Crossover detection based on variances of slope differences for multi-fractal detrended fluctuation analysis (MF-DFA)
Soledad Moreno-Pulido,
Juan Carlos de la Torre,
Patricia Ruiz
et al.
Abstract:Multi-fractal detrended fluctuation analysis (MF-DFA) describes long-range correlations across scales in time series in terms of the linear fittings of the fluctuation functions $$F_q(s)$$
F
q
(
s
)
for every moment q considered. It is relatively common to find time scales, also called cro… Show more
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