Abstract—A short review of an algorithm, called Detrending Moving Average, to estimate the Hurst exponent H of fractals with arbitrary dimension is presented. Therefore, it has the ability to quantify temporal and spatial long-range dependence of fractal sets. Moreover, the method, in addition to accomplish accurate and fast estimates of H, can provide interesting clues between fractal properties, self-organized criticality and entropy of long-range correlated fractal sets. I
The authors present a tutorial description of adaptive fractal analysis (AFA). AFA utilizes an adapt...
When investigating fractal phenomena, the following questions are fundamental for the applied resear...
The authors present a tutorial description of adaptive fractal analysis (AFA). AFA utilizes an adapt...
For the past few decades mathematicians and physicists have been paying more attention to fractals i...
The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term c...
Fractal behavior and long-range dependence have been observed in an astonishing number of physical, ...
Fractal behavior and long-range dependence have been observed in an astonishing number of physical, ...
Fractal behavior and long-range dependence have been observed in an astonishing number of physical, ...
ABSTRACT: In this paper we explore the informative content of time dependent Hurst expo-nents, separ...
In this paper, three new algorithms are introduced in order to explore long memory in financial time...
Stochastic fractal signals can be characterized by the Hurst coefficient H, which is related to the ...
Stochastic fractal signals can be characterized by the Hurst coefficient H, which is related to the ...
Scale invariance has been found to empirically hold for a number of complex systems. The correct eva...
Scale invariance has been found to empirically hold for a number of complex systems. The correct eva...
The authors present a tutorial description of adaptive fractal analysis (AFA). AFA utilizes an adapt...
The authors present a tutorial description of adaptive fractal analysis (AFA). AFA utilizes an adapt...
When investigating fractal phenomena, the following questions are fundamental for the applied resear...
The authors present a tutorial description of adaptive fractal analysis (AFA). AFA utilizes an adapt...
For the past few decades mathematicians and physicists have been paying more attention to fractals i...
The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term c...
Fractal behavior and long-range dependence have been observed in an astonishing number of physical, ...
Fractal behavior and long-range dependence have been observed in an astonishing number of physical, ...
Fractal behavior and long-range dependence have been observed in an astonishing number of physical, ...
ABSTRACT: In this paper we explore the informative content of time dependent Hurst expo-nents, separ...
In this paper, three new algorithms are introduced in order to explore long memory in financial time...
Stochastic fractal signals can be characterized by the Hurst coefficient H, which is related to the ...
Stochastic fractal signals can be characterized by the Hurst coefficient H, which is related to the ...
Scale invariance has been found to empirically hold for a number of complex systems. The correct eva...
Scale invariance has been found to empirically hold for a number of complex systems. The correct eva...
The authors present a tutorial description of adaptive fractal analysis (AFA). AFA utilizes an adapt...
The authors present a tutorial description of adaptive fractal analysis (AFA). AFA utilizes an adapt...
When investigating fractal phenomena, the following questions are fundamental for the applied resear...
The authors present a tutorial description of adaptive fractal analysis (AFA). AFA utilizes an adapt...
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