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Detrended fluctuation analysis as a complementary tool to asses Japanese quail locomotor behaviour in welfare related studies
(2013)
The work evaluates the organization and complexity of Japanese quail temporal pattern of locomotion in diverse welfare related experimental situations using Detrended Fluctuation Analysis (DFA). DFA provides information ...
A criterion for the determination of optimal scaling ranges in DFA and MF-DFA
(Elsevier Science, 2014-03)
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 ...
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis
(2013)
In this paper we analyse price fluctuations with the aim of measuring how long the market takes to adjust prices to weak-form efficiency, i.e., how long it takes for prices to adjust to a fractional Brownian motion with a ...
Detecting switching points using asymmetric detrended fluctuation analysis
(2012)
This work uses the concept of Asymmetric Detrended Fluctuation Analysis (A-DFA) to
investigate and characterize the occurrence of trend switching in financial series. A-DFA
introduces two new roughness exponents, H+ and ...
Instability and chaotic dynamics in stock returnsInstability and chaotic dynamics in stock returns
(Sociedade Brasileira de Econometria, 2001)
The effects of observational correlated noises on multifractal detrended fluctuation analysis
(Elsevier Science, 2012-08)
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). ...
Investigating the temporal variation of the scaling behavior in rainfall data measured in central Argentina by means of detrended fluctuation analysis
(Elsevier Science, 2012-02-15)
Investigation of the time variant scaling behavior of six monthly rainfall series recorded in central Argentina from 1860 to 2006 by using detrending fluctuation analysis (DFA) was performed. Changes in precipitation ...