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Detecting long-range correlations with detrended fluctuation analysis

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  1. Kar, Alpa & Chatterjee, Sucharita & Ghosh, Dipak, 2019. "Multifractal detrended cross correlation analysis of Land-surface temperature anomalies and Soil radon concentration," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 236-247.
  2. Lavička, Hynek & Kracík, Jiří, 2020. "Fluctuation analysis of electric power loads in Europe: Correlation multifractality vs. Distribution function multifractality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
  3. Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing, 2008. "Empirical shape function of limit-order books in the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5182-5188.
  4. Dutta, Srimonti & Ghosh, Dipak & Chatterjee, Sucharita, 2016. "Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 188-201.
  5. Chiarucci, Riccardo & Ruzzenenti, Franco & Loffredo, Maria I., 2014. "Detecting spatial homogeneity in the World Trade Web with Detrended Fluctuation Analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 1-7.
  6. Vieira, Denner S. & Picoli, Sergio & Mendes, Renio S., 2018. "Robustness of sentence length measures in written texts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 749-754.
  7. Fei Wang & Wei Chao, 2018. "A New Perspective on Improving Hospital Energy Administration Based on Recurrence Interval Analysis," Energies, MDPI, vol. 11(5), pages 1-18, May.
  8. Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2009. "Detrended fluctuation analysis of intertrade durations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(4), pages 433-440.
  9. Zeng, Yayun & Wang, Jun & Xu, Kaixuan, 2017. "Complexity and multifractal behaviors of multiscale-continuum percolation financial system for Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 364-376.
  10. Markelov, Oleg & Nguyen Duc, Viet & Bogachev, Mikhail, 2017. "Statistical modeling of the Internet traffic dynamics: To which extent do we need long-term correlations?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 485(C), pages 48-60.
  11. Kavasseri, Rajesh G. & Nagarajan, Radhakrishnan, 2005. "A multifractal description of wind speed records," Chaos, Solitons & Fractals, Elsevier, vol. 24(1), pages 165-173.
  12. Ren, Xiaohang & Xiao, Ya & Duan, Kun & Urquhart, Andrew, 2024. "Spillover effects between fossil energy and green markets: Evidence from informational inefficiency," Energy Economics, Elsevier, vol. 131(C).
  13. Jiang, Zhi-Qiang & Ren, Fei & Gu, Gao-Feng & Tan, Qun-Zhao & Zhou, Wei-Xing, 2010. "Statistical properties of online avatar numbers in a massive multiplayer online role-playing game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(4), pages 807-814.
  14. Stratimirovic, Djordje & Batas-Bjelic, Ilija & Djurdjevic, Vladimir & Blesic, Suzana, 2021. "Changes in long-term properties and natural cycles of the Danube river level and flow induced by damming," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
  15. Saha, Debajyoti & Ghosh, Sabuj & Shaw, Pankaj Kumar & Janaki, M.S. & Iyengar, A.N.S., 2018. "Interplay of transitions between oscillations with emergence of fireballs and quantification of phase coherence, scaling index in a magnetized glow discharge plasma in a toroidal assembly," Chaos, Solitons & Fractals, Elsevier, vol. 106(C), pages 295-303.
  16. Rodriguez-Romo, Suemi & Sosa-Herrera, Antonio, 2013. "Lacunarity and multifractal analysis of the large DLA mass distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(16), pages 3316-3328.
  17. Schaigorodsky, Ana L. & Perotti, Juan I. & Billoni, Orlando V., 2014. "Memory and long-range correlations in chess games," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 304-311.
  18. Vitanov, Nikolay K. & Sakai, Kenshi & Dimitrova, Zlatinka I., 2008. "SSA, PCA, TDPSC, ACFA: Useful combination of methods for analysis of short and nonstationary time series," Chaos, Solitons & Fractals, Elsevier, vol. 37(1), pages 187-202.
