Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses
نویسندگان
چکیده
منابع مشابه
Detrended fluctuation analysis for fractals and multifractals in higher dimensions.
One-dimensional detrended fluctuation analysis (DFA) and multifractal detrended fluctuation analysis (MFDFA) are widely used in the scaling analysis of fractal and multifractal time series because they are accurate and easy to implement. In this paper we generalize the one-dimensional DFA and MFDFA to higher-dimensional versions. The generalization works well when tested with synthetic surfaces...
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We perform a comparative study of applicability of the multifractal detrended fluctuation analysis (MFDFA) and the wavelet transform modulus maxima (WTMM) method in proper detecting of monofractal and multifractal character of data. We quantify the performance of both methods by using different sorts of artificial signals generated according to a few well-known exactly soluble mathematical mode...
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Half a century ago Hurst introduced Rescaled Range (R/S) Analysis to study fluctuations in time series. Thousands of works have investigated or applied the original methodology and similar techniques, with Detrended Fluctuation Analysis becoming preferred due to its purported ability to mitigate nonstationaries. We show Detrended Fluctuation Analysis introduces artifacts for nonlinear trends, i...
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Different routing strategies may result in different behaviors of traffic on internet. We analyze the correlation of traffic data for three typical routing strategies by the detrended fluctuation analysis (DFA) and find that the degree of correlation of the data can be divided into three regions, i.e., weak, medium, and strong correlation. The DFA scalings are constants in both the regions of w...
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ژورنال
عنوان ژورنال: Nonlinear Dynamics
سال: 2020
ISSN: 0924-090X,1573-269X
DOI: 10.1007/s11071-020-05581-y