Fractal and Multifractal Time Series

@inproceedings{Kantelhardt2009FractalAM,
  title={Fractal and Multifractal Time Series},
  author={Jan W. Kantelhardt},
  booktitle={Encyclopedia of Complexity and Systems Science},
  year={2009}
}
5 Methods for Non-Stationary Fractal Time-Series Analysis 15 5.1 Wavelet Analysis . . . . . . . . . . . . . . . . . . . . . . . . . 15 5.2 Discrete Wavelet Transform (WT) Approach . . . . . . . . . . 16 5.3 Detrended Fluctuation Analysis (DFA) . . . . . . . . . . . . . 16 5.4 Detection of Trends and Crossovers with DFA . . . . . . . . . 19 5.5 Sign and Magnitude (Volatility) DFA . . . . . . . . . . . . . . 21 5.6 Further Detrending Approaches . . . . . . . . . . . . . . . . . 22 5.7 Centered… CONTINUE READING
Highly Influential
This paper has highly influenced 11 other papers. REVIEW HIGHLY INFLUENTIAL CITATIONS
Highly Cited
This paper has 59 citations. REVIEW CITATIONS

Citations

Publications citing this paper.
Showing 1-10 of 41 extracted citations

59 Citations

01020'10'12'14'16'18
Citations per Year
Semantic Scholar estimates that this publication has 59 citations based on the available data.

See our FAQ for additional information.

References

Publications referenced by this paper.
Showing 1-10 of 93 references

Multifractal detrended fluctuation analysis of nonstationary time series

  • J. W. Kantelhardt, S. A. Zschiegner, A. Bunde, S. Havlin, E. Koscielny- Bunde, H. E. Stanley
  • Physica A 316, 87
  • 2002
Highly Influential
10 Excerpts

Detecting long-range correlations with detrended fluctuation analysis

  • J. W. Kantelhardt, E. Koscielny-Bunde, H.H.A. Rego, S. Havlin, A. Bunde
  • Physica A 295, 441
  • 2001
Highly Influential
8 Excerpts

Fractals (Plenum Press

  • J. Feder
  • New York,
  • 1988
Highly Influential
9 Excerpts

Reliable scaling exponent estimation of long-range correlated noise in the presence of random spikes

  • R. Nagarajan
  • Physica A 366, 1
  • 2006
Highly Influential
5 Excerpts

Similar Papers

Loading similar papers…