Seismic attributes have been widely used in oil and gas exploration and development. However, owing to the complexity of seismic wave propagation in subsurface media, the limitations of the seismic data acquisition sy...Seismic attributes have been widely used in oil and gas exploration and development. However, owing to the complexity of seismic wave propagation in subsurface media, the limitations of the seismic data acquisition system, and noise interference, seismic attributes for seismic data interpretation have uncertainties. Especially, the antinoise ability of seismic attributes directly affects the reliability of seismic interpretations. Gray system theory is used in time series to minimize data randomness and increase data regularity. Detrended fluctuation analysis （DFA） can effectively reduce extrinsic data tendencies. In this study, by combining gray system theory and DFA, we propose a new method called gray detrended fluctuation analysis （GDFA） for calculating the fractal scaling exponent. We consider nonlinear time series generated by the Weierstrass function and add random noise to actual seismic data. Moreover, we discuss the antinoise ability of the fractal scaling exponent based on GDFA. The results suggest that the fractal scaling exponent calculated using the proposed method has good antinoise ability. We apply the proposed method to 3D poststack migration seismic data from southern China and compare fractal scaling exponents calculated using DFA and GDFA. The results suggest that the use of the GDFA-calculated fractal scaling exponent as a seismic attribute can match the known distribution of sedimentary facies.展开更多
In the paper we use detrended cross-correlation analysis （DCCA） to study the electroencephalograms of healthy young subjects and healthy old subjects. It is found that the cross-correlation between different leads o...In the paper we use detrended cross-correlation analysis （DCCA） to study the electroencephalograms of healthy young subjects and healthy old subjects. It is found that the cross-correlation between different leads of a healthy young subject is larger than that of a healthy old subject. It was shown that the cross-correlation relationship decreases with the aging process and the phenomenon can help to diagnose whether the subject＇s brain function is healthy or not.展开更多
We analyze the correlation properties of the Erd6s-Rdnyi random graph （RG） and the Barabdsi-Albert scale-free network （SF） under the attack and repair strategy with detrended fluctuation analysis （DFA）. The maxi...We analyze the correlation properties of the Erd6s-Rdnyi random graph （RG） and the Barabdsi-Albert scale-free network （SF） under the attack and repair strategy with detrended fluctuation analysis （DFA）. The maximum degree kmax, representing the local property of the system, shows similar scaling behaviors for random graphs and scale-free networks. The fluctuations are quite random at short time scales but display strong anticorrelation at longer time scales under the same system size N and different repair probability pre. The average degree 〈k〉, revealing the statistical property of the system, exhibits completely different scaling behaviors for random graphs and scale-free networks. Random graphs display long-range power-law correlations. Scale-free networks are uncorrelated at short time scales; while anticorrelated at longer time scales and the anticorrelation becoming stronger with the increase of pre.展开更多
Multifractal detrended fluctuation analysis （MF-DFA） is a relatively new method of multifractal analysis. It is extended from detrended fluctuation analysis （DFA）, which was developed for detecting the long-range ...Multifractal detrended fluctuation analysis （MF-DFA） is a relatively new method of multifractal analysis. It is extended from detrended fluctuation analysis （DFA）, which was developed for detecting the long-range correlation and the fractal properties in stationary and non-stationary time series. Although MF-DFA has become a widely used method, some relationships among the exponents established in the original paper seem to be incorrect under the general situation. In this paper, we theoretically and experimentally demonstrate the invalidity of the expression r（q） = qh（q） - 1 stipulating the relationship between the multifractal exponent T（q） and the generalized Hurst exponent h（q）. As a replacement, a general relationship is established on the basis of the universal multifractal formalism for the stationary series as .t-（q） = qh（q） - qH - 1, where H is the nonconservation parameter in the universal multifractal formalism. The singular spectra, a and f（a）, are also derived according to this new relationship.展开更多
Epilepsy is a medical condition that produces seizures affecting a variety of mental and physical functions. Seizures can last from a few seconds to a few minutes. They can have many symptoms, from convulsions and los...Epilepsy is a medical condition that produces seizures affecting a variety of mental and physical functions. Seizures can last from a few seconds to a few minutes. They can have many symptoms, from convulsions and loss of consciousness to blank staring, lip smacking, or jerking movements of arms and legs. If early warning signals of an upcoming seizure (diagnosis of preictal period) are detected, proper treatment can be applied to the patient to help prevent the seizure. In this research, an epileptic disorder has been divided into three subsets: Normal, Preictal (just before the seizure), and Ictal (during seizure). By using Detrended Fluctuation Analysis (DFA), Bispectral Analysis (BIS), and Standard Deviation (SD) three features from single-channel EEG signals have been derived in the foresaid groups. A fuzzy classifier is used to separate the three groups which can successfully separate them with a separation degree of 100% and further a fuzzy inference engine is used to extract a Seizure Intensity Index (SII) from the Electroencephalogram (EEG) signals of the three different states. One can apparently see the distinction of SII amounts between the three states. It is more important when one remembers that these results are just from single-channel EEG signal.展开更多
