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Multifractal detrended fluctuation analysis of nonstationary time series
Physica A Statistical Mechanics and its Applications · 2002 · Vol. 316(1-4) · pp. 87–114
Jan W. Kantelhardt✉(University of Giessen)Stephan Zschiegner(University of Giessen)Eva Koscielny–Bunde(University of Giessen)Shlomo Havlin(University of Giessen)Armin Bunde(University of Giessen)H. Eugene Stanley(Boston University)
Complex Systems and Time Series AnalysisChaos control and synchronizationFractal and DNA sequence analysisMultifractal systemDetrended fluctuation analysisSeries (stratigraphy)Statistical physicsTime seriesEconometricsMathematicsStatisticsGeologyFractal
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References
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Mosaic organization of DNA nucleotides
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Effect of trends on detrended fluctuation analysis
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2001 · 1,286 citations
Effect of nonstationarities on detrended fluctuation analysis
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2002 · 956 citations
Detecting long-range correlations with detrended fluctuation analysis
Physica A Statistical Mechanics and its Applications · 2001 · 1,386 citations
Altered fractal dynamics of gait: reduced stride-interval correlations with aging and Huntington’s disease
Journal of Applied Physiology · 1997 · 827 citations
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