walking are not random but seem to exhibit long-range correlations that decay as a power law (Hausdorff et al. (1995) [35]). Here, we examine whether asymmetries are present in the long-range correlations of different gait...

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...

An extension of the R/S method to estimate the Hurst exponent of high-dimensional fractals is proposed. The method’s performance was adequate when tested with synthetic surfaces having different preset Hurst exponent values and different array sizes. The two-dimensional R/S analysis is used to...