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 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). ...

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 ...

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. ...

We propose the use of multifractal detrended fluctuation analysis (MF-DFA) to measure the influence of atmospheric turbulence on the chaotic dynamics of a HeNe laser. Fit ranges for MF-DFA are obtained with goodness of ...

Honey bee production could be considered as a reliable economic indicator of the biodiversity and availability of ecosystem services. The scaling behaviour of honey bee was analysed and associated to the natural ecosystem ...

Multifractal properties of the energy time series of short -helix structures, specifically from a polyalanine family, are investigated through the MF-DFA technique (multifractal detrended fluctuation analysis). Estimates ...

Although many of the benefits of cross-listing have been examined in prior research, potential improvements in price efficiency have received less attention. We examine the differences in price efficiencies between American ...