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搜索结果: 1-7 共查到Detrended fluctuation analysis相关记录7条 . 查询时间(0.093 秒)
We examine the scaling regime for the detrended fluctuation analysis (DFA) -the most popular method used to detect the presence of long memory in data and the fractal structure of time series. First,...
Abstract: In this paper we present an extended version of Hilbert-Huang transform, namely arbitrary-order Hilbert spectral analysis, to characterize the scale-invariant properties of a time series dir...
Abstract: The refractive index fluctuations in the connective tissue layer (stroma) of human cervical tissues having different grades of precancers (dysplasia) was quantified using a wavelet-based mul...
We focus on finite sample properties of two mostly used methods of Hurst exponent H estimationrescaled range analysis (R/S) and detrended fluctuation analysis (DFA). Even though both methods have bee...
Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating the power-law long-term correlations of non-stationary time series, in which a detrending step is necessar...
Detrended fluctuation analysis of intertrade durations     Detrended  fluctuation analysis  intertrade durations       font style='font-size:12px;'> 2010/12/20
The intraday pattern, long memory, and multifractal nature of the intertrade durations, which are defined as the waiting times between two consecutive transactions, are investigated based upon the li...
2006Vol.45No.4pp.765-768DOI: Detrended Fluctuation Analysis on Correlations of Complex Networks Under Attack and Repair Strategy CHI Li-Ping, YANG Chun-Bin, MA Ke, and CAI Xu ...

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