We study the correlation between detrended fluctuation analysis（DFA） and the Lempel-Ziv complexity（LZC） in nonlinear time series analysis in this paper.Typical dynamic systems including a logistic map and a Duffin...We study the correlation between detrended fluctuation analysis（DFA） and the Lempel-Ziv complexity（LZC） in nonlinear time series analysis in this paper.Typical dynamic systems including a logistic map and a Duffing model are investigated.Moreover,the influence of Gaussian random noise on both the DFA and LZC are analyzed.The results show a high correlation between the DFA and LZC,which can quantify the non-stationarity and the nonlinearity of the time series,respectively.With the enhancement of the random component,the exponent α and the normalized complexity index C show increasing trends.In addition,C is found to be more sensitive to the fluctuation in the nonlinear time series than α.Finally,the correlation between the DFA and LZC is applied to the extraction of vibration signals for a reciprocating compressor gas valve,and an effective fault diagnosis result is obtained.展开更多
We present a multifractal detrended fluctuation analysis （MFDFA） of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the M...We present a multifractal detrended fluctuation analysis （MFDFA） of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the MFDFA shows that there exists obvious multifractal scaling behavior in produced time series. We compare the MFDFA results for original time series with those for shuffled series, and find that its multifractal nature is due to two factors： broadness of probability density function of the series and different correlations in small- and large-scale fluctuations. This may provide new insight to the problem of the origin of multifractality in financial time series.展开更多
A nonlinear method named detrended fluctuation analysis （DFA） was utilized to investigate the scaling behavior of the human electroencephalogram （EEG） in three emotional music conditions （fear, happiness, sadness...A nonlinear method named detrended fluctuation analysis （DFA） was utilized to investigate the scaling behavior of the human electroencephalogram （EEG） in three emotional music conditions （fear, happiness, sadness） and a rest condition （eyes-closed）. The results showed that the EEG exhibited scaling behavior in two regions with two scaling exponents β1 and β2 which represented the complexity of higher and lower frequency activity besides α band respectively. As the emotional intensity decreased the value of β1 increased and the value of β2 decreased. The change of β1 was weakly correlated with the ＇approach-withdrawal＇ model of emotion and both of fear and sad music made certain differences compared with the eyes-closed rest condition. The study shows that music is a powerful elicitor of emotion and that using nonlinear method can potentially contribute to the investigation of emotion.展开更多
With temperatures increasing as a result of global warming,extreme high temperatures are becoming more intense and more frequent on larger scale during summer in China.In recent years,a variety of researches have exam...With temperatures increasing as a result of global warming,extreme high temperatures are becoming more intense and more frequent on larger scale during summer in China.In recent years,a variety of researches have examined the high temperature distribution in China.However,it hardly considers the variation of temperature data and systems when defining the threshold of extreme high temperature.In order to discern the spatio-temporal distribution of extreme heat in China,we examined the daily maximum temperature data of 83 observation stations in China from 1950 to 2008.The objective of this study was to understand the distribution characteristics of extreme high temperature events defined by Detrended Fluctuation Analysis(DFA).The statistical methods of Permutation Entropy(PE)were also used in this study to analyze the temporal distribution.The results showed that the frequency of extreme high temperature events in China presented 3 periods of 7,10—13 and 16—20 years,respectively.The abrupt changes generally happened in the 1960s,the end of 1970s and early 1980s.It was also found that the maximum frequency occurred in the early 1950s,and the frequency decreased sharply until the late 1980s when an evidently increasing trend emerged.Furthermore,the annual averaged frequency of extreme high temperature events reveals a decreasing-increasing-decreasing trend from southwest to northeast China,but an increasing-decreasing trend from southeast to northwest China.And the frequency was higher in southern region than that in northern region.Besides,the maximum and minimum of frequencies were relatively concentrated spatially.Our results also shed light on the reasons for the periods and abrupt changes of the frequency of extreme high temperature events in China.展开更多
We use multifractal detrended fluctuation analysis （MF-DFA） method to investigate the multifractal behavior of the interevent time series in a modified Olami-Feder-Christensen （OFC） earthquake model on assortative...We use multifractal detrended fluctuation analysis （MF-DFA） method to investigate the multifractal behavior of the interevent time series in a modified Olami-Feder-Christensen （OFC） earthquake model on assortative scale-free networks. We determine generalized Hurst exponent and singularity spectrum and find that these fluctuations have multifraetal nature. Comparing the MF-DFA results for the original interevent time series with those for shuffled and surrogate series, we conclude that the origin of multifractality is due to both the broadness of probability density function and long-range correlation.展开更多
