Multifractal detrended fluctuation analysis of nonstationary time series

Physica A: Statistical Mechanics and its Applications - Tập 316 Số 1-4 - Trang 87-114 - 2002
Jan W. Kantelhardt1,2, Stephan Zschiegner3, Eva Koscielny–Bunde2,4, Shlomo Havlin5,2, Armin Bunde3, H. Eugene Stanley1
1Department of Physics, Center for Polymer Studies, Boston University, Boston, MA 02215, USA
2Institut für Theoretische Physik III, Justus-Liebig-Universität Giessen, Heinrich-Buff-Ring 16, D-35392 Giessen, Germany
3Institut für Theoretische Physik III, Justus-Liebig Universität Giessen, Heinrich-Buff-Ring 16, D-35392 Giessen, Germany
4Potsdam Institute for Climate Impact Research, P.O. Box 60 12 03, D-14412 Potsdam, Germany
5Department of Physics and Gonda-Goldschmied-Center for Medical Diagnosis, Bar-Ilan University, Ramat-Gan 52900, Israel

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