  19. Chatterjee, Sucharita, 2020. "Analysis of the human gait rhythm in Neurodegenerative disease: A multifractal approach using Multifractal detrended cross correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
  20. Muchnik, Lev & Bunde, Armin & Havlin, Shlomo, 2009. "Long term memory in extreme returns of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(19), pages 4145-4150.
  21. Longfeng Zhao & Wei Li & Chunbin Yang & Jihui Han & Zhu Su & Yijiang Zou, 2017. "Multifractality and Network Analysis of Phase Transition," PLOS ONE, Public Library of Science, vol. 12(1), pages 1-23, January.
  22. Zhongxing Wang & Yan Yan & Xiaosong Chen, 2016. "Long-range Correlation and Market Segmentation in Bond Market," Papers 1610.09812, arXiv.org.
  23. Delignières, Didier & Marmelat, Vivien, 2014. "Strong anticipation and long-range cross-correlation: Application of detrended cross-correlation analysis to human behavioral data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 47-60.
  24. Duan, Kun & Li, Zeming & Urquhart, Andrew & Ye, Jinqiang, 2021. "Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach," International Review of Financial Analysis, Elsevier, vol. 75(C).
  25. Suárez-García, Pablo & Gómez-Ullate, David, 2014. "Multifractality and long memory of a financial index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 226-234.
  26. Duncan A J Blythe & Vadim V Nikulin, 2017. "Long-range temporal correlations in neural narrowband time-series arise due to critical dynamics," PLOS ONE, Public Library of Science, vol. 12(5), pages 1-28, May.
  27. Schumann, Aicko Y. & Kantelhardt, Jan W., 2011. "Multifractal moving average analysis and test of multifractal model with tuned correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(14), pages 2637-2654.
  28. Ozger, Mehmet, 2011. "Scaling characteristics of ocean wave height time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(6), pages 981-989.
  29. Nagarajan, Radhakrishnan & Upreti, Meenakshi, 2007. "Qualitative assessment of gene expression in affymetrix genechip arrays," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 373(C), pages 486-496.
  30. Ni, Xiao-Hui & Jiang, Zhi-Qiang & Gu, Gao-Feng & Ren, Fei & Chen, Wei & Zhou, Wei-Xing, 2010. "Scaling and memory in the non-Poisson process of limit order cancelation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2751-2761.
  31. Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou, 2016. "Time-varying return predictability in the Chinese stock market," Papers 1611.04090, arXiv.org.
  32. Alvarez-Ramirez, J. & Rodriguez, E., 2018. "AR(p)-based detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 49-57.
  33. Ribeiro, H.V. & Mendes, R.S. & Lenzi, E.K. & Belancon, M.P. & Malacarne, L.C., 2011. "On the dynamics of bubbles in boiling water," Chaos, Solitons & Fractals, Elsevier, vol. 44(1), pages 178-183.
  34. Benbachir, Saâd & El Alaoui, Marwane, 2011. "A Multifractal Detrended Fluctuation Analysis of the Moroccan Stock Exchange," MPRA Paper 49003, University Library of Munich, Germany.
  35. Kumiko Tanaka-Ishii & Armin Bunde, 2016. "Long-Range Memory in Literary Texts: On the Universal Clustering of the Rare Words," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-14, November.
  36. Pakrashi, Vikram & Kelly, Joe & Harkin, Julie & Farrell, Aidan, 2013. "Hurst exponent footprints from activities on a large structural system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(8), pages 1803-1817.
  37. Jian Zhou & Gao-Feng Gu & Zhi-Qiang Jiang & Xiong Xiong & Wei Chen & Wei Zhang & Wei-Xing Zhou, 2017. "Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, vol. 50(4), pages 579-594, December.
  38. Lyudmyla Kirichenko & Vitalii Bulakh & Tamara Radivilova, 2019. "Fractal Time Series Analysis of Social Network Activities," Papers 1905.01018, arXiv.org.
