In a recent work Manimaran et al. [Manimaran et al., Phys. Rev. E 72, 046120 (2005)] propose to use multiresolution Daubechies (DB) wavelets to (detrend) remove the low frequency trends and subsequently to quantify the multifractal structure in a given time series. In this comment, by applying DB wavelets to the long range correlated data we show that in the presence of linear trends, the wavelets could not able to distinguish the correlations from trends. As the DB wavelets based detrending will not be able to quantify the correlations masked by trends, its multifractal extension can not always yield a correct estimate of the multifractal spectrum of the given data
Detrended Fluctuation Analysis (DFA) has become a standard method to quantify the correlations and s...
Multifractal analysis studies signals, functions, images or fields via the fluctuations of their loc...
doi:10.1088/1742-5468/2006/02/P02003 Abstract. We use multifractal detrended fluctuation analysis (M...
We develop a method for the multifractal characterization of nonstationary time series, which is bas...
"In 2005, Nagler and Claussen (Phys. Rev. E 71, 067103 (2005)) investigated the time series of the e...
We study and compare the self-similar properties of the fluctuations, as extracted through wavelet c...
Based on the rigorous mathematical arguments formulated within the Multifractal Detrended Fluctuatio...
Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulu...
The first paper describes an alternative approach for testing the existence of trend among time seri...
The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation a...
We show how wavelet techniques allow to derive irregularity properties of functions on two particula...
A technique termed gradual multifractal reconstruction (GMR) is formulated. A continuum is defined f...
A technique termed gradual multifractal reconstruction (GMR) is formulated. A continuum is defined f...
We study the statistical performance of multiresolution-based estimation procedures for the scaling ...
In 2005, Nagler and Claussen (Phys. Rev. E, 71 (2005) 067103) investigated the time series of the el...
Detrended Fluctuation Analysis (DFA) has become a standard method to quantify the correlations and s...
Multifractal analysis studies signals, functions, images or fields via the fluctuations of their loc...
doi:10.1088/1742-5468/2006/02/P02003 Abstract. We use multifractal detrended fluctuation analysis (M...
We develop a method for the multifractal characterization of nonstationary time series, which is bas...
"In 2005, Nagler and Claussen (Phys. Rev. E 71, 067103 (2005)) investigated the time series of the e...
We study and compare the self-similar properties of the fluctuations, as extracted through wavelet c...
Based on the rigorous mathematical arguments formulated within the Multifractal Detrended Fluctuatio...
Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulu...
The first paper describes an alternative approach for testing the existence of trend among time seri...
The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation a...
We show how wavelet techniques allow to derive irregularity properties of functions on two particula...
A technique termed gradual multifractal reconstruction (GMR) is formulated. A continuum is defined f...
A technique termed gradual multifractal reconstruction (GMR) is formulated. A continuum is defined f...
We study the statistical performance of multiresolution-based estimation procedures for the scaling ...
In 2005, Nagler and Claussen (Phys. Rev. E, 71 (2005) 067103) investigated the time series of the el...
Detrended Fluctuation Analysis (DFA) has become a standard method to quantify the correlations and s...
Multifractal analysis studies signals, functions, images or fields via the fluctuations of their loc...
doi:10.1088/1742-5468/2006/02/P02003 Abstract. We use multifractal detrended fluctuation analysis (M...