2013/07/13 by Grzegorz Pamuła, Pamuła, Grzegorz, Dariusz Grech +1
Computer Science · Economics, Econometrics and Finance · Physics and Astronomy · #Chaos control and synchronization #Complex Systems and Time Series Analysis #Data Analysis #FOS: Physical sciences #Nonlinear Dynamics and Pattern Formation #Statistics and Probability (physics.data-an)
paper · pdf · doi:10.48550/arxiv.1307.3653
openalex publication_date 2013/07/13 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/03
We focus on the importance of q moments range used within multifractal detrended fluctuation analysis (MFDFA) to calculate the generalized Hurst exponent spread and multifractal properties of signals. Different orders of detrending polynomials are also discussed. In particular, we analyze quantitatively the corrections to the spread of generalized Hurst exponent profile Δh allowing to extend the previously found by us formulas for large q, describing the level of artificial multiscaling in finite signals, to arbitrary narrower range of q moments used in MFDFA technique in distinct applications.