A systematic analysis of Shanghai and Japan stock indices for the period of Jan. 1984 to Dec. 2005 is performed. After stationarity is verified by ADF （Augmented Dickey-Fuller） test, the power spectrum of the data e...A systematic analysis of Shanghai and Japan stock indices for the period of Jan. 1984 to Dec. 2005 is performed. After stationarity is verified by ADF （Augmented Dickey-Fuller） test, the power spectrum of the data exhibits a power law decay as a whole characterized by 1/f^β processes with possible long range correlations. Subsequently, by using the method of detrended fluctuation analysis （DFA） of the general volatility in the stock markets, we find that the long-range correlations are occurred among the return series and the crossover phenomena exhibit in the results obviously.Further, Shanghai stock market shows long-range correlations in short time scale and shows short-range correlations in long time scale. Whereas, for Japan stock market, the data behaves oppositely absolutely. Last, we compare the varying of scale exponent in large volatility between two stock markets. All results obtained may indicate the possibility of characteristic of multifractal scaling behavior of the financial markets.展开更多
Detrended fluctuation analysis （DFA） is a method foro estimating the long-range power-law correlation exponent in noisy signals. It has been used successfully in many different fields, especially in the research of ...Detrended fluctuation analysis （DFA） is a method foro estimating the long-range power-law correlation exponent in noisy signals. It has been used successfully in many different fields, especially in the research of physiological signals. As an inherent part of these studies, quantization of continuous signals is inevitable. In addition, coarse-graining, to transfer original signals into symbol series in symbolic dynamic analysis, can also be considered as a quantization-like operation. Therefore, it is worth considering whether the quantization of signal has any effect on the result of DFA and if so, how large the effect will be. In this paper we study how the quantized degrees for three types of noise series （anti-correlated, uncorrelated and long-range power-law correlated signals） affect the results of DFA and find that their effects are completely different. The conclusion has an essential value in choosing the resolution of data acquisition instrument and in the processing of coarse-graining of signals.展开更多
Most of sleep disorders are diagnosed based on the sleep scoring and assessments. The purpose of this study is to combine detrended fluctuation analysis features and spectral features of single electroencephalograph (...Most of sleep disorders are diagnosed based on the sleep scoring and assessments. The purpose of this study is to combine detrended fluctuation analysis features and spectral features of single electroencephalograph (EEG) channel for the purpose of building an automated sleep staging system based on the hybrid prediction engine model. The testing results of the model were promising as the classification accuracies were 98.85%, 92.26%, 94.4%, 95.16% and 93.68% for the wake, non-rapid eye movement S1, non-rapid eye movement S2, non-rapid eye movement S3 and rapid eye movement sleep stages, respectively. The overall classification accuracy was 85.18%. We concluded that it might be possible to employ this approach to build an industrial sleep assessment system that reduced the number of channels that affected the sleep quality and the effort excreted by sleep specialists through the process of the sleep scoring.展开更多
Detrended fluctuation analysis （DFA） is fit for studies on the long-range exponential correlation of non-stationary time serial. In this paper, in order to find a hy- poxia adaptability evaluation criterion, the hea...Detrended fluctuation analysis （DFA） is fit for studies on the long-range exponential correlation of non-stationary time serial. In this paper, in order to find a hy- poxia adaptability evaluation criterion, the heart rate and SaO2 signals are analyzed by this method. The demarcate exponent about fit-good-group and fit-bad-group in hy- poxia and normal air are calculated and compared. The result shows a is different in different situation, the α in hypoxia is much higher than α of breath in normal air. And α of fit-good-group is higher than fit-bad-group. It shows that DFA could be a good criterion to analyze hypoxia adaptability, which is useful in the analysis of hypoxia phys- iology signal.展开更多
As an important component of secondary aerosols,sulfate plays a crucial role in regulating atmospheric radiative balance and influencing the secondary formation of ozone(O_(3)).In real atmosphere,atmospheric oxidants ...As an important component of secondary aerosols,sulfate plays a crucial role in regulating atmospheric radiative balance and influencing the secondary formation of ozone(O_(3)).In real atmosphere,atmospheric oxidants NO_(2)and O_(3)can promote the oxidation of SO_(2)to form sulfate(SO_(4)^(2−))through multiphase chemistry that occur at different time scales.Due to the combined impact of meteorology,pollution sources,atmospheric chemistry,etc.,time-scale dependence of SO_(2)-SO_(4)^(2−)conversion makes the impact of NO_(2)/O_(3)on it more complex.In this study,based on long-term time series(2013-2020)of air pollution variables from seven stations in Hong Kong,the Multifractal Detrended Cross-Correlation Analysis(MFDCCA)method has been employed to quantify the cross-correlations between SO_(2)and SO_(4)^(2−)in real atmosphere at different time scales,for examining the time-scale dependence of SO_(2)-SO_(4)^(2−)conversion efficiency.Furthermore,the Pearson correlation analysis has been used to study the influence of NO_(2)/O_(3)on SO_(2)-SO_(4)^(2−)conversion,and the regional and seasonal differences have been analyzed by considering factors such as meteorology,pollution sources,and regional transport.Changes in the main components of secondary aerosols are closely linked with the co-control of regional PM_(2.5)and O_(3).Therefore,the exploration of the impact of co-existing NO_(2)/O_(3)gases on the secondary formation of sulfates in real atmosphere is significant.展开更多
