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Detrending fluctuation analysis based on moving average filtering
7 references·9 citing·37 second hop
Detrending fluctuation analysis based on moving average filtering (2005)Detrending fluctuation analysis based on …Time-dependent Hurst exponent in financial time series (2004)Time-dependent Hurst exponent…Analysis of clusters formed by the moving average of a long-range correlated time series (2004)Analysis of clusters formed b…Magnitude and Sign Correlations in Heartbeat Fluctuations (2001)Magnitude and Sign Correlatio…Detecting long-range correlations with detrended fluctuation analysis (2001)Detecting long-range correlat…Indication of a Universal Persistence Law Governing Atmospheric Variability (1998)Indication of a Universal Per…Crossing of two mobile averages: A method for measuring the roughness exponent (1998)Crossing of two mobile averag…Correlations in economic time series (1997)Correlations in economic time…The relationship between the detrendend fluctuation analysis and the autocorrelation function of a signal (2015)The relationship between the …Establishing a direct connection between detrended fluctuation analysis and Fourier analysis (2015)Establishing a direct connect…Complexity testing techniques for time series data: A comprehensive literature review (2015)Complexity testing techniques…Multifractal detrended fluctuation analysis of human gait diseases (2013)Multifractal detrended fluctu…Multifractal moving average analysis and test of multifractal model with tuned correlations (2011)Multifractal moving average a…Fractal and Multifractal Time Series (2011)Fractal and Multifractal Time…Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals (2010)Rescaled Range Analysis and D…Multifractal temporally weighted detrended fluctuation analysis and its application in the analysis of scaling behavior in temperature series (2010)Multifractal temporally weigh…Effect of extreme data loss on long-range correlated and anticorrelated signals quantified by detrended fluctuation analysis (2010)Effect of extreme data loss o…Approach to an irregular time series on the basis of the fractal theory (1988)Approximate entropy as a measure of system complexity. 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this work references cited by second hop

References

  • 2001Detecting long-range correlations with detrended fluctuation analysis1,401 cited
  • 1998Indication of a Universal Persistence Law Governing Atmospheric Variability659 cited
  • 2004Time-dependent Hurst exponent in financial time series403 cited
  • 2001Magnitude and Sign Correlations in Heartbeat Fluctuations398 cited
  • 1997Correlations in economic time series313 cited
  • 2004Analysis of clusters formed by the moving average of a long-range correlated time series167 cited
  • 1998Crossing of two mobile averages: A method for measuring the roughness exponent150 cited

Cited by

  • 2015Complexity testing techniques for time series data: A comprehensive literature review137 cited
  • 2010Effect of extreme data loss on long-range correlated and anticorrelated signals quantified by detrended fluctuation analysis124 cited
  • 2013Multifractal detrended fluctuation analysis of human gait diseases119 cited
  • 2011Fractal and Multifractal Time Series108 cited
  • 2011Multifractal moving average analysis and test of multifractal model with tuned correlations96 cited
  • 2010Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals68 cited
  • 2015Establishing a direct connection between detrended fluctuation analysis and Fourier analysis

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68 cited
  • 2015The relationship between the detrendend fluctuation analysis and the autocorrelation function of a signal66 cited
  • 2010Multifractal temporally weighted detrended fluctuation analysis and its application in the analysis of scaling behavior in temperature series63 cited