  39. Zhang, Feng & Ren, Hang & Miao, Lijuan & Lei, Yadong & Duan, Mingkeng, 2019. "Simulation of daily precipitation from CMIP5 in the Qinghai-Tibet Plateau," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 15, pages 68-74.
  40. Setty, V.A. & Sharma, A.S., 2015. "Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 698-706.
  41. Şahin, Gökhan & Erentürk, Murat & Hacinliyan, Avadis, 2009. "Detrended fluctuation analysis in natural languages using non-corpus parametrization," Chaos, Solitons & Fractals, Elsevier, vol. 41(1), pages 198-205.
  42. Klaudia Kozlowska & Miroslaw Latka & Bruce J West, 2020. "Significance of trends in gait dynamics," PLOS Computational Biology, Public Library of Science, vol. 16(10), pages 1-25, October.
  43. Zhong, Meirui & Zhang, Rui & Ren, Xiaohang, 2023. "The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach," Energy Economics, Elsevier, vol. 123(C).
  44. Pavlov, A.N. & Dubrovsky, A.I. & Koronovskii Jr, A.A. & Pavlova, O.N. & Semyachkina-Glushkovskaya, O.V. & Kurths, J., 2020. "Extended detrended fluctuation analysis of sound-induced changes in brain electrical activity," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
  45. Ruan, Yong-Ping & Zhou, Wei-Xing, 2011. "Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(9), pages 1646-1654.
  46. Banerjee, Archi & Sanyal, Shankha & Roy, Souparno & Nag, Sayan & Sengupta, Ranjan & Ghosh, Dipak, 2021. "A novel study on perception–cognition scenario in music using deterministic and non-deterministic approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 567(C).
  47. Wang, Dong-Hua & Yu, Xiao-Wen & Suo, Yuan-Yuan, 2012. "Statistical properties of the yuan exchange rate index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(12), pages 3503-3512.
  48. M. Ghil & Pascal Yiou & Stéphane Hallegatte & B. D. Malamud & P. Naveau & A. Soloviev & P. Friederichs & V. Keilis-Borok & D. Kondrashov & V. Kossobokov & O. Mestre & C. Nicolis & H. W. Rust & P. Sheb, 2011. "Extreme events: dynamics, statistics and prediction," Post-Print hal-00716514, HAL.
  49. Kukacka, Jiri & Kristoufek, Ladislav, 2021. "Does parameterization affect the complexity of agent-based models?," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 324-356.
  50. Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Pawe{l} O'swic{e}cimka & Marek Stanuszek, 2018. "Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017," Papers 1812.08548, arXiv.org, revised Jun 2019.
  51. Karkare, Siddharth & Saha, Goutam & Bhattacharya, Joydeep, 2009. "Investigating long-range correlation properties in EEG during complex cognitive tasks," Chaos, Solitons & Fractals, Elsevier, vol. 42(4), pages 2067-2073.
  52. Maria C. Mariani & William Kubin & Peter K. Asante & Osei K. Tweneboah & Maria P. Beccar-Varela & Sebastian Jaroszewicz & Hector Gonzalez-Huizar, 2020. "Self-Similar Models: Relationship between the Diffusion Entropy Analysis, Detrended Fluctuation Analysis and Lévy Models," Mathematics, MDPI, vol. 8(7), pages 1-20, June.
  53. Chattopadhyay, Anirban & Khondekar, Mofazzal H. & Bhattacharjee, Anup Kumar, 2018. "Fractality and singularity in CME linear speed signal: Cycle 23," Chaos, Solitons & Fractals, Elsevier, vol. 114(C), pages 542-550.
  54. Nagarajan, Radhakrishnan & Kavasseri, Rajesh G., 2005. "Minimizing the effect of trends on detrended fluctuation analysis of long-range correlated noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 354(C), pages 182-198.
  55. Kiyono, Ken & Tsujimoto, Yutaka, 2016. "Nonlinear filtering properties of detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 807-815.