The complex dense-phase pneumatic conveying of pulverized coal process was studied using an electrical capacitance tomography(ECT) signal that represented the motion characteristics of gas-solid two-phase flow. The fl...The complex dense-phase pneumatic conveying of pulverized coal process was studied using an electrical capacitance tomography(ECT) signal that represented the motion characteristics of gas-solid two-phase flow. The fluctuation characteristics of conveying process signals are inseparable from the flow pattern. The denoised ECT signal and noise signal were obtained by db2 wavelet analysis. It was found that all noise signals were white Gaussian noise. Based on the assumption of the equal probability distribution of pulverized coal concentration, this paper proved that the time series distribution of pulverized coal concentration in the pipeline should obey the normal distribution. Furthermore, through the analysis of the distribution characteristics of the power spectral density function of denoised ECT signals of four flow patterns, they were α-dimensional fractal Brownian motion(fBm) signals, and the parameter α was estimated by the detrended fluctuation analysis. Based on the fBm characteristics of denoised ECT signals and white Gaussian noise, this paper proposed a method for calculating the pulverized coal concentration in the dense-phase pneumatic conveying. In addition to the method of concentration estimation with the significance of engineering guidance, this research can help people to further understand essential characteristics of ECT signals in the dense-phase pneumatic conveying.展开更多
The m-th order detrended Brownian motion is defined as the orthogonal component of projection of the standard Brownian motion onto the subspace spanned by polynomials of degree up to m. We obtain the Karhunen-Loeve ex...The m-th order detrended Brownian motion is defined as the orthogonal component of projection of the standard Brownian motion onto the subspace spanned by polynomials of degree up to m. We obtain the Karhunen-Loeve expansion for the process and establish a connection with the generalized （m-th order） Brownian bridge developed by MacNeill （1978） in the study of distributions of polynomial regression. The resulting distribution identity is also verified by a stochastic Fubini approach. As applications, large and small deviation asymptotic behaviors for the L2 norm are given.展开更多
This paper presents fault detection,classification,and location for a PV-Wind-based DC ring microgrid in the MATLAB/SIMULINK platform.Initially,DC fault signals are collected from local measurements to examine the out...This paper presents fault detection,classification,and location for a PV-Wind-based DC ring microgrid in the MATLAB/SIMULINK platform.Initially,DC fault signals are collected from local measurements to examine the outcomes of the proposed system.Accurate detection is carried out for all faults,(i.e.,cable and arc faults)under two cases of fault resistance and distance variation,with the assistance of primary and secondary detection techniques,i.e.second-order differential current derivatived2I3 dt2and sliding mode window-based Pearson’s correlation coefficient.For fault classification a novel approach using modified multifractal detrended fluctuation analysis(M-MFDFA)is presented.The advantage of this method is its ability to estimate the local trends of any order polynomial function with the help of polynomial and trigonometric functions.It also doesn’t require any signal processing algorithm for decomposition resulting and this results in a reduction of computational burden.The detected fault signals are directly passed through the M-MFDFA classifier for fault type classification.To enhance the performance of the proposed classifier,statistical data is obtained from the M-MFDFA feature vectors,and the obtained data is plotted in 2-D and 3-D scatter plots for better visualization.Accurate fault distance estimation is carried out for all types of faults in the DC ring bus microgrid with the assistance of recursive least squares with a forgetting factor(FF-RLS).To verify the performance and superiority of the proposed classifier,it is compared with existing classifiers in terms of features,classification accuracy(CA),and relative computational time(RCT).展开更多
In recent years, the popular multifractal detrended fluctuation analysis （MF-DFA） is extended to two-dimensional （2D） version, which has been applied in some field of image processing. In this paper, based on the ...In recent years, the popular multifractal detrended fluctuation analysis （MF-DFA） is extended to two-dimensional （2D） version, which has been applied in some field of image processing. In this paper, based on the 2D MF-DFA, a novel multifractal estimation method for images, which we called the local multifractal detrended fluctuation analysis （LMF-DFA）, is proposed to recognize and distinguish 20 types of tea breeds. A set of new multifractal descriptors, namely the local multifractal fluctuation exponents is defined to portray the local scaling properties of a surface. After collecting 10 tea leaves for each breed and photographing them to standard images, the LMF-DFA method is used to extract characteristic parameters for the images. Our analysis finds that there are significant differences among the different tea breeds＇ characteristic parameters by analysis of variance. Both the proposed LMF-DFA exponents and another classic parameter, namely the exponent based on capacity measure method have been used as features to distinguish the 20 tea breeds. The comparison results illustrate that the LMF-DFA estimation can differentiate the tea breeds more effectively and provide more satisfactory accuracy.展开更多
Multi-scale properties of Reynolds stress in decaying turbulence in a wind tunnel with high Reynolds number are investi-gated. Two filtering techniques i.e., the zeroth-order and first-order detrending methods are app...Multi-scale properties of Reynolds stress in decaying turbulence in a wind tunnel with high Reynolds number are investi-gated. Two filtering techniques i.e., the zeroth-order and first-order detrending methods are applied to the two velocity components, where the local mean value （resp. local linear trend） is removed in the former （latter） technique. Some basic statistics for thirty mea-surements show that the variation is very large at first two locations and relatively small at last two locations. Moderately good power law is found for the mean value of local Reynolds stress at last three measurement locations with scaling exponents approxi-mately being 1.0 and a dual power law exists for the mean value of standard deviation of local Reynolds stress at all four measureme-nt locations with scaling exponents being 0.53 and 0.58 for zeroth-and first-order filtering respectively. Present results about local Reynolds stress are useful to build and evaluate the model of sub-grid Reynolds stress in large eddy simulations.展开更多
