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In this paper, a theoretical study on the saltbridge dynamics of titin kinase is presented. We focus on the analysis of the spatial-temporal properties of the salt-bridge time series of titin kinase in force-induced unfolding simulated by steered molecular dynamics (SMD). Salt-bridge time series are defined from the SMD trajectories. Scaling analysis reveals two characteristics of the time series...
By using the Detrended Fluctuation Analysis method, we study the long memory of the realized volatility and realized bi-power variation constructed from high-frequency intra-day return series of the Shenzhen stock index and its 14 component stocks in China Stock Market. We find that the realized volatility and realized bi-power variation exhibit significant long memory from one-minute to sixty-minute...
In this paper, the Spearman rank correlation coefficient method, de-trended fluctuation analysis (DFA) and Husdorsff fractal dimension method are used to investigate the variation law and primary driving factors of the annual run-off in Hotan Oasis. The results indicated that the Hotan Oasis run-off sequences has fractal characteristics, no significant increase trend, and influenced by the temperature...
In respect to the main goal of our ongoing work for predicting preterm birth, we analyze in this paper uterine EMG recordings of 11 pregnant and laboring women by means of Detrended Fluctuation Analysis (DFA), a scaling analysis method that quantifies a simple parameter to represent the correlation properties of a time series. Our study provides convincing evidence that pregnancy progress is typically...
Although a number of studies have addressed the clinical usefulness of Heart Rate Variability (HRV) as a marker of the autonomic activity, there are few studies about the short-term day-to-day reproducibility of HRV nonlinear indices. A database of 31 7-Day Holters (7DH) from Chronic Heart Failure patients was used to analyze the reliability of nonlinear dynamics and to evaluate the usefulness of...
End-to-end delay is an important QoS metric and has received much research attention. Recently, the multifractal detrended fluctuation analysis (MFDFA) is widely used as a robust tool to investigate the scale behavior of non-stationary time series. In this paper, we use MFDFA to analyze the scale behavior of end-to-end delay series. Based on ping series of both home and international paths, we find...
Whether network traffic in fine scales (below about 1 second) behaves multifractality is controversial in past studies. In recent years, the multifractal detrended fluctuation analysis (MFDFA) is widely used as a robust tool to investigate the scale behavior of non-stationary time series. In this paper, we use MFDFA to review the numerical evidence of multifractality in network traffic. By carefully...
In order to investigate the observational basis of the climate predictability, with the Detrended Fluctuation Analysis (DFA) the long-term variations of the temperature and the precipitation in Beijing have been investigated. Non-scaling exists widely in the nature system, including the climate system; one of its features is a power function existing in an observable quantity, which represents the...
The fractal properties and scaling behaviors of aluminum future price is numerically investigated by Detrended fluctuation Analysis (DFA) of a scaling analysis method which is used to estimate long-range power-law correlation exponents in noisy signals. Through DFA method, the scaling exponents α of DFA1, DFA2, DFA3, DFA4 and DFA5 are inspected. Moreover, the relationship of time cales and the scaling...
In this paper, we use Multifractal Detrended Cross-Correlation Analysis(MF-DXA) method to investigate the cross-correlation of Chinese stocks, which expected to be correlated. The mentioned data are high frequency data recorded every 15s during 2009. We analyze the Shanghai Composite Index (SHCI) and the Shenzhen Component Index (SZCI), get the cross-correlation exponent 0.60. We determine generalized...
We have established the Markov model for long range correlated time series (LRCS), by analyzing their evolutionary characteristics, then defined a physical effective correlation length (ECL) of the LRCS, which reflects the predictability of the LRCS, and find that the ECL has a better power law relation with the long range correlated exponent (LRCE) of the LRCS. We apply the power law relation between...
In this paper, we have studied electroencephalogram (EEG) activity of schizophrenia patients, in resting eyes closed condition, with detrended fluctuation analysis (DFA). The DFA gives information about scaling and long-range correlations in time series. We computed DFA exponents from 30 scalp locations of 18 male neuroleptic-naïve, recent-onset schizophrenia (NRS) subjects and 15 healthy male control...
We calculate the Hurst exponent H(t) of several time series by dynamical implementation of a scaling technique: the detrending moving average (DMA). In order to assess the accuracy of the technique, we calculate the exponent H(t) for artificial series, simulating monofractal Brownian paths, with assigned Hurst exponents H. We next calculate the exponent H(t) for the return of high-frequency (tick-by-tick...
We study the statistics of excursions, defined as the number of beats to return to a local mean value in heartbeat interval time series from healthy subjects and patients with congestive heart failure (CHF). We find that the cumulative distributions of excursions (of size τ) are consistent with a stretched exponential function of the form G(τ) ~ e(aτb) with a and b constants. Also, we study the statistics...
This paper employ the detrended fluctuation analysis method to investigate the properties of the sunspot time series. The data is downloaded from SIDC's website observed from January, 1749 to March, 2009 through about 260 years. The different scaling exponents estimated by R/S method and DFA method indicate the different correlation in the sunspot data. The appearance of crossovers show the periodic...
In this paper we employ detrended fluctuation analysis (DFA) technique to estimate the local Hurst exponent of Shanghai stock exchange composite (SSEC) index, which is used to predict the crash or other drastic decreases in Chinese stock market. We assume the local Hurst exponent can be used to as a measurement of actual excitation or nervous state of the market before the displaying of market index...
Detrended fluctuation analysis (DFA) has been shown to be a useful tool for diagnosis of patients with cardiac diseases. The scaling exponents obtained with DFA are an indicator of power-law correlations in signal fluctuation, independently of signal amplitude and external trends. In this work, an approach based on DFA was proposed for analyzing heart rate variability (HRV) by means of RR series....
Detrended Fluctuation Analysis (DFA) aims to quantify the fractal correlation properties in nonstationary time series, and it has successfully been applied in the assessment of the Heart Rate Variability (HRV) for cardiac risk stratification purposes. However the physiological meaning of DFA indices and its relation with aging have not yet been completely established. Given that a loss of complexity...
The scaling properties of the time dynamics of Ultra Low Frequency (ULF) geomagnetic data observed during 2000 and 2001 at Izu Peninsula in Japan are analyzed. The 50 Hz data and then resampled at 1 Hz were used for the analysis performed in the present study. On the base of the detrended fluctuation analysis (DFA), which is a powerful tool to detect and investigate time-scaling behavior in nonstationary...
Heart rate variability (HRV) data display non-stationary characteristics and exhibit long-range correlation (memory). Detrended fluctuation analysis (DFA) has become a widely-used technique for long memory estimation in non-stationary HRV data. Recently, we have proposed an alternative approach based on fractional integrated autoregressive moving average (ARFIMA) models. ARFIMA models, combined with...
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