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MFDFA: Efficient multifractal detrended fluctuation analysis in python
16 references·1 citing·35 second hop
MFDFA: Efficient multifractal detrended fluctuation analysis in python (2021)MFDFA: Efficient multifractal detrended f…Multifractal analysis of the time series of daily means of wind speed in complex regions (2018)Multifractal analysis of the …Multifractal methodology (2017)Multifractal methodologyMultifractal detrended fluctuation analysis of human gait diseases (2013)Multifractal detrended fluctu…Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Introduction to Multifractal …Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes (2011)Modified detrended fluctuatio…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 structure in Latin-American market indices (2008)Multifractal structure in Lat…Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series (2008)Detrended Cross-Correlation A…A multifractal approach for stock market inefficiency (2008)A multifractal approach for s…Long‐term persistence and multifractality of precipitation and river runoff records (2006)Long‐term persistence and mul…Modeling electricity prices: jump diffusion and regime switching (2004)Modeling electricity prices: …Lévy Processes and Stochastic Calculus (2004)Lévy Processes and Stochastic…Measuring anti-correlations in the nordic electricity spot market by wavelets (2003)Measuring anti-correlations i…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Detrended fluctuation analysis of rainfall and streamflow time series (2000)Detrended fluctuation analysi…A DIAMOND ANNIVERSARY (1979)A DIAMOND ANNIVERSARYThe aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis (2023)The aggregate and sectoral ti…Detecting long-range correlations with detrended fluctuation analysis (2001)Effect of trends on detrended fluctuation analysis (2001)Comparison of detrending methods for fluctuation analysis (2008)Fractal and Multifractal Time Series (2009)Detrended cross-correlation analysis consistently extended to multifractality (2014)Wavelets and multifractal formalism for singular signals: Application to turbulence data (1991)Multifractal random walk (2001)Forbidden patterns, permutation entropy and stock market inefficiency (2009)Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets (2018)On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic (2020)Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics (1996)Fractal analysis of river flow fluctuations (2007)Effect of extreme data loss on long-range correlated and anticorrelated signals quantified by detrended fluctuation analysis (2010)A Modified Multifractal Detrended Fluctuation Analysis (MFDFA) Approach for Multifractal Analysis of Precipitation in Dongting Lake Basin, China (2019)Fractional Differencing (1981)Cross-correlations between volume change and price change (2009)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)Théorie de la spéculation (1900)An equilibrium characterization of the term structure (1977)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Modelling spikes and pricing swing options in electricity markets (2009)A Survey of Commodity Markets and Structural Models for Electricity Prices (2013)Adoption of residential solar power under uncertainty: Implications for renewable energy incentives (2015)Modelling fluctuations of financial time series: from cascade process to stochastic volatility model (2000)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)The Theory of Scale Functions for Spectrally Negative Lévy Processes (2012)Fluctuations of Lévy Processes with Applications (2014)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Physical approach to complex systems (2012)A Tutorial on Multifractality, Cascades, and Interactivity for Empirical Time Series in Ecological Science (2013)Multifractal Detrended Fluctuation Analysis of Streamflow in the Yellow River Basin, China (2015)Finding Structure in Time: Visualizing and Analyzing Behavioral Time Series (2020)The Eviction of Critical Perspectives from Gentrification Research (2006)Urban Policy Mobilities and Global Circuits of Knowledge: Toward a Research Agenda (2010)Public understanding of climate change in the United States. (2011)
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References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 2004Lévy Processes and Stochastic Calculus2,040 cited
  • 2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series1,476 cited
  • 1979A DIAMOND ANNIVERSARY1,367 cited
  • 2012Introduction to Multifractal Detrended Fluctuation Analysis in Matlab912 cited
  • 2006Long‐term persistence and multifractality of precipitation and river runoff records402 cited
  • 2008A multifractal approach for stock market inefficiency305 cited
  • 2004Modeling electricity prices: jump diffusion and regime switching254 cited
  • 2017Multifractal methodology196 cited
  • 2000Detrended fluctuation analysis of rainfall and streamflow time series168 cited
  • 2010Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series132 cited
  • 2013Multifractal detrended fluctuation analysis of human gait diseases119 cited
  • 2003Measuring anti-correlations in the nordic electricity spot market by wavelets117 cited
  • 2008Multifractal structure in Latin-American market indices107 cited
  • 2011Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes

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105 cited
  • 2018Multifractal analysis of the time series of daily means of wind speed in complex regions96 cited
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    • 2023The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis24 cited