基金supported by the Fundamental Research Funds for the Central Universities(Grant No.2012QNA62)the Natural Science Foundation of Jiangsu Province(Grant No.BK20130201)+1 种基金the Chinese Postdoctoral Science Foundation(Grant No.2014M551703)the National Natural Science Foundation of China(Grant No.41374140)
文摘Seismic attributes have been widely used in oil and gas exploration and development. However, owing to the complexity of seismic wave propagation in subsurface media, the limitations of the seismic data acquisition system, and noise interference, seismic attributes for seismic data interpretation have uncertainties. Especially, the antinoise ability of seismic attributes directly affects the reliability of seismic interpretations. Gray system theory is used in time series to minimize data randomness and increase data regularity. Detrended fluctuation analysis （DFA） can effectively reduce extrinsic data tendencies. In this study, by combining gray system theory and DFA, we propose a new method called gray detrended fluctuation analysis （GDFA） for calculating the fractal scaling exponent. We consider nonlinear time series generated by the Weierstrass function and add random noise to actual seismic data. Moreover, we discuss the antinoise ability of the fractal scaling exponent based on GDFA. The results suggest that the fractal scaling exponent calculated using the proposed method has good antinoise ability. We apply the proposed method to 3D poststack migration seismic data from southern China and compare fractal scaling exponents calculated using DFA and GDFA. The results suggest that the use of the GDFA-calculated fractal scaling exponent as a seismic attribute can match the known distribution of sedimentary facies.
基金supported by the Science Foundation of Jiangsu Province of China (Grant No.BK2011759)
文摘In the paper we use detrended cross-correlation analysis （DCCA） to study the electroencephalograms of healthy young subjects and healthy old subjects. It is found that the cross-correlation between different leads of a healthy young subject is larger than that of a healthy old subject. It was shown that the cross-correlation relationship decreases with the aging process and the phenomenon can help to diagnose whether the subject＇s brain function is healthy or not.
基金The project supported by National Natural Science Foundation of China under Grant Nos. 70271067 and 70401020 and the Science Foundation of the Ministry of Education of China under Grant No. 03113
文摘We analyze the correlation properties of the Erd6s-Rdnyi random graph （RG） and the Barabdsi-Albert scale-free network （SF） under the attack and repair strategy with detrended fluctuation analysis （DFA）. The maximum degree kmax, representing the local property of the system, shows similar scaling behaviors for random graphs and scale-free networks. The fluctuations are quite random at short time scales but display strong anticorrelation at longer time scales under the same system size N and different repair probability pre. The average degree 〈k〉, revealing the statistical property of the system, exhibits completely different scaling behaviors for random graphs and scale-free networks. Random graphs display long-range power-law correlations. Scale-free networks are uncorrelated at short time scales; while anticorrelated at longer time scales and the anticorrelation becoming stronger with the increase of pre.
基金Project supported by the National Natural Science Foundation of China (Grant No.11071282)the Chinese Program for New Century Excellent Talents in University (Grant No.NCET-08-06867)
文摘Multifractal detrended fluctuation analysis （MF-DFA） is a relatively new method of multifractal analysis. It is extended from detrended fluctuation analysis （DFA）, which was developed for detecting the long-range correlation and the fractal properties in stationary and non-stationary time series. Although MF-DFA has become a widely used method, some relationships among the exponents established in the original paper seem to be incorrect under the general situation. In this paper, we theoretically and experimentally demonstrate the invalidity of the expression r（q） = qh（q） - 1 stipulating the relationship between the multifractal exponent T（q） and the generalized Hurst exponent h（q）. As a replacement, a general relationship is established on the basis of the universal multifractal formalism for the stationary series as .t-（q） = qh（q） - qH - 1, where H is the nonconservation parameter in the universal multifractal formalism. The singular spectra, a and f（a）, are also derived according to this new relationship.
文摘Epilepsy is a medical condition that produces seizures affecting a variety of mental and physical functions. Seizures can last from a few seconds to a few minutes. They can have many symptoms, from convulsions and loss of consciousness to blank staring, lip smacking, or jerking movements of arms and legs. If early warning signals of an upcoming seizure (diagnosis of preictal period) are detected, proper treatment can be applied to the patient to help prevent the seizure. In this research, an epileptic disorder has been divided into three subsets: Normal, Preictal (just before the seizure), and Ictal (during seizure). By using Detrended Fluctuation Analysis (DFA), Bispectral Analysis (BIS), and Standard Deviation (SD) three features from single-channel EEG signals have been derived in the foresaid groups. A fuzzy classifier is used to separate the three groups which can successfully separate them with a separation degree of 100% and further a fuzzy inference engine is used to extract a Seizure Intensity Index (SII) from the Electroencephalogram (EEG) signals of the three different states. One can apparently see the distinction of SII amounts between the three states. It is more important when one remembers that these results are just from single-channel EEG signal.
