A criterion for the determination of optimal scaling ranges in DFA and MF-DFA
We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated t...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Gulich, Damián [verfasserIn] |
|---|
| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2014transfer abstract |
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| Schlagwörter: |
Detrended Fluctuation Analysis |
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| Umfang: |
14 |
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| Übergeordnetes Werk: |
Enthalten in: Effects of psychiatric disorders on ultrasound measurements and adverse perinatal outcomes in Chinese pregnant women: A ten-year retrospective cohort study - Dai, Jiamiao ELSEVIER, 2022, europhysics journal, Amsterdam |
|---|---|
| Übergeordnetes Werk: |
volume:397 ; year:2014 ; day:1 ; month:03 ; pages:17-30 ; extent:14 |
| Links: |
|---|
| DOI / URN: |
10.1016/j.physa.2013.11.029 |
|---|
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| 520 | |a We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature. | ||
| 520 | |a We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature. | ||
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| 650 | 7 | |a Detrended Fluctuation Analysis |2 Elsevier | |
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10.1016/j.physa.2013.11.029 doi GBVA2014012000002.pica (DE-627)ELV02272673X (ELSEVIER)S0378-4371(13)01096-0 DE-627 ger DE-627 rakwb eng 500 500 DE-600 610 VZ 44.91 bkl Gulich, Damián verfasserin aut A criterion for the determination of optimal scaling ranges in DFA and MF-DFA 2014transfer abstract 14 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature. We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature. Scaling range Elsevier Detrended Fluctuation Analysis Elsevier Crossover time scales Elsevier Multifractal Detrended Fluctuation Analysis Elsevier Time series analysis Elsevier Scaling exponent Elsevier Zunino, Luciano oth Enthalten in North Holland Publ. Co Dai, Jiamiao ELSEVIER Effects of psychiatric disorders on ultrasound measurements and adverse perinatal outcomes in Chinese pregnant women: A ten-year retrospective cohort study 2022 europhysics journal Amsterdam (DE-627)ELV00892340X volume:397 year:2014 day:1 month:03 pages:17-30 extent:14 https://doi.org/10.1016/j.physa.2013.11.029 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OLC-PHA 44.91 Psychiatrie Psychopathologie VZ AR 397 2014 1 0301 17-30 14 045F 500 |
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10.1016/j.physa.2013.11.029 doi GBVA2014012000002.pica (DE-627)ELV02272673X (ELSEVIER)S0378-4371(13)01096-0 DE-627 ger DE-627 rakwb eng 500 500 DE-600 610 VZ 44.91 bkl Gulich, Damián verfasserin aut A criterion for the determination of optimal scaling ranges in DFA and MF-DFA 2014transfer abstract 14 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature. We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature. Scaling range Elsevier Detrended Fluctuation Analysis Elsevier Crossover time scales Elsevier Multifractal Detrended Fluctuation Analysis Elsevier Time series analysis Elsevier Scaling exponent Elsevier Zunino, Luciano oth Enthalten in North Holland Publ. Co Dai, Jiamiao ELSEVIER Effects of psychiatric disorders on ultrasound measurements and adverse perinatal outcomes in Chinese pregnant women: A ten-year retrospective cohort study 2022 europhysics journal Amsterdam (DE-627)ELV00892340X volume:397 year:2014 day:1 month:03 pages:17-30 extent:14 https://doi.org/10.1016/j.physa.2013.11.029 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OLC-PHA 44.91 Psychiatrie Psychopathologie VZ AR 397 2014 1 0301 17-30 14 045F 500 |
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10.1016/j.physa.2013.11.029 doi GBVA2014012000002.pica (DE-627)ELV02272673X (ELSEVIER)S0378-4371(13)01096-0 DE-627 ger DE-627 rakwb eng 500 500 DE-600 610 VZ 44.91 bkl Gulich, Damián verfasserin aut A criterion for the determination of optimal scaling ranges in DFA and MF-DFA 2014transfer abstract 14 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature. We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature. Scaling range Elsevier Detrended Fluctuation Analysis Elsevier Crossover time scales Elsevier Multifractal Detrended Fluctuation Analysis Elsevier Time series analysis Elsevier Scaling exponent Elsevier Zunino, Luciano oth Enthalten in North Holland Publ. Co Dai, Jiamiao ELSEVIER Effects of psychiatric disorders on ultrasound measurements and adverse perinatal outcomes in Chinese pregnant women: A ten-year retrospective cohort study 2022 europhysics journal Amsterdam (DE-627)ELV00892340X volume:397 year:2014 day:1 month:03 pages:17-30 extent:14 https://doi.org/10.1016/j.physa.2013.11.029 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OLC-PHA 44.91 Psychiatrie Psychopathologie VZ AR 397 2014 1 0301 17-30 14 045F 500 |
