Detecting long-range correlations of traffic time series with multifractal detrended fluctuation analysis

By Pengjian Shang, Yongbo Lu, Santi Kamae. 2008

176 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistical and Nonlinear Physics, Signal Processing

View Paper: https://www.semanticscholar.org/paper/ebc9b799ff20af9145b8cd1f974ba9734d15be0c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Patrice Abry
2. Luciano Zunino
3. D. Pérez
4. Roberto F. Leonarduzzi
5. María Eugenia Torres
6. Stéphane G. Roux
7. Clothilde Mélot
8. Herwig Wendt

In Statistical and Nonlinear Physics

1. Luciano Zunino
2. Patrice Abry
3. Stéphane Jaffard
4. Benjamin Miranda Tabak
5. D. Pérez
6. Wei‐Xing Zhou

In Signal Processing

1. Luciano Zunino
2. María Eugenia Torres
3. Benjamin Miranda Tabak
4. Stéphane G. Roux

Citations in the corpus

• A multifractal approach for stock market inefficiency (2008, methodology): “It has been successfully applied in different and heterogeneous scientific fields to studymultifractality [33–38].”
• p-exponent and p-leaders, Part II: Multifractal Analysis. Relations to Detrended Fluctuation Analysis (2015, background): “, [57, 58, 59, 60, 61, 62]), thus empirically justifying a posteriori the choice of Tmfd as a relevant multiresolution quantity for multifractal analysis.”