基金Project supported by the National Natural Science Foundation of China (Grant No. 51175316)the Research Fund for the Doctoral Program of Higher Education of China (Grant No. 20103108110006)
文摘We study the correlation between detrended fluctuation analysis（DFA） and the Lempel-Ziv complexity（LZC） in nonlinear time series analysis in this paper.Typical dynamic systems including a logistic map and a Duffing model are investigated.Moreover,the influence of Gaussian random noise on both the DFA and LZC are analyzed.The results show a high correlation between the DFA and LZC,which can quantify the non-stationarity and the nonlinearity of the time series,respectively.With the enhancement of the random component,the exponent α and the normalized complexity index C show increasing trends.In addition,C is found to be more sensitive to the fluctuation in the nonlinear time series than α.Finally,the correlation between the DFA and LZC is applied to the extraction of vibration signals for a reciprocating compressor gas valve,and an effective fault diagnosis result is obtained.
基金Supported by the Scientific Research Foundation for the Returned Overseas Chinese Scholars of State Education Ministry
文摘We present a multifractal detrended fluctuation analysis （MFDFA） of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the MFDFA shows that there exists obvious multifractal scaling behavior in produced time series. We compare the MFDFA results for original time series with those for shuffled series, and find that its multifractal nature is due to two factors： broadness of probability density function of the series and different correlations in small- and large-scale fluctuations. This may provide new insight to the problem of the origin of multifractality in financial time series.
基金This work was supported by the National Nature Science Foundation of China under Grant No. 60571019 and No. 30525030.
文摘A nonlinear method named detrended fluctuation analysis （DFA） was utilized to investigate the scaling behavior of the human electroencephalogram （EEG） in three emotional music conditions （fear, happiness, sadness） and a rest condition （eyes-closed）. The results showed that the EEG exhibited scaling behavior in two regions with two scaling exponents β1 and β2 which represented the complexity of higher and lower frequency activity besides α band respectively. As the emotional intensity decreased the value of β1 increased and the value of β2 decreased. The change of β1 was weakly correlated with the ＇approach-withdrawal＇ model of emotion and both of fear and sad music made certain differences compared with the eyes-closed rest condition. The study shows that music is a powerful elicitor of emotion and that using nonlinear method can potentially contribute to the investigation of emotion.
基金Key Projects in the National Science & Technology Pillar Program during the Eleventh Five-Year Plan Period(2007BAC29B05)Jiangsu Key Laboratory of Meteorological Disaster(KLME05005)
文摘With temperatures increasing as a result of global warming,extreme high temperatures are becoming more intense and more frequent on larger scale during summer in China.In recent years,a variety of researches have examined the high temperature distribution in China.However,it hardly considers the variation of temperature data and systems when defining the threshold of extreme high temperature.In order to discern the spatio-temporal distribution of extreme heat in China,we examined the daily maximum temperature data of 83 observation stations in China from 1950 to 2008.The objective of this study was to understand the distribution characteristics of extreme high temperature events defined by Detrended Fluctuation Analysis(DFA).The statistical methods of Permutation Entropy(PE)were also used in this study to analyze the temporal distribution.The results showed that the frequency of extreme high temperature events in China presented 3 periods of 7,10—13 and 16—20 years,respectively.The abrupt changes generally happened in the 1960s,the end of 1970s and early 1980s.It was also found that the maximum frequency occurred in the early 1950s,and the frequency decreased sharply until the late 1980s when an evidently increasing trend emerged.Furthermore,the annual averaged frequency of extreme high temperature events reveals a decreasing-increasing-decreasing trend from southwest to northeast China,but an increasing-decreasing trend from southeast to northwest China.And the frequency was higher in southern region than that in northern region.Besides,the maximum and minimum of frequencies were relatively concentrated spatially.Our results also shed light on the reasons for the periods and abrupt changes of the frequency of extreme high temperature events in China.
基金Supported by Foundation for Outstanding Young and Middle-aged Scientists in Shandong Province under Grant No.BS2011HZ019State Key Laboratory of Data Analysis and Applications,State Oceanic Administration under Grant No.LDAA-2011-02the Fundamental Research Funds for the Central Universities under Grant No.201113006
文摘We use multifractal detrended fluctuation analysis （MF-DFA） method to investigate the multifractal behavior of the interevent time series in a modified Olami-Feder-Christensen （OFC） earthquake model on assortative scale-free networks. We determine generalized Hurst exponent and singularity spectrum and find that these fluctuations have multifraetal nature. Comparing the MF-DFA results for the original interevent time series with those for shuffled and surrogate series, we conclude that the origin of multifractality is due to both the broadness of probability density function and long-range correlation.
