搜索结果: 1-5 共查到“经济学 fluctuation analysis”相关记录5条 . 查询时间(0.05 秒)
On the scaling ranges of detrended fluctuation analysis for long-memory correlated short series of data
scaling range detrended fluctuation analysis Hurst exponent power laws time series long memory econophysics complex systems
2012/9/14
We examine the scaling regime for the detrended fluctuation analysis (DFA) -the most popular method used to detect the presence of long memory in data and
the fractal structure of time series. First,...
Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals
Rescaled range analysis detrended fluctuation analysis Hurst exponent
2010/12/6
We focus on finite sample properties of two mostly used methods of Hurst exponent H estimation—rescaled range analysis (R/S) and detrended fluctuation analysis (DFA). Even though both methods have bee...
Modified detrended fluctuation analysis based on empirical mode decomposition
Modified detrended empirical mode decomposition
2010/11/1
Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating
the power-law long-term correlations of non-stationary time series, in which a detrending step is necessar...
Detrended fluctuation analysis of intertrade durations
Detrended fluctuation analysis intertrade durations
2010/12/20
The intraday pattern, long memory, and multifractal nature of the intertrade durations, which are defined as the waiting times between two consecutive transactions, are investigated based upon the li...
Comparison of detrending methods for fluctuation analysis
Comparison detrending methods fluctuation analysis
2010/12/17
We examine several recently suggested methods for the detection of long-range correlations in data series based on similar ideas as the well-established Detrended Fluctuation Analysis (DFA). In partic...