We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis ...

We investigate multifractal properties of commodity time series using multifractal detrended fluctuation analysis (MF-DFA). We find that agricultural and energy-related commodities exhibit very similar behavior, while the ...

We have numerically investigated the effects that observational correlated noises have on the generalized Hurst exponents, h(q), estimated by using the multifractal generalization of detrended fluctuation analysis (MF-DFA). ...

The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series containing non-uniform structures with only ...

Atmospheric turbulence is usually simulated at the laboratory by generating convective free flows with hot surfaces, or heaters. It is tacitly assumed that propagation experiments in this environment are comparable to those ...

The appreciation of the dollar against the real has made consumer items more expensive and pressured inflation in Brazil, since from food to fuel and airline tickets, almost everything is influenced by the exchange rate. ...