基金supported in part by National Natural Science Foundations of China under Grant Nos.70571027,70401020,10647125,and 10635020by the Ministry of Education of China under Grant No.306022
文摘A systematic analysis of Shanghai and Japan stock indices for the period of Jan. 1984 to Dec. 2005 is performed. After stationarity is verified by ADF （Augmented Dickey-Fuller） test, the power spectrum of the data exhibits a power law decay as a whole characterized by 1/f^β processes with possible long range correlations. Subsequently, by using the method of detrended fluctuation analysis （DFA） of the general volatility in the stock markets, we find that the long-range correlations are occurred among the return series and the crossover phenomena exhibit in the results obviously.Further, Shanghai stock market shows long-range correlations in short time scale and shows short-range correlations in long time scale. Whereas, for Japan stock market, the data behaves oppositely absolutely. Last, we compare the varying of scale exponent in large volatility between two stock markets. All results obtained may indicate the possibility of characteristic of multifractal scaling behavior of the financial markets.
基金Project supported by the Natural Science Foundation for the Returned Overseas Chinese Scholars of the Ministry of Human Resources of China (Grant No. 2008102SB90203)Nanjing Normal University,China (Grant No. 2008102XLH0044)
文摘Detrended fluctuation analysis （DFA） is a method foro estimating the long-range power-law correlation exponent in noisy signals. It has been used successfully in many different fields, especially in the research of physiological signals. As an inherent part of these studies, quantization of continuous signals is inevitable. In addition, coarse-graining, to transfer original signals into symbol series in symbolic dynamic analysis, can also be considered as a quantization-like operation. Therefore, it is worth considering whether the quantization of signal has any effect on the result of DFA and if so, how large the effect will be. In this paper we study how the quantized degrees for three types of noise series （anti-correlated, uncorrelated and long-range power-law correlated signals） affect the results of DFA and find that their effects are completely different. The conclusion has an essential value in choosing the resolution of data acquisition instrument and in the processing of coarse-graining of signals.
文摘Most of sleep disorders are diagnosed based on the sleep scoring and assessments. The purpose of this study is to combine detrended fluctuation analysis features and spectral features of single electroencephalograph (EEG) channel for the purpose of building an automated sleep staging system based on the hybrid prediction engine model. The testing results of the model were promising as the classification accuracies were 98.85%, 92.26%, 94.4%, 95.16% and 93.68% for the wake, non-rapid eye movement S1, non-rapid eye movement S2, non-rapid eye movement S3 and rapid eye movement sleep stages, respectively. The overall classification accuracy was 85.18%. We concluded that it might be possible to employ this approach to build an industrial sleep assessment system that reduced the number of channels that affected the sleep quality and the effort excreted by sleep specialists through the process of the sleep scoring.
文摘Detrended fluctuation analysis （DFA） is fit for studies on the long-range exponential correlation of non-stationary time serial. In this paper, in order to find a hy- poxia adaptability evaluation criterion, the heart rate and SaO2 signals are analyzed by this method. The demarcate exponent about fit-good-group and fit-bad-group in hy- poxia and normal air are calculated and compared. The result shows a is different in different situation, the α in hypoxia is much higher than α of breath in normal air. And α of fit-good-group is higher than fit-bad-group. It shows that DFA could be a good criterion to analyze hypoxia adaptability, which is useful in the analysis of hypoxia phys- iology signal.
基金supported by the National Natural Science Foundation of China(No.52160024)the Natural Science Foundation of Hunan Province,China(No.2022JJ30475)+2 种基金the Innovation Team Funds of China West Normal University(No.KCXTD2023-4)the Natural Science Foundation of Sichuan,China(No.24NSFSC0537)the Fundamental Research Funds of China West Normal University(Nos.22kE015 and 22kE016).
文摘As an important component of secondary aerosols,sulfate plays a crucial role in regulating atmospheric radiative balance and influencing the secondary formation of ozone(O_(3)).In real atmosphere,atmospheric oxidants NO_(2)and O_(3)can promote the oxidation of SO_(2)to form sulfate(SO_(4)^(2−))through multiphase chemistry that occur at different time scales.Due to the combined impact of meteorology,pollution sources,atmospheric chemistry,etc.,time-scale dependence of SO_(2)-SO_(4)^(2−)conversion makes the impact of NO_(2)/O_(3)on it more complex.In this study,based on long-term time series(2013-2020)of air pollution variables from seven stations in Hong Kong,the Multifractal Detrended Cross-Correlation Analysis(MFDCCA)method has been employed to quantify the cross-correlations between SO_(2)and SO_(4)^(2−)in real atmosphere at different time scales,for examining the time-scale dependence of SO_(2)-SO_(4)^(2−)conversion efficiency.Furthermore,the Pearson correlation analysis has been used to study the influence of NO_(2)/O_(3)on SO_(2)-SO_(4)^(2−)conversion,and the regional and seasonal differences have been analyzed by considering factors such as meteorology,pollution sources,and regional transport.Changes in the main components of secondary aerosols are closely linked with the co-control of regional PM_(2.5)and O_(3).Therefore,the exploration of the impact of co-existing NO_(2)/O_(3)gases on the secondary formation of sulfates in real atmosphere is significant.
