Search results for "detrended fluctuation analysi"
showing 10 items of 13 documents
Persistence in complex systems
2022
Persistence is an important characteristic of many complex systems in nature, related to how long the system remains at a certain state before changing to a different one. The study of complex systems' persistence involves different definitions and uses different techniques, depending on whether short-term or long-term persistence is considered. In this paper we discuss the most important definitions, concepts, methods, literature and latest results on persistence in complex systems. Firstly, the most used definitions of persistence in short-term and long-term cases are presented. The most relevant methods to characterize persistence are then discussed in both cases. A complete literature r…
ANALYSIS OF SUNSPOT NUMBER FLUCTUATIONS
2004
Monthly averages of the sunspot number visible on the sun, observed from 1749, Zurich Observatory, and from 1848 other observatories, have been analyzed. This time signal presents a frequency power spectra with a clear 1/fα behavior with α≃0.8±0.2. The well-known cycle of approximately 11 years, clearly present in the spectrum, does not produce a sensible distortion of that behavior. The eventual characterization of the sunspot time series as a fractal is analyzed by means of the detrended fluctuation analysis (DFA). The jump-size distribution of the signal is also studied.
Entropy of balance--some recent results.
2010
Abstract Background Entropy when applied to biological signals is expected to reflect the state of the biological system. However the physiological interpretation of the entropy is not always straightforward. When should high entropy be interpreted as a healthy sign, and when as marker of deteriorating health? We address this question for the particular case of human standing balance and the Center of Pressure data. Methods We have measured and analyzed balance data of 136 participants (young, n = 45; elderly, n = 91) comprising in all 1085 trials, and calculated the Sample Entropy (SampEn) for medio-lateral (M/L) and anterior-posterior (A/P) Center of Pressure (COP) together with the Hurst…
Gender differences in elite athletes heart rate dynamics following a supra maximal complex effort
2017
Regarding the importance of recovery in sport performance assessment of post exercise Heart Rate HR Dynamics has become a useful tool to understand such an individual process Heart Rate Variability HRV analysis is widely used as a non invasive marker of Autonomic Nervous System regulation of HR where the nonlinear methods Detrended Fluctuation Analysis DFA have become a promising complementary analysis technique In order to deepen on the effects of supra maximal complex efforts integrating specific endurance and strength requirements on cardiac autonomic regulation our research group is working in different protocols looking for the analysis of specific responses under supra maximal exertio…
FRACTALITY EVIDENCE AND LONG-RANGE DEPENDENCE ON CAPITAL MARKETS: A HURST EXPONENT EVALUATION
2014
Since the existence of market memory could implicate the rejection of the efficient market hypothesis, the aim of this paper is to find any evidence that selected emergent capital markets (eight European and BRIC markets, namely Hungary, Romania, Estonia, Czech Republic, Brazil, Russia, India and China) evince long-range dependence or the random walk hypothesis. In this paper, the Hurst exponent as calculated by R/S fractal analysis and Detrended Fluctuation Analysis is our measure of long-range dependence in the series. The results reinforce our previous findings and suggest that if stock returns present long-range dependence, the random walk hypothesis is not valid anymore and neither is…
Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis
2021
Abstract Motivated by the lack of research on price efficiency dynamics of green bonds and the impact of the COVID-19 on the pricing of fixed-income securities, this study investigates the comparative efficiency of green and conventional bond markets pre- and during the COVID-19 pandemic applying asymmetric multifractal analysis. Specifically, the multifractal scaling behaviour is examined separately during upward and downward trends in bond markets using the asymmetric multifractal detrended fluctuation analysis (A-MF-DFA) approach. The empirical findings confirm the presence of asymmetric multifractality in the green and traditional bond markets. Not surprisingly, inefficiency in both bon…
Study of Glycemic Variability Through Time Series Analyses (Detrended Fluctuation Analysis and Poincaré Plot) in Children and Adolescents with Type 1…
2016
Time series analysis provides information on blood glucose dynamics that is unattainable with conventional glycemic variability (GV) indices. To date, no studies have been published on these parameters in pediatric patients with type 1 diabetes. Our aim is to evaluate the relationship between time series analysis and conventional GV indices, and glycosylated hemoglobin (HbA1c) levels.This is a transversal study of 41 children and adolescents with type 1 diabetes. Glucose monitoring was carried out continuously for 72 h to study the following GV indices: standard deviation (SD) of glucose levels (mg/dL), coefficient of variation (%), interquartile range (IQR; mg/dL), mean amplitude of the la…
Long-term persistence, invariant time scales and on-off intermittency of fog events
2021
Abstract In this work we study different characteristics of fog long-term persistence, in events with different physical formation mechanisms. Specifically, we focus on the characterization of fog long-term persistence from observational data, by means of a Detrended Fluctuation Analysis (DFA) of its associated low-visibility time series. We analyze fog events with radiation and orographic underlying physical formation mechanisms, and identify a two-range pattern of long-term persistence. Our analysis leads to the emergence of a characteristic time, τ∗, at the crossover point between different scaling exponents in the DFA, independent of the time scale at which the fog event is studied. We …
Slow 0.1 Hz Breathing and Body Posture Induced Perturbations of RRI and Respiratory Signal Complexity and Cardiorespiratory Coupling
2020
Objective: We explored the physiological background of the non-linear operating mode of cardiorespiratory oscillators as the fundamental question of cardiorespiratory homeodynamics and as a prerequisite for the understanding of neurocardiovascular diseases. We investigated 20 healthy human subjects for changes using electrocardiac RR interval (RRI) and respiratory signal (Resp) Detrended Fluctuation Analysis (DFA, α1RRI, α2RRI, α1Resp, α2Resp), Multiple Scaling Entropy (MSERRI1−4, MSERRI5−10, MSEResp1−4, MSEResp5−10), spectral coherence (CohRRI−Resp), cross DFA (ρ1 and ρ2) and cross MSE (XMSE1−4 and XMSE5−10) indices in four physiological conditions: supine with spontaneous breathing, stand…
Persistence of temperature and precipitation: from local to global anomalies
2021
Using detrended fluctuation analysis (DFA) we find that all continents are persistent in temperature. The scaling exponents of the southern hemisphere (SH) continents, i.e., South America (0.77) and Oceania (0.72) are somewhat higher than scaling exponents of Europe (0.70), Asia (0.69) and North America (0.64), but the scaling of Africa is by far the highest (0.86). The reason for this is the location of Africa near the equator. The scaling exponents of the precipitation are much smaller, i.e. between 0.55 (Europe) and 0.68 (North America). The scaling exponent of Europe is near that of the random noise (0.5), while the other continents are slightly persistent in precipitation. We also show…