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Detecting long-range correlations of traffic time series with multifractal detrended fluctuation analysis
4 references·14 citing·36 second hop
Detecting long-range correlations of traffic time series with multifractal detrended fluctuation analysis (2006)Detecting long-range correlations of traf…Multifractality of river runoff and precipitation: comparison of fluctuation analysis and wavelet methods (2003)Multifractality of river runo…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Detecting long-range correlations with detrended fluctuation analysis (2001)Detecting long-range correlat…THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS (1994)THE MULTIFRACTAL FORMALISM RE…The dynamics of market efficiency of major cryptocurrencies (2023)The dynamics of market effici…Complexity testing techniques for time series data: A comprehensive literature review (2015)Complexity testing techniques…Multifractal detrended cross-correlation analysis for epileptic patient in seizure and seizure free status (2014)Multifractal detrended cross-…Multifractal detrended fluctuation analysis of human gait diseases (2013)Multifractal detrended fluctu…Modeling natural gas market volatility using GARCH with different distributions (2013)Modeling natural gas market v…MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS (2012)MULTIFRACTAL CROSS-CORRELATIO…The cross-correlations of stock markets based on DCCA and time-delay DCCA (2011)The cross-correlations of sto…Multifractal Fourier detrended cross-correlation analysis of traffic signals (2011)Multifractal Fourier detrende…A copula–multifractal volatility hedging model for CSI 300 index futures (2011)A copula–multifractal volatil…Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series (2010)Use and misuse of some Hurst …Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis (2010)Multifractal analysis on inte…Modeling traffic flow correlation using DFA and DCCA (2010)Modeling traffic flow correla…Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil (2010)Detrended fluctuation analysi…Multifractal structure in Latin-American market indices (2008)Multifractal structure in Lat…Approach to an irregular time series on the basis of the fractal theory (1988)Approximate entropy as a measure of system complexity. (1991)Why do EMD‐based methods improve prediction? A multiscale complexity perspective (2019)The definition and measurement of heterogeneity (2020)Ensemble forecasting for product futures prices using variational mode decomposition and artificial neural networks (2021)Introduction to Econophysics (1999)Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series (2008)Multifractal detrended cross-correlation analysis between PM2.5 and meteorological factors (2015)Cross-correlations between Baltic Dry Index and crude oil prices (2016)Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies (2019)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Multifractal detrending moving average analysis on the US Dollar exchange rates (2011)Cross-correlations between crude oil and agricultural commodity markets (2013)The stability of U.S. economic policy: Does it really matter for oil price? (2020)Some long‐run properties of geophysical records (1969)Wavelets and multifractal formalism for singular signals: Application to turbulence data (1991)Fractal analysis of river flow fluctuations (2007)Quantitative features of multifractal subtleties in time series (2009)A Global-Scale Investigation of Stochastic Similarities in Marginal Distribution and Dependence Structure of Key Hydrological-Cycle Processes (2021)A long memory property of stock market returns and a new model (1993)A Long Memory Property of Stock Market Returns and a New Model (2010)Generalized Hurst exponent and multifractal function of original and translated texts mapped into frequency and length time series (2012)MFDFA: Efficient multifractal detrended fluctuation analysis in python (2021)Fractional Brownian Motions, Fractional Noises and Applications (1968)Commodity predictability analysis with a permutation information theory approach (2010)Visibility graph network analysis of gold price time series (2013)Long-Term Storage: An Experimental Study. (1966)Effect of nonstationarities on detrended fluctuation analysis (2002)Effect of trends on detrended fluctuation analysis (2001)Genuine multifractality in time series is due to temporal correlations (2023)Detrending moving average algorithm for multifractals (2010)Physical approach to complex systems (2012)Multifractal analysis of financial markets: a review (2019)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)
this work references cited by second hop

References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 2001Detecting long-range correlations with detrended fluctuation analysis1,401 cited
  • 1994THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS574 cited
  • 2003Multifractality of river runoff and precipitation: comparison of fluctuation analysis and wavelet methods226 cited

Cited by

  • 2015Complexity testing techniques for time series data: A comprehensive literature review137 cited
  • 2010Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil133 cited
  • 2010Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series132 cited
  • 2012MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS130 cited
  • 2013Multifractal detrended fluctuation analysis of human gait diseases119 cited
  • 2008Multifractal structure in Latin-American market indices107 cited
  • 2011Multifractal Fourier detrended cross-correlation analysis of traffic signals99 cited
  • 2010Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis99 cited
  • 2011The cross-correlations of stock markets based on DCCA and time-delay DCCA97 cited
  • 2010Modeling traffic flow correlation using DFA and DCCA

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91 cited
  • 2014Multifractal detrended cross-correlation analysis for epileptic patient in seizure and seizure free status75 cited
  • 2023The dynamics of market efficiency of major cryptocurrencies54 cited
  • 2013Modeling natural gas market volatility using GARCH with different distributions49 cited
  • 2011A copula–multifractal volatility hedging model for CSI 300 index futures30 cited