Fractal and Multifractal Time Series
نویسنده
چکیده
5 Methods for Non-Stationary Fractal Time-Series Analysis 15 5.1 Wavelet Analysis . . . . . . . . . . . . . . . . . . . . . . . . . 15 5.2 Discrete Wavelet Transform (WT) Approach . . . . . . . . . . 16 5.3 Detrended Fluctuation Analysis (DFA) . . . . . . . . . . . . . 16 5.4 Detection of Trends and Crossovers with DFA . . . . . . . . . 19 5.5 Sign and Magnitude (Volatility) DFA . . . . . . . . . . . . . . 21 5.6 Further Detrending Approaches . . . . . . . . . . . . . . . . . 22 5.7 Centered Moving Average (CMA) Analysis . . . . . . . . . . . 25
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