Sign Retention in Classical MF-DFA
In this paper, we propose a one-dimensional (1D) multifractal sign retention detrending fluctuation analysis algorithm (MF-S-DFA). The proposed method is based on conventional multifractal detrending fluctuation analysis (MF-DFA). As negative values may exist in the calculation in the original MF-DF...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-06-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/6/7/365 |