  56. Leonarduzzi, R. & Wendt, H. & Abry, P. & Jaffard, S. & Melot, C. & Roux, S.G. & Torres, M.E., 2016. "p-exponent and p-leaders, Part II: Multifractal analysis. Relations to detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 448(C), pages 319-339.
  57. Gulich, Damián & Zunino, Luciano, 2014. "A criterion for the determination of optimal scaling ranges in DFA and MF-DFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 397(C), pages 17-30.
  58. Fu, Shu & Huang, Yu & Feng, Tao & Nian, Da & Fu, Zuntao, 2019. "Regional contrasting DTR’s predictability over China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 282-292.
  59. Yuan, Naiming & Fu, Zuntao & Mao, Jiangyu, 2010. "Different scaling behaviors in daily temperature records over China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(19), pages 4087-4095.
  60. Bhardwaj, Shivam & Chandrasekhar, E. & Seemala, Gopi K. & Gadre, Vikram M., 2020. "Characterization of ionospheric total electron content data using wavelet-based multifractal formalism," Chaos, Solitons & Fractals, Elsevier, vol. 134(C).
  61. Domino, Krzysztof & Błachowicz, Tomasz & Ciupak, Maurycy, 2014. "The use of copula functions for predictive analysis of correlations between extreme storm tides," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 489-497.
  62. Paolo Castiglioni & Davide Lazzeroni & Paolo Coruzzi & Andrea Faini, 2018. "Multifractal-Multiscale Analysis of Cardiovascular Signals: A DFA-Based Characterization of Blood Pressure and Heart-Rate Complexity by Gender," Complexity, Hindawi, vol. 2018, pages 1-14, January.
  63. Currenti, Gilda & Negro, Ciro Del & Lapenna, Vincenzo & Telesca, Luciano, 2005. "Fluctuation analysis of the hourly time variability of volcano-magnetic signals recorded at Mt. Etna Volcano, Sicily (Italy)," Chaos, Solitons & Fractals, Elsevier, vol. 23(5), pages 1921-1929.
  64. Suo, Yuan-Yuan & Wang, Dong-Hua & Li, Sai-Ping, 2015. "Risk estimation of CSI 300 index spot and futures in China from a new perspective," Economic Modelling, Elsevier, vol. 49(C), pages 344-353.
  65. Sebastian Michalski, 2006. "Blocks adjustment – reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation," Working Papers 15, Department of Applied Econometrics, Warsaw School of Economics.
  66. Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises," Resources Policy, Elsevier, vol. 76(C).
  67. Ren, Fei & Gu, Gao-Feng & Zhou, Wei-Xing, 2009. "Scaling and memory in the return intervals of realized volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(22), pages 4787-4796.
  68. Xiong, Gang & Yu, Wenxian & Zhang, Shuning, 2015. "Time-singularity multifractal spectrum distribution based on detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 437(C), pages 351-366.
  69. Jiang, Lei & Zhang, Jiping & Liu, Xinwei & Li, Fei, 2016. "Multi-fractal scaling comparison of the Air Temperature and the Surface Temperature over China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 783-792.
  70. Dai, Peng-Fei & Xiong, Xiong & Zhou, Wei-Xing, 2019. "Visibility graph analysis of economy policy uncertainty indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 531(C).
  71. Pavón-Domínguez, P. & Serrano, S. & Jiménez-Hornero, F.J. & Jiménez-Hornero, J.E. & Gutiérrez de Ravé, E. & Ariza-Villaverde, A.B., 2013. "Multifractal detrended fluctuation analysis of sheep livestock prices in origin," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4466-4476.
  72. El Alaoui, Marwane & Benbachir, Saâd, 2013. "Multifractal detrended cross-correlation analysis in the MENA area," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5985-5993.
  73. Zhang, W.F. & Zhao, Q., 2015. "Asymmetric long-term persistence analysis in sea surface temperature anomaly," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 428(C), pages 314-318.
