In this paper, we have modified the Detrended Fluctuation Analysis (DFA) using the ternary
Cantor set. We propose a modification of the DFA algorithm, Cantor DFA (CDFA), which …

Mouse tracking is an important source of data in cognitive science. Most contemporary
mouse tracking studies use binary-choice tasks and analyze the curvature or velocity of an …

In this article, we introduce the multifractal conditional diffusion entropy method for analyzing
the volatility of financial time series. This method utilizes aq-order diffusion entropy based on …

In the article, a comparative analysis is performed regarding the accuracy parameter in
determining the degree of self-similarity of fractal processes between the following methods …

In this work, we determine appropriate background driving processes for the 3-component
superposed Ornstein-Uhlenbeck model by analyzing the fractal characteristics of the data …

In this work, we applied the multifractal detrended fluctuation analysis (MFDA) to analyze the
highly irregular behavior or volatility clustering of daily COVID-19 cases in the United States …

The study uses various methods to compare the scaling parameters and long-term memory
behavior of financial and geophysical time series. The Cantor Detrended Fluctuation …

The Hurst exponent measures a time series' tendency to regress substantially to the mean or
cluster in a certain direction also known as long-memory behavior. The Detrended …