Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling
analysis methods designed to quantify correlations in noisy nonstationary signals. We …

We show that the entropy S, defined as S≡⟨ χ ln χ⟩−⟨ χ⟩ ln⟨ χ⟩[Phys. Rev. E 68, 031106
(2003)] where χ stands for the natural time [Phys. Rev. E 66, 011902 (2002)], exhibits …

Investigation of stochastic time series is crucial for better understanding of various physical,
biological, financial and economical processes. The main problem discussed in this context …

The first part of this Review describes a few of the main methods that have been employed
in non-linear time series analysis with special reference to biological applications …

Statistics of the Hurst scaling exponents calculated with the use of two methods: recently
introduced Detrended Moving Average Analysis (DMA) and Detrended Fluctuation Analysis …

Spectroscopy of Fat Tails Page 1 Spectroscopy of Fat Tails Complex Correlations in Financial
Time Series Valentina Alfi Ph.D. Thesis in Physics University of Rome “Roma Tre” Advisors …

An explicit analytical solution of the problem of constructing the best linear predictor of a
stationary stochastic process with the autocorrelation function representing a superposition …