Nonlinear methods most applied to heart-rate time series: a review

T Henriques, M Ribeiro, A Teixeira, L Castro, L Antunes… - Entropy, 2020 - mdpi.com
The heart-rate dynamics are one of the most analyzed physiological interactions. Many
mathematical methods were proposed to evaluate heart-rate variability. These methods …

Fractal and multifractal time series

JW Kantelhardt - arXiv preprint arXiv:0804.0747, 2008 - arxiv.org
Data series generated by complex systems exhibit fluctuations on many time scales and/or
broad distributions of the values. In both equilibrium and non-equilibrium situations, the …

Interaction-dominant dynamics in human cognition: Beyond 1/ƒα fluctuation.

EAF Ihlen, B Vereijken - Journal of Experimental Psychology …, 2010 - psycnet.apa.org
It has been suggested that human behavior in general and cognitive performance in
particular emerge from coordination between multiple temporal scales. In this article, we …

A multifractal approach for stock market inefficiency

L Zunino, BM Tabak, A Figliola, DG Pérez… - Physica A: Statistical …, 2008 - Elsevier
In this paper, the multifractality degree in a collection of developed and emerging stock
market indices is evaluated. Empirical results suggest that the multifractality degree can be …

The components of empirical multifractality in financial returns

WX Zhou - Europhysics letters, 2009 - iopscience.iop.org
We perform a systematic investigation on the components of the empirical multifractality of
financial returns using the daily data of Dow Jones Industrial Average from 26 May 1896 to …

Levels of complexity in scale-invariant neural signals

PC Ivanov, QDY Ma, RP Bartsch, JM Hausdorff… - Physical Review E …, 2009 - APS
Many physical and physiological signals exhibit complex scale-invariant features
characterized by 1/f scaling and long-range power-law correlations, indicating a possibly …

Common scaling patterns in intertrade times of US stocks

PC Ivanov, A Yuen, B Podobnik, Y Lee - Physical Review E, 2004 - APS
We analyze the sequence of time intervals between consecutive stock trades of thirty
companies representing eight sectors of the US economy over a period of 4 yrs. For all …

Nonlinearity and multifractality of climate change in the past 420,000 years

Y Ashkenazy, DR Baker, H Gildor… - Geophysical research …, 2003 - Wiley Online Library
Evidence of past climate variations are stored in polar ice caps and indicate glacial‐
interglacial cycles of∼ 100 kyr. Using advanced scaling techniques we study the long …

Multifractal detrended fluctuation analysis of human gait diseases

S Dutta, D Ghosh, S Chatterjee - Frontiers in physiology, 2013 - frontiersin.org
In this paper multifractal detrended fluctuation analysis (MFDFA) is used to study the human
gait time series for normal and diseased sets. It is observed that long range correlation is …

Fractal analysis of river flow fluctuations

MS Movahed, E Hermanis - Physica A: Statistical Mechanics and its …, 2008 - Elsevier
We use some fractal analysis methods to study river flow fluctuations. The result of the
Multifractal Detrended Fluctuation Analysis (MF-DFA) shows that there are two crossover …