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Spurious Results of Fluctuation Analysis Techniques in Magnitude and Sign Correlations

2017 Entropy  
Fluctuation Analysis (FA) and specially Detrended Fluctuation Analysis (DFA) are techniques commonly used to quantify correlations and scaling properties of complex time series such as the observable outputs  ...  the reason for the FA and DFA spurious results, which turns out to be an intrinsic property of both techniques when applied to sign and magnitude series.  ...  Conflicts of Interest: The authors declare no conflict of interest.  ... 
doi:10.3390/e19060261 fatcat:6d54bugxtnepjmh53mroo66ol4

Characterization of sleep stages by correlations in the magnitude and sign of heartbeat increments

Jan W. Kantelhardt, Yosef Ashkenazy, Plamen Ch. Ivanov, Armin Bunde, Shlomo Havlin, Thomas Penzel, Jörg-Hermann Peter, H. Eugene Stanley
2002 Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics  
We study correlation properties of the magnitude and the sign of the increments in the time intervals between successive heartbeats during light sleep, deep sleep, and REM sleep using the detrended fluctuation  ...  In contrast, we find long-range positive correlations in the magnitude time series, which are strong during REM sleep and weaker during light sleep.  ...  The healthy volunteers were recorded as part of the SIESTA project funded by the European Union Grant No. Biomed-2-BMH4-CT97-2040.  ... 
doi:10.1103/physreve.65.051908 pmid:12059594 fatcat:fa3wxshwmnf4bkm7n5uhq2b6se

The nonlinear analysis of horizontal oil-water two-phase flow in a small diameter pipe

Lu-Sheng Zhai, Panagiota Angeli, Ning-De Jin, Da-Shi Zhou, Lei Zhu
2017 International Journal of Multiphase Flow  
The multiscale power-law correlations of the oil-water flow structures are investigated using Detrended Fluctuation Analysis (DFA) based on the magnitude and sign decomposition of the raw signals.  ...  The analysis reveals the scaling behaviour of different flow structures; five conductive flow patterns are indentified based on the magnitude and sign scaling exponents at different time scales.  ...  In this study, magnitude and sign Detrended Fluctuation Analysis (DFA) is used to uncover the nonlinear characteristics of the multi-scale flow structures.  ... 
doi:10.1016/j.ijmultiphaseflow.2017.02.006 fatcat:hs7a7wmxibbuhhdkk564osb6je

Distant Galaxy Clusters Identified from Optical Background Fluctuations

Dennis Zaritsky, Amy E. Nelson, Julianne J. Dalcanton, Anthony H. Gonzalez
1997 Astrophysical Journal  
The detections described here are the first in a survey that covers a total of nearly 140 sq. degrees of the sky and should yield, if these preliminary results are representative, over 300 such clusters  ...  The identification of such clusters from low surface brightness fluctuations provides a complementary alternative to classic selection methods based on overdensities of resolved galaxies, and enables us  ...  Our results demonstrate that the technique based on surface-brightness fluctuations is a viable and efficient way to detect clusters out to beyond z ϭ 1.  ... 
doi:10.1086/310625 fatcat:g5mzrikv7fguvlbeejimf247l4

Experimental confirmation of long-memory correlations in star-wander data [article]

Luciano Zunino, Damián Gulich, Gustavo Funes, Aziz Ziad
2014 arXiv   pre-print
In this letter we have analyzed the temporal correlations of the angle-of-arrival fluctuations of stellar images.  ...  This algorithm is able to discriminate the presence of fractal and multifractal structures in recorded time sequences.  ...  These results confirm the existence of a spurious multifractality in monofractal long-range correlated time series due to finite-size effects.  ... 
arXiv:1406.7706v1 fatcat:xiefkljk7zeinllap3pgkqh4ka

Applications of broadband radio signals for diagnostics of electron density profile dynamics and spatial plasma motion in the HF-pumped ionosphere

Alexey Shindin, Evgeny Sergeev, Savely Grach
2011 2011 XXXth URSI General Assembly and Scientific Symposium  
Horizontal velocity data are obtained by means of correlation analysis of reflected signals received by diversity technique.  ...  A technique for studying inhomogeneous structure and motions in the ionosphere by measurements of wideband pulse radio signal amplitude and phase characteristics is developed and tested in investigations  ...  Acknowledgments The work was supported by RFBR grants 09-02-01150 and 11-02-00125.  ... 
doi:10.1109/ursigass.2011.6051123 fatcat:fzpzefoh7zf6jmm44b536qr3sm

Scaling of seismic memory with earthquake size

Zeyu Zheng, Kazuko Yamasaki, Joel Tenenbaum, Boris Podobnik, Yoshiyasu Tamura, H. Eugene Stanley
2012 Physical Review E  
We explore the question of seismic memory through use of mean conditional intervals and detrended fluctuation analysis (DFA).  ...  We find size-dependence in earthquake auto-correlations---as earthquake size increases, both of these correlation behaviors strengthen.  ...  We also thank the National Science Foundation, the Keck Foundation, DTRA and ONR, and the Ministry of Science of Croatia for financial support.  ... 
doi:10.1103/physreve.86.011107 pmid:23005368 fatcat:pvl3ludexzfvhcb2k2zfwduse4

Correlations in magnitude series to assess nonlinearities: Application to multifractal models and heartbeat fluctuations

Pedro A. Bernaola-Galván, Manuel Gómez-Extremera, A. Ramón Romance, Pedro Carpena
2017 Physical review. E  
The correlation properties of the magnitudes of a time series (sometimes called volatility) are associated with nonlinear and multifractal properties and have been applied in a great variety of fields.  ...  Here, we have obtained analytically the expression of the autocorrelation of the magnitude series of a linear Gaussian noise as a function of its correlation as well as several analytical relations involving  ...  For example, two widely used techniques like Fluctuation Analysis (FA) or Detrended Fluctuation Analysis (DFA) [28] wrongly classify as "white noise" the magnitude series of Gaussian noises with H <  ... 
doi:10.1103/physreve.96.032218 pmid:29347013 fatcat:v254lckq3banne3n43rbkrejvu

Are Hurst exponents estimated from short or irregular time series meaningful?

