# Kantelhardt 2002: Multifractal detrended fluctuation analysis of nonstationary time series

> Jan W. Kantelhardt, Stephan A. Zschiegner, Eva Koscielny-Bunde et al., 2002. 1 records on Mysteries Department cite it. The inductive-methods survey…

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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.

**Voynich Manuscript** Articledoi: **[10.1016/s0378-4371(02)01383-3](https://doi.org/10.1016/s0378-4371(02)01383-3)** Checked against the original0

## 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]

Inductive methods

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## 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
```

[Read it free at doi.org](https://doi.org/10.1016/s0378-4371(02)01383-3)

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