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10.1016/j.physa.2013.11.029 doi GBVA2014012000002.pica (DE-627)ELV02272673X (ELSEVIER)S0378-4371(13)01096-0 DE-627 ger DE-627 rakwb eng 500 500 DE-600 610 VZ 44.91 bkl Gulich, Damián verfasserin aut A criterion for the determination of optimal scaling ranges in DFA and MF-DFA 2014transfer abstract 14 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature. We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature. Scaling range Elsevier Detrended Fluctuation Analysis Elsevier Crossover time scales Elsevier Multifractal Detrended Fluctuation Analysis Elsevier Time series analysis Elsevier Scaling exponent Elsevier Zunino, Luciano oth Enthalten in North Holland Publ. Co Dai, Jiamiao ELSEVIER Effects of psychiatric disorders on ultrasound measurements and adverse perinatal outcomes in Chinese pregnant women: A ten-year retrospective cohort study 2022 europhysics journal Amsterdam (DE-627)ELV00892340X volume:397 year:2014 day:1 month:03 pages:17-30 extent:14 https://doi.org/10.1016/j.physa.2013.11.029 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OLC-PHA 44.91 Psychiatrie Psychopathologie VZ AR 397 2014 1 0301 17-30 14 045F 500 |
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10.1016/j.physa.2013.11.029 doi GBVA2014012000002.pica (DE-627)ELV02272673X (ELSEVIER)S0378-4371(13)01096-0 DE-627 ger DE-627 rakwb eng 500 500 DE-600 610 VZ 44.91 bkl Gulich, Damián verfasserin aut A criterion for the determination of optimal scaling ranges in DFA and MF-DFA 2014transfer abstract 14 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature. We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature. Scaling range Elsevier Detrended Fluctuation Analysis Elsevier Crossover time scales Elsevier Multifractal Detrended Fluctuation Analysis Elsevier Time series analysis Elsevier Scaling exponent Elsevier Zunino, Luciano oth Enthalten in North Holland Publ. Co Dai, Jiamiao ELSEVIER Effects of psychiatric disorders on ultrasound measurements and adverse perinatal outcomes in Chinese pregnant women: A ten-year retrospective cohort study 2022 europhysics journal Amsterdam (DE-627)ELV00892340X volume:397 year:2014 day:1 month:03 pages:17-30 extent:14 https://doi.org/10.1016/j.physa.2013.11.029 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OLC-PHA 44.91 Psychiatrie Psychopathologie VZ AR 397 2014 1 0301 17-30 14 045F 500 |
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Effects of psychiatric disorders on ultrasound measurements and adverse perinatal outcomes in Chinese pregnant women: A ten-year retrospective cohort study |
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A criterion for the determination of optimal scaling ranges in DFA and MF-DFA |
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A criterion for the determination of optimal scaling ranges in DFA and MF-DFA |
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Gulich, Damián |
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Effects of psychiatric disorders on ultrasound measurements and adverse perinatal outcomes in Chinese pregnant women: A ten-year retrospective cohort study |
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Effects of psychiatric disorders on ultrasound measurements and adverse perinatal outcomes in Chinese pregnant women: A ten-year retrospective cohort study |
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Gulich, Damián |
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Gulich, Damián |
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10.1016/j.physa.2013.11.029 |
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a criterion for the determination of optimal scaling ranges in dfa and mf-dfa |
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A criterion for the determination of optimal scaling ranges in DFA and MF-DFA |
| abstract |
We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature. |
| abstractGer |
We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature. |
| abstract_unstemmed |
We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature. |
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| title_short |
A criterion for the determination of optimal scaling ranges in DFA and MF-DFA |
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https://doi.org/10.1016/j.physa.2013.11.029 |
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Zunino, Luciano |
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Zunino, Luciano |
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