Scaling properties of image textures: A detrending fluctuation analysis approach

2006 ◽  
Vol 361 (2) ◽  
pp. 677-698 ◽  
Author(s):  
Jose Alvarez-Ramirez ◽  
Eduardo Rodriguez ◽  
Ilse Cervantes ◽  
Juan Carlos Echeverria
Keyword(s):  
Analysis Approach ◽  
Fluctuation Analysis ◽  
Scaling Properties ◽  
Detrending Fluctuation Analysis

scholarly journals Long-Range Correlations and Characterization of Financial and Volcanic Time Series

Mathematics ◽  
2020 ◽  
Vol 8 (3) ◽  
pp. 441 ◽  
Author(s):  
Maria C. Mariani ◽  
Peter K. Asante ◽  
Md Al Masum Bhuiyan ◽  
Maria P. Beccar-Varela ◽  
Sebastian Jaroszewicz ◽  
...  
Keyword(s):  
Time Series ◽  
Long Range ◽  
Time Series Data ◽  
Financial Time Series ◽  
Seismic Station ◽  
Volcanic Eruptions ◽  
Series Data ◽  
Fluctuation Analysis ◽  
Scaling Properties ◽  
Long Range Correlations

In this study, we use the Diffusion Entropy Analysis (DEA) to analyze and detect the scaling properties of time series from both emerging and well established markets as well as volcanic eruptions recorded by a seismic station, both financial and volcanic time series data have high frequencies. The objective is to determine whether they follow a Gaussian or Lévy distribution, as well as establish the existence of long-range correlations in these time series. The results obtained from the DEA technique are compared with the Hurst R/S analysis and Detrended Fluctuation Analysis (DFA) methodologies. We conclude that these methodologies are effective in classifying the high frequency financial indices and volcanic eruption data—the financial time series can be characterized by a Lévy walk while the volcanic time series is characterized by a Lévy flight.

scholarly journals Time-Scaling Properties of Sunshine Duration Based on Detrended Fluctuation Analysis over China

Atmosphere ◽  
2019 ◽  
Vol 10 (2) ◽  
pp. 83 ◽  
Author(s):  
Lei Jiang ◽  
Jiping Zhang ◽  
Yan Fang
Keyword(s):  
Time Series ◽  
Detrended Fluctuation Analysis ◽  
Sunshine Duration ◽  
Underlying Surface ◽  
Fluctuation Analysis ◽  
Scaling Properties ◽  
Long Range Correlations ◽  
Time Scaling ◽  
Daily Sunshine ◽  
Detrended Fluctuation

The spatial and temporal variabilities of the daily Sunshine Duration (SSD) time series from the Chinese Meteorological Administration during the 1954–2009 period are examined by the Detrended Fluctuation Analysis (DFA) method. As a whole, weak long-range correlations (LRCs) are found in the daily SSD anomaly records over China. LRCs are also verified by shuffling the SSD records. The proportion of the stations with LRCs accounts for about 97% of the total. Many factors affect the scaling properties of the daily SSD records such as sea-land difference and Tibetan Plateau landform and so on. We find land use and land cover as one of the important factors closely links to LRCs of the SSD. Strong LRCs of the SSD mainly happen in underlying surface of deserts and crops, while weak LRCs occur in forest and grassland. Further studies of scaling behaviors are still necessary to be performed due to the complex underlying surface and climate system.

Scaling behavior of earthquakes’ inter-events time series

Open Physics ◽  
2009 ◽  
Vol 7 (3) ◽  
Author(s):  
Shahriar Shadkhoo ◽  
Fakhteh Ghanbarnejad ◽  
Gholam Jafari ◽  
Mohammad Tabar
Keyword(s):  
Time Series ◽  
Time Scales ◽  
Hurst Exponent ◽  
Detrended Fluctuation Analysis ◽  
Fluctuation Analysis ◽  
Data Set ◽  
Scaling Properties ◽  
Independent Events ◽  
Detrended Fluctuation

AbstractIn this paper, we investigate the statistical and scaling properties of the California earthquakes’ inter-events over a period of the recent 40 years. To detect long-term correlations behavior, we apply detrended fluctuation analysis (DFA), which can systematically detect and overcome nonstationarities in the data set at all time scales. We calculate for various earthquakes with magnitudes larger than a given M. The results indicate that the Hurst exponent decreases with increasing M; characterized by a Hurst exponent, which is given by, H = 0:34 + 1:53/M, indicating that for events with very large magnitudes M, the Hurst exponent decreases to 0:50, which is for independent events.