  74. Ardalankia, Jamshid & Osoolian, Mohammad & Haven, Emmanuel & Jafari, G. Reza, 2020. "Scaling features of price–volume cross correlation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
  75. Gan, Xiaocong & Han, Zhangang, 2012. "Two general models that generate long range correlation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(12), pages 3477-3483.
  76. Alves, Samuel B. & de Oliveira, Gilson F. & de Oliveira, Luimar C. & Passerat de Silans, Thierry & Chevrollier, Martine & Oriá, Marcos & de S. Cavalcante, Hugo L.D., 2016. "Characterization of diffusion processes: Normal and anomalous regimes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 447(C), pages 392-401.
  77. Gulich, Damián & Baglietto, Gabriel & Rozenfeld, Alejandro F., 2018. "Temporal correlations in the Vicsek model with vectorial noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 590-604.
  78. Thompson, James R. & Wilson, James R., 2016. "Multifractal detrended fluctuation analysis: Practical applications to financial time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 126(C), pages 63-88.
  79. Rivera-Castro, Miguel A. & Miranda, José G.V. & Cajueiro, Daniel O. & Andrade, Roberto F.S., 2012. "Detecting switching points using asymmetric detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 170-179.
  80. Kembro, Jackelyn M. & Flesia, Ana Georgina & Gleiser, Raquel M. & Perillo, María A. & Marin, Raul H., 2013. "Assessment of long-range correlation in animal behavior time series: The temporal pattern of locomotor activity of Japanese quail (Coturnix coturnix) and mosquito larva (Culex quinquefasciatus)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6400-6413.
  81. Ferreira, Paulo & Loures, Luís & Nunes, José Rato & Dionísio, Andreia, 2017. "The behaviour of share returns of football clubs: An econophysics approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 136-144.
  82. Shaw, Pankaj Kumar & Chaubey, Neeraj & Mukherjee, S. & Janaki, M.S. & Iyengar, A.N. Sekar, 2019. "A continuous transition from chaotic bursting to chaotic spiking in a glow discharge plasma and its associated long range correlation to anti correlation behaviour," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 126-134.
  83. Chatterjee, Sucharita & Ghosh, Dipak, 2021. "Impact of Global Warming on SENSEX fluctuations — A study based on Multifractal detrended cross correlation analysis between the temperature anomalies and the SENSEX fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 571(C).
  84. Ren, Fei & Guo, Liang & Zhou, Wei-Xing, 2009. "Statistical properties of volatility return intervals of Chinese stocks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 881-890.
  85. de Oliveira Santos, Maíra & Stosic, Tatijana & Stosic, Borko D., 2012. "Long-term correlations in hourly wind speed records in Pernambuco, Brazil," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1546-1552.
  86. Mensi, Walid & Tiwari, Aviral Kumar & Yoon, Seong-Min, 2017. "Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 135-146.
  87. Olivares, Felipe & Zunino, Luciano, 2020. "Multiscale dynamics under the lens of permutation entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
  88. Qian, Xi-Yuan & Gu, Gao-Feng & Zhou, Wei-Xing, 2011. "Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4388-4395.
  89. Ghosh, Dipak & Dutta, Srimonti & Chakraborty, Sayantan, 2014. "Multifractal detrended cross-correlation analysis for epileptic patient in seizure and seizure free status," Chaos, Solitons & Fractals, Elsevier, vol. 67(C), pages 1-10.
  90. Li, Ming & Li, Jia-Yue, 2017. "Generalized Cauchy model of sea level fluctuations with long-range dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 309-335.
  91. Nigmatullin, Raoul R. & Vorobev, Artem S. & Nepeina, Kseniia S. & Alexandrov, Pavel N., 2019. "Fractal description of the complex beatings: How to describe quantitatively seismic waves?," Chaos, Solitons & Fractals, Elsevier, vol. 120(C), pages 171-182.
