- Tytuł:
- Effect of Detrending on Multifractal Characteristics
- Autorzy:
-
Oświęcimka, P.
Drożdż, S.
Kwapień, J.
Górski, A. - Powiązania:
- https://bibliotekanauki.pl/articles/1400181.pdf
- Data publikacji:
- 2013-03
- Wydawca:
- Polska Akademia Nauk. Instytut Fizyki PAN
- Tematy:
-
05.45.Df
05.45.Tp
89.75.-k - Opis:
- Different variants of multifractal detrended fluctuation analysis technique are applied in order to investigate various (artificial and real-world) time series. Our analysis shows that the calculated singularity spectra are very sensitive to the order of the detrending polynomial used within the multifractal detrended fluctuation analysis method. The relation between the width of the multifractal spectrum (as well as the Hurst exponent) and the order of the polynomial used in calculation is evident. Furthermore, type of this relation itself depends on the kind of analyzed signal. Therefore, such an analysis can give us some extra information about the correlative structure of the time series being studied.
- Źródło:
-
Acta Physica Polonica A; 2013, 123, 3; 597-603
0587-4246
1898-794X - Pojawia się w:
- Acta Physica Polonica A
- Dostawca treści:
- Biblioteka Nauki
Artykuł