Chaotic SVD method for minimizing the effect of exponential trends in detrended fluctuation analysis
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DOI: 10.1016/j.physa.2008.10.044
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Cited by:
- Chi Zhang & Zhengning Pu & Qin Zhou, 2018. "Sustainable Energy Consumption in Northeast Asia: A Case from China’s Fuel Oil Futures Market," Sustainability, MDPI, vol. 10(1), pages 1-14, January.
- Lucheng Hong & Wantao Shu & Angela C. Chao, 2018. "Recurrence Interval Analysis on Electricity Consumption of an Office Building in China," Sustainability, MDPI, vol. 10(2), pages 1-15, January.
- Yang, Yujun & Li, Jianping & Yang, Yimei, 2017. "The cross-correlation analysis of multi property of stock markets based on MM-DFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 481(C), pages 23-33.
- Zhao, Xiaojun & Shang, Pengjian & Zhao, Chuang & Wang, Jing & Tao, Rui, 2012. "Minimizing the trend effect on detrended cross-correlation analysis with empirical mode decomposition," Chaos, Solitons & Fractals, Elsevier, vol. 45(2), pages 166-173.
- Zhao, Xiaojun & Shang, Pengjian & Lin, Aijing & Chen, Gang, 2011. "Multifractal Fourier detrended cross-correlation analysis of traffic signals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3670-3678.
- Jiang, Zhi-Qiang & Xie, Wen-Jie & Zhou, Wei-Xing, 2014.
"Testing the weak-form efficiency of the WTI crude oil futures market,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 235-244.
- Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou, 2012. "Testing the weak-form efficiency of the WTI crude oil futures market," Papers 1211.4686, arXiv.org.
- Yin, Yi & Shang, Pengjian & Ahn, Andrew C. & Peng, Chung-Kang, 2019. "Multiscale joint permutation entropy for complex time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 515(C), pages 388-402.
- Xie, Wen-Jie & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2014.
"Extreme value statistics and recurrence intervals of NYMEX energy futures volatility,"
Economic Modelling, Elsevier, vol. 36(C), pages 8-17.
- Wen-Jie Xie & Zhi-Qiang Jiang & Wei-Xing Zhou, 2012. "Extreme value statistics and recurrence intervals of NYMEX energy futures volatility," Papers 1211.5502, arXiv.org.
- Jiang, Chenguang & Shang, Pengjian & Shi, Wenbin, 2016. "Multiscale multifractal time irreversibility analysis of stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 492-507.
- Li, Hongtao & Gedikli, Ersegun Deniz & Lubbad, Raed, 2020. "Exploring time-delay-based numerical differentiation using principal component analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 556(C).
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Keywords
Chaotic Singular-Value Decomposition (CSVD); Crossover; Exponential trends; Multifractal detrended fluctuation analysis (MF-DFA); Smoothing algorithm;All these keywords.
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