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- W2132653418 abstract "We investigate the presence of residual background for monofractal signals which appears due to the finite length of the signals and (or) due to the long memory the signals reveal. This phenomenon is investigated numerically within the detrended fluctuation analysis (MF-DFA) for artificially generated time series. Next, the analytical formulas enabling to describe the content in such signals are provided. Final results are shown in the frequently used generalized Hurst exponent h(q) scenario and are presented as a function of time series length L and the autocorrelation exponent value {gamma}. The spectrum ({alpha}, f ({alpha})) approach is also discussed. The obtained results may be significant in any practical application of multifractality, including financial data analysis, because the true effect should be clearly separated from the so called multifractal noise. Examples from finance in this context are given. The provided formulas may help to decide whether we do deal with the signal of real origin or not." @default.
- W2132653418 created "2016-06-24" @default.
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- W2132653418 date "2011-08-09" @default.
- W2132653418 modified "2023-09-27" @default.
- W2132653418 title "How much multifractality is included in monofractal signals" @default.
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