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Multifractal detrended fluctuation analysis of nonstationary time series
Jan W. Kantelhardt, Stephan A. Zschiegner, Eva Koscielny-Bunde et al., 2002. Physica A: Statistical Mechanics and its Applications.
Introduces multifractal detrended fluctuation analysis, which measures long-range correlations in a time series at many scales after removing trends.
What it's used for here
The inductive-methods survey proposes it for long-range structure along the manuscript's text.
Cited by on this site 1 record
1 methods surveys
SRCInductive methods
Cite it
Kantelhardt, J. W., Zschiegner, S. A., Koscielny-Bunde, E., Havlin, S., Bunde, A., & Stanley, H. (2002). Multifractal detrended fluctuation analysis of nonstationary time series. Physica A: Statistical Mechanics and its Applications. https://doi.org/10.1016/s0378-4371(02)01383-3
@article{kantelhardt2002multifractal,
author = {Kantelhardt, Jan W. and Zschiegner, Stephan A. and Koscielny-Bunde, Eva and Havlin, Shlomo and Bunde, Armin and Stanley, H.Eugene},
title = {Multifractal detrended fluctuation analysis of nonstationary time series},
journal = {Physica A: Statistical Mechanics and its Applications},
year = {2002},
doi = {10.1016/s0378-4371(02)01383-3},
url = {https://doi.org/10.1016/s0378-4371(02)01383-3}
}TY - JOUR TI - Multifractal detrended fluctuation analysis of nonstationary time series AU - Kantelhardt, Jan W. AU - Zschiegner, Stephan A. AU - Koscielny-Bunde, Eva AU - Havlin, Shlomo AU - Bunde, Armin AU - Stanley, H.Eugene PY - 2002 JO - Physica A: Statistical Mechanics and its Applications DO - 10.1016/s0378-4371(02)01383-3 UR - https://doi.org/10.1016/s0378-4371(02)01383-3 ER -
Kantelhardt, Jan W. et al.. “Multifractal detrended fluctuation analysis of nonstationary time series.” Physica A: Statistical Mechanics and its Applications (2002). https://doi.org/10.1016/s0378-4371(02)01383-3.