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Detrended fluctuation analysis

Known as: DFA 
In stochastic processes, chaos theory and time series analysis, detrended fluctuation analysis (DFA) is a method for determining the statistical self… Expand
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Papers overview

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2017
2017
Abstract In this work, we generalize the detrended fluctuation analysis (DFA) to the multivariate case, named multivariate DFA… Expand
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Review
2016
Review
2016
Various methods have been developed independently to study the multifractality of measures in many different contexts. Although… Expand
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Highly Cited
2016
Highly Cited
2016
A novel signal denoising method that combines variational mode decomposition (VMD) and detrended fluctuation analysis (DFA… Expand
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2016
2016
Detrended Fluctuation Analysis is a widely used method, which aims at assessing the level of self-similarity in time series. This… Expand
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Highly Cited
2011
Highly Cited
2011
Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating the power-law long-term correlations… Expand
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Highly Cited
2010
Highly Cited
2010
We use the Detrended Cross-Correlation Analysis (DCCA) to investigate the influence of sun activity represented by sunspot… Expand
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2010
2010
We focus on finite sample properties of two mostly used methods of Hurst exponent H estimation—rescaled range analysis (R/S) and… Expand
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Highly Cited
2008
Highly Cited
2008
Scaling and multifractal properties of the hydrological processes of the Yangtze River basin were explored by using a… Expand
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Highly Cited
2006
Highly Cited
2006
We use multifractal detrended fluctuation analysis (MF-DFA), to study sunspot number fluctuations. The result of the MF-DFA shows… Expand
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Highly Cited
2006
Highly Cited
2006
The miltifractal properties and scaling behaviour of the exchange rate variations of the Iranian rial against the US dollar from… Expand
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