Multifractal detrended cross-correlation analysis of sunspot numbers and river flow fluctuations

S Hajian, MS Movahed - Physica A: Statistical Mechanics and its …, 2010 - Elsevier
We use the Detrended Cross-Correlation Analysis (DCCA) to investigate the influence of
sun activity represented by sunspot numbers on one of the climate indicators, specifically …

Multifractal Fourier detrended cross-correlation analysis of traffic signals

X Zhao, P Shang, A Lin, G Chen - Physica A: Statistical Mechanics and its …, 2011 - Elsevier
Multifractal detrended cross-correlation analysis (MF-DXA) has been developed to detect
the long-range power-law cross-correlation of considered signals in the presence of non …

[HTML][HTML] Multifractal analysis of the drought area in seven large regions of China from 1961 to 2012

W Hou, G Feng, P Yan, S Li - Meteorology and Atmospheric Physics, 2018 - Springer
Based on a monthly drought index, the Standardized Precipitation Index (SPI), we
investigate the multifractality of monthly drought areas in seven major regions in China from …

Assessment of 48 stock markets using adaptive multifractal approach

P Ferreira, A Dionísio, SMS Movahed - Physica A: Statistical Mechanics …, 2017 - Elsevier
In this paper, Stock market comovements are examined using cointegration, Granger
causality tests and nonlinear approaches in context of mutual information and correlations …

Fuel cell diagnosis method based on multifractal analysis of stack voltage signal

D Benouioua, D Candusso, F Harel… - International journal of …, 2014 - Elsevier
Measuring local singularities on voltage signal transmits valuable information about the
evolving dynamics of non-stationary and nonlinear processes in fuel cell systems. This …

Multivariate correlation analysis of agricultural futures and spot markets based on multifractal statistical methods

HY Wang, YS Feng - Journal of Statistical Mechanics: Theory and …, 2020 - iopscience.iop.org
Agricultural commodity futures are the earliest listed futures in the world. The rapid
development of their markets has greatly affected the world agricultural production and …

[HTML][HTML] Multifractality and cross-correlation analysis of streamflow and sediment fluctuation at the apex of the Pearl River Delta

Y Wu, Y He, M Wu, C Lu, S Gao, Y Xu - Scientific reports, 2018 - nature.com
The fluctuation and distribution of hydrological signals are highly related to the fluvial and
geophysical regime at estuarine regions. Based on the long daily streamflow and sediment …

[PDF][PDF] Effect of Trends on Detrended Fluctuation Analysis of Precipitation Series.

J Yue, X Zhao, P Shang - Mathematical Problems in Engineering, 2010 - academia.edu
We use detrended fluctuation analysis DFA method to detect the long-range correlation and
scaling properties of daily precipitation series of Beijing from 1973 to 2004 before and after …

Long-range correlation in cosmic microwave background radiation

MS Movahed, F Ghasemi, S Rahvar, MRR Tabar - Physical Review E …, 2011 - APS
We investigate the statistical anisotropy and Gaussianity of temperature fluctuations of
Cosmic Microwave Background (CMB) radiation data from the Wilkinson Microwave …

Real-time fractal signal processing in the time domain

A Hartmann, P Mukli, Z Nagy, L Kocsis… - Physica A: Statistical …, 2013 - Elsevier
Fractal analysis has proven useful for the quantitative characterization of complex time
series by scale-free statistical measures in various applications. The analysis has commonly …