Detrending fluctuation analysis based on moving average filtering

2005 ◽  
Vol 354 ◽  
pp. 199-219 ◽  
Author(s):  
Jose Alvarez-Ramirez ◽  
Eduardo Rodriguez ◽  
Juan Carlos Echeverría
Keyword(s):  
Moving Average ◽  
Fluctuation Analysis ◽  
Detrending Fluctuation Analysis

scholarly journals TEMPORAL AND FRACTAL BEHAVIOR OF THE CENTER OF PRESSURE IN PARKINSONIAN AND HEALTHY ELDERLY COHORTS DURING QUIET STANDING

2020 ◽  
Vol 20 (10) ◽  
pp. 2040036
Author(s):  
SEONHONG HWANG ◽  
JAESUN REE ◽  
JISUN HWANG
Keyword(s):  
Postural Control ◽  
Center Of Pressure ◽  
Open Loop ◽  
Quiet Standing ◽  
Fluctuation Analysis ◽  
Area Formula ◽  
Scaling Exponents ◽  
Loop Control ◽  
Scaling Properties ◽  
Healthy Elderly

This study investigated the quantitative scaling properties of the center of pressure (COP) as well as the spatial-temporal properties of the COP to elucidate the postural control behavior of healthy elderly (HE) adults and adults with Parkinson’s disease (PD) during quiet standing. Eighteen adults with PD and eighteen HE adults participated in this study. The COP movements were recorded while participants stood on either a firm surface or on a foam pad with their eyes either opened or closed. The sway ranges in the anterior–posterior (AP) ([Formula: see text] and medio-lateral (ML) ([Formula: see text] directions, the total length of the trajectory ([Formula: see text], sway area ([Formula: see text], and scaling exponents ([Formula: see text] from detrended fluctuation analysis were computed from the measured COP data. All temporal variables of the COP in all conditions were found to be significantly larger in the PD group than in the HE group. Low scaling exponents obtained for the PD group showed this group possessed diminished postural control ability compared to the HE group. The PD group showed unpredictable open-loop control in both the AP and ML directions. This proprioceptive control became predictable and the time scale relations decreased as the postural challenges increased. The AP and ML closed-loop control of the PD group was more predictable than that of the HE group only when proprioception was distorted using intact visual input, and the visual and proprioceptive inputs were both intact.

Detrending fluctuation analysis of gastric pH reveals long-term correlations accentuated by acid suppression

2003 ◽  
Vol 124 (4) ◽  
pp. A444-A445
Author(s):  
Shingo Yuki ◽  
David Amstrong ◽  
J.S. Capogna ◽  
Francesco Viani ◽  
Andre L. Blum ◽  
...  
Keyword(s):  
Gastric Ph ◽  
Acid Suppression ◽  
Fluctuation Analysis ◽  
Detrending Fluctuation Analysis

Abstract P422: Two-kidney One Clip (2k1c) Hypertension Reduces Complexity of Heart Rate Variability in Mice

Hypertension ◽  
2017 ◽  
Vol 70 (suppl_1) ◽  
Author(s):  
Fernanda L Rodrigues ◽  
Luiz E Silva ◽  
Carlos A Silva ◽  
Fernando S Carneiro ◽  
Rita C Tostes ◽  
...  
Keyword(s):  
Heart Rate ◽  
Heart Rate Variability ◽  
Multiscale Entropy ◽  
Left Renal Artery ◽  
Fluctuation Analysis ◽  
Detrending Fluctuation Analysis ◽  
Interval Time Series ◽  
Electrocardiogram Ecg ◽  
2K1c Hypertension

Introduction: Hypertension is the most common chronic cardiovascular disease, being multifactorial in origin and an important cause of morbidity and mortality worldwide. Complex behaviors of heart rate series have been widely recognized and the loss of complexity in heart rate variability (HRV) has been shown to predict adverse cardiovascular outcomes. We hypothesized that two-kidney one clip (2K1C) hypertension reduces the HRV complexity in mice. Methods and Results: C57BL/6 mice were anesthetized with isoflurane and submitted to 2K1C hypertension by placing a silver clip (0.12 mm) around left renal artery. After 4 weeks, mice were implanted with subcutaneous electrocardiogram (ECG) electrodes and allowed to recover for 48 h. On the day of the experiment, the ECG was recorded for 30 minutes in conscious, unrestrained mice. At the end of the recording, arterial pressure (AP) was directly measured in each mouse under isoflurane anesthesia. RR interval time series were generated and the complexity of HRV was determined using detrending fluctuation analysis (DFA) and multiscale entropy (MSE). Mean AP was higher in 2K1C mice (133±2 vs 93±4 mmHg) while the HR was similar between groups. DFA scaling exponents were calculated in short (5 to 15), mid (30 to 200) and long (200 to 1500) window sizes, but only the long-term exponent was different between groups (1.27±0.09 vs 0.89±0.08 in 2K1C and sham mice, respectively). MSE was calculated up to scale 20 and averaged in short (1 to 5) and long (6 to 20) time scales. In both short (0.75±0.16 vs 1.25±0.11) and long (0.76±0.17 vs 1.22±0.09) ranges, entropy is lower in hypertensive mice. Conclusions: The complexity of HRV dynamics was found lower in renovascular hypertensive mice. Both sympathetic and vagal control of the heart seems to be involved in this process, as predictability (MSE) and fractality (DFA) is affected in various temporal scales. Nevertheless, the greatest entropy difference between groups is found at scale 6, which is closely related to respiration.

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