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Measuring EEG signals as a diagnostic tool for Epileptic patient is a well traveled way. Different non-linear statistical approaches have been applied over the past years on this signal to reveal the nature of connection between epilepsy and EEG. In this work we study the post-ictal ECG signals of epileptic patient collected from MIT-BIH database using mono-fractal methods as well as multifractal...
In this work we studied the multifractal spectrum behavior calculated during the presence of a possible seismic electric signal (SES). This signal was detected in geolectrical time series registered prior a seism of M6.7 occurred on October 24, 1993 in México. We calculated the multifractal spectrum by using no overlapping windows of segments of 1 hour. Our results display the singularities spectrum...
Multifractal analysis usually was accomplished in stock markets, seldom in exchange markets, especially in emerging markets. Empirical analysis of the Multifractal structure of the RMB/USD exchange market is performed using MFDFA method, based on the daily price from July 22, 2005 to April 24, 2009. We find that RMB/USD exchange market shows multifractal characteristic, and quadratic order polynomial...
We investigate the multifractal character of the realized range-based volatility (RRV) in Shanghai Stock Exchange Composite Index. Through the partition function approach, we estimate the Renyi exponent and the singular spectrum, it has been found that the RRV series have significant multifractal properities. By introducing the shuffled and the surrogate series, we find that the long range temporal...
In order to reveal the stylized facts of world crude oil prices, R/S (Rescaled Range Analysis) method is introduced in this paper. For illustration, WTI (West Texas Intermediate) and Brent daily crude oil prices are used in this paper. The calculated results show that both Hurst exponents (H) are larger than 0.5 and both memory terms are 12 days coincident. The results tell that these two oil prices...
We apply multifractal methods to analyze the impact of American subprime mortgage crisis on American foreign exchange market. By analyzing the local Holder exponent alpha and the multifractal spectrum of Japanese Yen to U.S. Dollar (USD/JPY) exchange rate and Euro to U.S. Dollar (EUR/USD) exchange rate ticked every hour from late 2006 to early 2008, we find that the periods where critical events took...
We study correlations in time series of RR intervals of subjects with normal sinus rhythm (NSR) during sleep and wake phases and we also analyze time series of subjects with congestive heart failure (CHF) in both phases. We use detrended fluctuation analysis (DFA), the Higuchi's method and multifractal analysis. We have obtained different results for sleep and wake phases. The time series of healthy...
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