Sergei Katsev, Ivan L'Heureux
2003 Computers & Geosciences  
We show that several time series analysis methods that are often used for detecting self-affine fractal scaling and determining Hurst exponents in data sets may lead to spurious results when applied to  ...  Users should be aware of these caveats when interpreting the results of short time series analysis. r  ...  Acknowledgements The authors wish to thank the Natural Science and Engineering Research Council of Canada and the Ministry of Training, Colleges and Universities of Ontario for financial support.  ... 
doi:10.1016/s0098-3004(03)00105-5 fatcat:5nl4gibwszcahcoi7gdyshgk5a

Anticorrelations in resting state networks without global signal regression

Xiaoqian J. Chai, Alfonso Nieto Castañón, Dost Öngür, Susan Whitfield-Gabrieli
2012 NeuroImage  
technique to remove physiological and other noise in resting-state fMRI signal.  ...  Our results suggest that anticorrelations observed in resting-state connectivity are not an artifact introduced by global signal regression and might have biological origins, and that the CompCor method  ...  Öngür) from the National Institute of Mental Health and by the Poitras Center for Affective Disorders Research at the McGovern Institute for Brain Research at MIT.  ... 
doi:10.1016/j.neuroimage.2011.08.048 pmid:21889994 pmcid:PMC3230748 fatcat:hj4h7b4ztvfynh7mmgh2czv4sy

Spatio-temporal image correlation spectroscopy and super-resolution microscopy to quantify molecular dynamics in T cells

George W. Ashdown, Dylan M. Owen
2018 Methods  
Paul Wiseman and Dr Elvis Pandzic for the development of the STICS algorithm and software. We acknowledge funding from ERC starting Grant #337187.  ...  Acknowledgements The authors acknowledge use of the Nikon Imaging Centre (NIC) at King's College London for use of the SIM microscope. We acknowledge Prof.  ...  Classically, this results in increasing the size of the subregion, thereby increasing the number of fluctuations per frame.  ... 
doi:10.1016/j.ymeth.2018.01.017 pmid:29410223 fatcat:3jfo65cimrdlrm3rolpj47kfku

Phase based venous suppression in resting-state BOLD GE-fMRI

Andrew T. Curtis, R. Matthew Hutchison, Ravi S. Menon
2014 NeuroImage  
and the correlations between the network nodes.  ...  This allows for post-processing identification and removal of venous signals using a phase regressor technique.  ...  Through the linear fit, the sign of this phase offset is taken into account, resulting in all anti-correlated phase time-courses being "flipped" in the phase regressor dataset.  ... 
doi:10.1016/j.neuroimage.2014.05.079 pmid:24907484 fatcat:jj7u7sxol5fmjb25kxey7c4abm

On the long-term correlations and multifractal properties of electric arc furnace time series [article]

Lorenzo Livi, Enrico Maiorino, Antonello Rizzi, Alireza Sadeghian
2015 arXiv   accepted
In this paper, we study long-term correlations and multifractal properties elaborated from time series of three-phase current signals coming from an industrial electric arc furnace plant.  ...  Time series are then filtered via a Fourier-based analysis, removing hence such strong periodicities. In the filtered time series we detected long-term, positive correlations.  ...  Results and discussion Our data consists in three current time series, each related to one of the three phases of the EAF under analysis [31] .  ... 
arXiv:1503.03332v3 fatcat:ymhcrzxutnai3euq3hlticwx5u

Evaluating the Influence of Spatial Resampling for Motion Correction in Resting-State Functional MRI

Lisha Yuan, Hongjian He, Han Zhang, Jianhui Zhong
2016 Frontiers in Neuroscience  
The fluctuation amplitude of spurious variance was first investigated using a set of simulated images with estimated motion parameters from a real dataset, and regions more likely to be affected by spatial  ...  In the last part of this study, four popular motion regression approaches were applied respectively and their performance in reducing spurious variance was compared.  ...  for the framework and academic writing of the manuscript.  ... 
doi:10.3389/fnins.2016.00591 pmid:28082860 pmcid:PMC5186805 fatcat:ia5jvkxwt5grlafw7yygp4zw2u

Real-time, adaptive, model-independent control of low-dimensional chaotic and nonchaotic dynamical systems

D.J. Christini, J.J. Collins
1997 IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications  
We show that this technique is adaptive to system nonstationarities, robust to noise, and capable of stabilizing higher-order unstable periodic orbits.  ...  Here we develop a model-independent control technique, for chaotic and nonchaotic low-dimensional dynamical systems, that operates in realtime (i.e., it does not require a learning stage).  ...  The authors are with the Department of Biomedical Engineering, Boston University, Boston, MA 02215 USA (e-mail:;  ... 
doi:10.1109/81.633896 fatcat:lsckrrm36vcsfcvkkox7ap3fpu
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