Effect of Detrending on Multifractal Characteristics

• Authors: P. Oświęcimka , S. Drożdż , J. Kwapień , A. Górski
• Languages of publication: 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

05.45.Df; 05.45.Tp; 89.75.-k

Discipline

• 05.45.Df: Fractals(see also 47.53.+n Fractals in fluid dynamics; 61.43.Hv Fractals; macroscopic aggregates in structure of solids)
• 89.75.-k: Complex systems(for complex chemical systems, see 82.40.Qt; for biological complexity, see 87.18.-h)
• 05.45.Tp: Time series analysis

• Publisher: Institute of Physics, Polish Academy of Sciences
• Journal: Acta Physica Polonica A
• Year: 2013
• Volume: 123
• Issue: 3
• Pages: 597-603

Dates

published

2013-03

Contributors

author

P. Oświęcimka

• Institute of Nuclear Physics, Polish Academy of Sciences, Kraków, Poland

author

S. Drożdż

• Institute of Nuclear Physics, Polish Academy of Sciences, Kraków, Poland
• Faculty of Physics, Mathematics and Computer Science, Cracow University of Technology, Kraków, Poland

author

J. Kwapień

• Institute of Nuclear Physics, Polish Academy of Sciences, Kraków, Poland

author

A. Górski

• Institute of Nuclear Physics, Polish Academy of Sciences, Kraków, Poland

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Identifiers

DOI

10.12693/APhysPolA.123.597