  92. Billat, Véronique L. & Mille-Hamard, Laurence & Meyer, Yves & Wesfreid, Eva, 2009. "Detection of changes in the fractal scaling of heart rate and speed in a marathon race," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(18), pages 3798-3808.
  93. Prass, Taiane Schaedler & Pumi, Guilherme, 2021. "On the behavior of the DFA and DCCA in trend-stationary processes," Journal of Multivariate Analysis, Elsevier, vol. 182(C).
  94. Martin D. Gould & Mason A. Porter & Stacy Williams & Mark McDonald & Daniel J. Fenn & Sam D. Howison, 2010. "Limit Order Books," Papers 1012.0349, arXiv.org, revised Apr 2013.
  95. Michalski, Sebastian, 2008. "Blocks adjustment—reduction of bias and variance of detrended fluctuation analysis using Monte Carlo simulation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(1), pages 217-242.
  96. Jiang, Lei, 2018. "Mean wind speed persistence over China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 211-217.
  97. Dutta, Srimonti & Ghosh, Dipak & Samanta, Shukla, 2014. "Multifractal detrended cross-correlation analysis of gold price and SENSEX," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 195-204.
  98. Beretta, Alessandro & Roman, H. Eduardo & Raicich, Fabio & Crisciani, Fulvio, 2005. "Long-time correlations of sea-level and local atmospheric pressure fluctuations at Trieste," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 347(C), pages 695-703.
  99. Saha, Debajyoti & Shaw, Pankaj Kumar & Ghosh, Sabuj & Janaki, M.S. & Sekar Iyengar, A.N., 2018. "Quantification of scaling exponent with Crossover type phenomena for different types of forcing in DC glow discharge plasma," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 300-310.
  100. Fu, Zuntao & Shi, Liu & Xie, Fenghua & Piao, Lin, 2016. "Nonlinear features of Northern Annular Mode variability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 390-394.
  101. Fang, Wen & Tian, Shaolin & Wang, Jun, 2018. "Multiscale fluctuations and complexity synchronization of Bitcoin in China and US markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 109-120.
  102. Egi, Masashi & Sano, Yuko & Takama, Yasufumi & Ishikawa, Hiroshi, 2024. "Temporal fractal nature of human behavior in personal computer operations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 643(C).
  103. Xu, Na & Shang, Pengjian & Kamae, Santi, 2009. "Minimizing the effect of exponential trends in detrended fluctuation analysis," Chaos, Solitons & Fractals, Elsevier, vol. 41(1), pages 311-316.
  104. Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Zhongfei Chen, 2016. "The persistence of air pollution in four mega-cities of China," NCID Working Papers 04/2016, Navarra Center for International Development, University of Navarra.
  105. Stavros-Richard G. Christopoulos & Nicholas V. Sarlis, 2017. "An Application of the Coherent Noise Model for the Prediction of Aftershock Magnitude Time Series," Complexity, Hindawi, vol. 2017, pages 1-27, February.
  106. Nagarajan, Radhakrishnan & Upreti, Meenakshi & Govindan, R.B., 2007. "Qualitative assessment of cDNA microarray gene expression data using detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 373(C), pages 503-510.
  107. Shang, Pengjian & Lu, Yongbo & Kamae, Santi, 2008. "Detecting long-range correlations of traffic time series with multifractal detrended fluctuation analysis," Chaos, Solitons & Fractals, Elsevier, vol. 36(1), pages 82-90.
  108. Govindan, R.B. & Wilson, J.D. & Murphy, P. & Russel, W.A. & Lowery, C.L., 2007. "Scaling analysis of paces of fetal breathing, gross-body and extremity movements," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 386(1), pages 231-239.
  109. Wang, Fang & Wang, Lin & Chen, Yuming, 2022. "Multi-affine visible height correlation analysis for revealing rich structures of fractal time series," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
  110. Tzanis, Chris G. & Kalamaras, Nikolaos & Philippopoulos, Kostas & Deligiorgi, Despina, 2022. "The multifractal nature of dew point," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
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