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Volume 18, Issue 2
Applications of Multifractal Detrended Fluctuation Analysis

Dongxu Dai, Yan Hu, Hao Qian, Guoqiang Qi, Renchang Sun, Jian Wang, Yan Wang, Hailong Lang & Minggang Li

DOI: 10.4208/JICS-2023-006

J. Info. Comput. Sci. , 18 (2023), pp. 81-100.

[An open-access article; the PDF is free to any online user.]

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  • Abstract

In recent years, multifractal detrended fluctuation analysis (MF-DFA) has become an important tool for detecting the scale and long correlation of non-stationary time series. With the continuous development of multifractal theory, researchers have widely applied it in physics, chemistry, biology, economy, etc. In this paper, we briefly review various applications of MF-DFA, and present some empirical research using one- and two-dimensional (2D) MF-DFA. 1D MF-DFA is always applied in financial markets, energy markets, heartbeat, and atmospheric science. Furthermore, 2D MF-DFA has been studied in surface science such as image segmentation, medical image classification. In this paper, we use 1D MF-DFA to explore the market efficiency of Korean stock market, and adopt 2D MF-DFA to segment images such as the license plate and hepatic cell image. In addition, we apply the proposed algorithm to segment transmission lines under icing condition, and the proposed method achieves satisfactory segmentation results.

  • Keywords

MF-DFA, Hurst exponent, Feature extraction, Image segmentation.

  • AMS Subject Headings

28A80, 94A08

  • Copyright

COPYRIGHT: © Global Science Press

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@Article{JICS-18-81, author = {Dai , DongxuHu , YanQian , HaoQi , GuoqiangSun , RenchangWang , JianWang , YanLang , Hailong and Li , Minggang}, title = {Applications of Multifractal Detrended Fluctuation Analysis}, journal = {Journal of Information and Computing Science}, year = {2023}, volume = {18}, number = {2}, pages = {81--100}, abstract = {

In recent years, multifractal detrended fluctuation analysis (MF-DFA) has become an important tool for detecting the scale and long correlation of non-stationary time series. With the continuous development of multifractal theory, researchers have widely applied it in physics, chemistry, biology, economy, etc. In this paper, we briefly review various applications of MF-DFA, and present some empirical research using one- and two-dimensional (2D) MF-DFA. 1D MF-DFA is always applied in financial markets, energy markets, heartbeat, and atmospheric science. Furthermore, 2D MF-DFA has been studied in surface science such as image segmentation, medical image classification. In this paper, we use 1D MF-DFA to explore the market efficiency of Korean stock market, and adopt 2D MF-DFA to segment images such as the license plate and hepatic cell image. In addition, we apply the proposed algorithm to segment transmission lines under icing condition, and the proposed method achieves satisfactory segmentation results.

}, issn = {3080-180X}, doi = {https://doi.org/10.4208/JICS-2023-006}, url = {http://global-sci.org/intro/article_detail/jics/23722.html} }
TY - JOUR T1 - Applications of Multifractal Detrended Fluctuation Analysis AU - Dai , Dongxu AU - Hu , Yan AU - Qian , Hao AU - Qi , Guoqiang AU - Sun , Renchang AU - Wang , Jian AU - Wang , Yan AU - Lang , Hailong AU - Li , Minggang JO - Journal of Information and Computing Science VL - 2 SP - 81 EP - 100 PY - 2023 DA - 2023/12 SN - 18 DO - http://doi.org/10.4208/JICS-2023-006 UR - https://global-sci.org/intro/article_detail/jics/23722.html KW - MF-DFA, Hurst exponent, Feature extraction, Image segmentation. AB -

In recent years, multifractal detrended fluctuation analysis (MF-DFA) has become an important tool for detecting the scale and long correlation of non-stationary time series. With the continuous development of multifractal theory, researchers have widely applied it in physics, chemistry, biology, economy, etc. In this paper, we briefly review various applications of MF-DFA, and present some empirical research using one- and two-dimensional (2D) MF-DFA. 1D MF-DFA is always applied in financial markets, energy markets, heartbeat, and atmospheric science. Furthermore, 2D MF-DFA has been studied in surface science such as image segmentation, medical image classification. In this paper, we use 1D MF-DFA to explore the market efficiency of Korean stock market, and adopt 2D MF-DFA to segment images such as the license plate and hepatic cell image. In addition, we apply the proposed algorithm to segment transmission lines under icing condition, and the proposed method achieves satisfactory segmentation results.

Dai , DongxuHu , YanQian , HaoQi , GuoqiangSun , RenchangWang , JianWang , YanLang , Hailong and Li , Minggang. (2023). Applications of Multifractal Detrended Fluctuation Analysis. Journal of Information and Computing Science. 18 (2). 81-100. doi:10.4208/JICS-2023-006
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