We report an empirical study of Tehran Price Index (TEPIX). To analyze our data we use various methods like as, rescaled range analysis (R/S), modified rescaled range analysis (Lo’s method), Detrended Fluctuation Analysis (DFA) and generalized Hurst exponents analysis. Based on numerical results, the scaling range of TEPIX returns is specified, long memory effect or long range correlation prope...

This paper discusses and contrasts different approaches to the construction of dynamic model> containing unobservables. It is argued that some analysis is easy IO cam out wing Dynamic Factor Analysis (DFA). a frequency domain technique, while other analysis is easier to carry clut in the context of a Dynamic Multiple Indicator-Multiple Cause Model (DYMIMIC), a time domain technique. An example ...

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...

The nitinol-60 shape memory alloy has been rated as the most widely utilized material in real-life industrial applications, including biomedical appliances, coupling and sealing elements, activators, among others. However, less is known about its optimization characteristics while taking advantage to choose best parameter a surface integrity analysis using wire EDM process. In this research, au...

Detrended Fluctuation Analysis (DFA) measures the complexity of a glucose time series obtained by means of a Continuous Glucose Monitoring System (CGMS) and has proven to be a sensitive marker of glucoregulatory dysfunction. Furthermore, some authors have observed a crossover point in the DFA, signalling a change of dynamics, arguably dependent on the beta-insular function. We investigate wheth...

A pathogenic strain of bacteria, Escherichia coli O157:H7 enterohemorrhagic E. coli or EHEC , has been analyzed by laser-induced breakdown spectroscopy LIBS with nanosecond pulses and compared to three nonpathogenic E. coli strains: a laboratory strain of K-12 AB , a derivative of the same strain termed HF4714, and an environmental strain, E. coli C Nino C . A discriminant function analysis DFA...

Pattern matching is a crucial task in several critical network services such as intrusion detection and matching of the IP address during packet forwarding by the router. In this paper we present an speed vs area tradeoff of the the original DFA and the DFA called delayed input DFA(DFA) with optimized area by eliminating the redundant transition edges.In delayed input DFA the area required to s...

In this paper we analyzed, by the FDFA root mean square fluctuation (rms) function, the motor/imaginary human activity produced by a 64-channel electroencephalography (EEG). We utilized the Physionet on-line databank, a publicly available database of human EEG signals, as a standardized reference database for this study. Herein, we report the use of detrended fluctuation analysis (DFA) method f...

The Debye series is developed for electromagnetic scattering by a spheroid in order to decompose the far-zone fields into various physical processes. The geometrical rainbow angle and supernumerary spacing parameter are determined from the Debye intensity by fitting the results to an Airy function and comparing them to their assumed values in ray optics and Airy theory, respectively. Eccentrici...