基金funding from Shanghai Sailing Program (22YF1417600)Guangxi Science and Technology Major Program (AA23062019)
文摘The complex dense-phase pneumatic conveying of pulverized coal process was studied using an electrical capacitance tomography(ECT) signal that represented the motion characteristics of gas-solid two-phase flow. The fluctuation characteristics of conveying process signals are inseparable from the flow pattern. The denoised ECT signal and noise signal were obtained by db2 wavelet analysis. It was found that all noise signals were white Gaussian noise. Based on the assumption of the equal probability distribution of pulverized coal concentration, this paper proved that the time series distribution of pulverized coal concentration in the pipeline should obey the normal distribution. Furthermore, through the analysis of the distribution characteristics of the power spectral density function of denoised ECT signals of four flow patterns, they were α-dimensional fractal Brownian motion(fBm) signals, and the parameter α was estimated by the detrended fluctuation analysis. Based on the fBm characteristics of denoised ECT signals and white Gaussian noise, this paper proposed a method for calculating the pulverized coal concentration in the dense-phase pneumatic conveying. In addition to the method of concentration estimation with the significance of engineering guidance, this research can help people to further understand essential characteristics of ECT signals in the dense-phase pneumatic conveying.
基金supported by the Fundamental Research Funds for the Central Universities(Grant No.DL13BBX10)
文摘The m-th order detrended Brownian motion is defined as the orthogonal component of projection of the standard Brownian motion onto the subspace spanned by polynomials of degree up to m. We obtain the Karhunen-Loeve expansion for the process and establish a connection with the generalized （m-th order） Brownian bridge developed by MacNeill （1978） in the study of distributions of polynomial regression. The resulting distribution identity is also verified by a stochastic Fubini approach. As applications, large and small deviation asymptotic behaviors for the L2 norm are given.
文摘This paper presents fault detection,classification,and location for a PV-Wind-based DC ring microgrid in the MATLAB/SIMULINK platform.Initially,DC fault signals are collected from local measurements to examine the outcomes of the proposed system.Accurate detection is carried out for all faults,(i.e.,cable and arc faults)under two cases of fault resistance and distance variation,with the assistance of primary and secondary detection techniques,i.e.second-order differential current derivatived2I3 dt2and sliding mode window-based Pearson’s correlation coefficient.For fault classification a novel approach using modified multifractal detrended fluctuation analysis(M-MFDFA)is presented.The advantage of this method is its ability to estimate the local trends of any order polynomial function with the help of polynomial and trigonometric functions.It also doesn’t require any signal processing algorithm for decomposition resulting and this results in a reduction of computational burden.The detected fault signals are directly passed through the M-MFDFA classifier for fault type classification.To enhance the performance of the proposed classifier,statistical data is obtained from the M-MFDFA feature vectors,and the obtained data is plotted in 2-D and 3-D scatter plots for better visualization.Accurate fault distance estimation is carried out for all types of faults in the DC ring bus microgrid with the assistance of recursive least squares with a forgetting factor(FF-RLS).To verify the performance and superiority of the proposed classifier,it is compared with existing classifiers in terms of features,classification accuracy(CA),and relative computational time(RCT).
文摘In recent years, the popular multifractal detrended fluctuation analysis （MF-DFA） is extended to two-dimensional （2D） version, which has been applied in some field of image processing. In this paper, based on the 2D MF-DFA, a novel multifractal estimation method for images, which we called the local multifractal detrended fluctuation analysis （LMF-DFA）, is proposed to recognize and distinguish 20 types of tea breeds. A set of new multifractal descriptors, namely the local multifractal fluctuation exponents is defined to portray the local scaling properties of a surface. After collecting 10 tea leaves for each breed and photographing them to standard images, the LMF-DFA method is used to extract characteristic parameters for the images. Our analysis finds that there are significant differences among the different tea breeds＇ characteristic parameters by analysis of variance. Both the proposed LMF-DFA exponents and another classic parameter, namely the exponent based on capacity measure method have been used as features to distinguish the 20 tea breeds. The comparison results illustrate that the LMF-DFA estimation can differentiate the tea breeds more effectively and provide more satisfactory accuracy.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.11272196,11202122)the Key Project of Shanghai Municipal Education Commission(Grant No.11ZZ87)the Shanghai Pujiang Project(Grant No.12PJ1403500)
文摘Multi-scale properties of Reynolds stress in decaying turbulence in a wind tunnel with high Reynolds number are investi-gated. Two filtering techniques i.e., the zeroth-order and first-order detrending methods are applied to the two velocity components, where the local mean value （resp. local linear trend） is removed in the former （latter） technique. Some basic statistics for thirty mea-surements show that the variation is very large at first two locations and relatively small at last two locations. Moderately good power law is found for the mean value of local Reynolds stress at last three measurement locations with scaling exponents approxi-mately being 1.0 and a dual power law exists for the mean value of standard deviation of local Reynolds stress at all four measureme-nt locations with scaling exponents being 0.53 and 0.58 for zeroth-and first-order filtering respectively. Present results about local Reynolds stress are useful to build and evaluate the model of sub-grid Reynolds stress in large eddy simulations.
