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2013 | 123 | 3 | 597-603
Article title

Effect of Detrending on Multifractal Characteristics

Content
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EN
Abstracts
EN
Different variants of multifractal detrended fluctuation analysis technique are applied in order to investigate various (artificial and real-world) time series. Our analysis shows that the calculated singularity spectra are very sensitive to the order of the detrending polynomial used within the multifractal detrended fluctuation analysis method. The relation between the width of the multifractal spectrum (as well as the Hurst exponent) and the order of the polynomial used in calculation is evident. Furthermore, type of this relation itself depends on the kind of analyzed signal. Therefore, such an analysis can give us some extra information about the correlative structure of the time series being studied.
Keywords
EN
Year
Volume
123
Issue
3
Pages
597-603
Physical description
Dates
published
2013-03
References
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Document Type
Publication order reference
YADDA identifier
bwmeta1.element.bwnjournal-article-appv123n318kz
Identifiers
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