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Spurious Results of Fluctuation Analysis Techniques in Magnitude and Sign Correlations
2017
Entropy
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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
2002
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
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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
2017
International Journal of Multiphase Flow
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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
1997
Astrophysical Journal
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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]
2014
arXiv
pre-print
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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
2011
2011 XXXth URSI General Assembly and Scientific Symposium
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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
2012
Physical Review E
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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
2017
Physical review. E
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2017 pre-print arXiv:1705.10995v1 fatcat:ocwin3af4bfhtprya7nkltq6bmOther Versions
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?
2003
Computers & Geosciences
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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
2012
NeuroImage
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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
2018
Methods
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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
2014
NeuroImage
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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]
2015
arXiv
accepted
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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
2016
Frontiers in Neuroscience
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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
1997
IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications
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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: dchristi@mail.med.cornell.edu; collins@enga.bu.edu). ...
doi:10.1109/81.633896
fatcat:lsckrrm36vcsfcvkkox7ap3fpu
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