{"id":"https://openalex.org/W1674807131","doi":"https://doi.org/10.1103/physreve.87.022918","title":"Performance of multifractal detrended fluctuation analysis on short time series","display_name":"Performance of multifractal detrended fluctuation analysis on short time series","publication_year":2013,"publication_date":"2013-02-28","ids":{"openalex":"https://openalex.org/W1674807131","doi":"https://doi.org/10.1103/physreve.87.022918","mag":"1674807131","pmid":"https://pubmed.ncbi.nlm.nih.gov/23496602"},"language":"en","primary_location":{"id":"doi:10.1103/physreve.87.022918","doi":"https://doi.org/10.1103/physreve.87.022918","is_oa":false,"landing_page_url":"https://doi.org/10.1103/physreve.87.022918","pdf_url":null,"source":{"id":"https://openalex.org/S35412551","display_name":"Physical Review E","issn_l":"1539-3755","issn":["1539-3755","1550-2376"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","vabb-shw"],"host_organization":"https://openalex.org/P4310320261","host_organization_name":"American Physical Society","host_organization_lineage":["https://openalex.org/P4310320261"],"host_organization_lineage_names":["American Physical Society"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Physical Review E","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["arxiv","crossref","datacite","pubmed"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1311.2278","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5072726740","display_name":"Juan Luis L\u00f3pez","orcid":"https://orcid.org/0000-0002-6251-8353","observed_orcids":["https://orcid.org/0000-0002-6251-8353"]},"institutions":[{"id":"https://openalex.org/I68368234","display_name":"Centro de Investigaci\u00f3n y de Estudios Avanzados del Instituto Polit\u00e9cnico Nacional","ror":"https://ror.org/009eqmr18","country_code":"MX","type":"facility","lineage":["https://openalex.org/I59361560","https://openalex.org/I68368234"]}],"countries":["MX"],"is_corresponding":false,"raw_author_name":"Juan Luis L\u00f3pez","raw_affiliation_strings":["Departamento de F\u00edsica Aplicada, Centro de Investigaci\u00f3n y de Estudios Avanzados del Instituto Polit\u00e9cnico Nacional, Unidad M\u00e9rida, A.P. 73 Cordemex, 97310 M\u00e9rida, Yucat\u00e1n, M\u00e9xico"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Departamento de F\u00edsica Aplicada, Centro de Investigaci\u00f3n y de Estudios Avanzados del Instituto Polit\u00e9cnico Nacional, Unidad M\u00e9rida, A.P. 73 Cordemex, 97310 M\u00e9rida, Yucat\u00e1n, M\u00e9xico","institution_ids":["https://openalex.org/I68368234"]}]},{"author_position":"last","author":{"id":null,"display_name":"Jes\u00fas Guillermo Contreras","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I44504214","display_name":"Czech Technical University in Prague","ror":"https://ror.org/03kqpb082","country_code":"CZ","type":"education","lineage":["https://openalex.org/I44504214"]},{"id":"https://openalex.org/I68368234","display_name":"Centro de Investigaci\u00f3n y de Estudios Avanzados del Instituto Polit\u00e9cnico Nacional","ror":"https://ror.org/009eqmr18","country_code":"MX","type":"facility","lineage":["https://openalex.org/I59361560","https://openalex.org/I68368234"]}],"countries":["CZ","MX"],"is_corresponding":false,"raw_author_name":"Jes\u00fas Guillermo Contreras","raw_affiliation_strings":["Departamento de F\u00edsica Aplicada, Centro de Investigaci\u00f3n y de Estudios Avanzados del Instituto Polit\u00e9cnico Nacional, Unidad M\u00e9rida, A.P. 73 Cordemex, 97310 M\u00e9rida, Yucat\u00e1n, M\u00e9xico","Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University in Prague, Prague, Czech Republic"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Departamento de F\u00edsica Aplicada, Centro de Investigaci\u00f3n y de Estudios Avanzados del Instituto Polit\u00e9cnico Nacional, Unidad M\u00e9rida, A.P. 73 Cordemex, 97310 M\u00e9rida, Yucat\u00e1n, M\u00e9xico","institution_ids":["https://openalex.org/I68368234"]},{"raw_affiliation_string":"Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University in Prague, Prague, Czech Republic","institution_ids":["https://openalex.org/I44504214"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":11.7023,"has_fulltext":false,"cited_by_count":60,"citation_normalized_percentile":{"value":0.97976562,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"87","issue":"2","first_page":"022918","last_page":"022918"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12261","display_name":"Statistical Mechanics and Entropy","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/multifractal-detrended-fluctuation-analysis","display_name":"multifractal detrended fluctuation analysis","score":0.996999979019165},{"id":"https://openalex.org/keywords/short-time-series","display_name":"short time series","score":0.996999979019165},{"id":"https://openalex.org/keywords/generalized-hurst-exponent","display_name":"generalized Hurst exponent","score":0.8730000257492065},{"id":"https://openalex.org/keywords/method-precision","display_name":"method precision","score":0.4519999921321869},{"id":"https://openalex.org/keywords/daily-exchange-rates","display_name":"daily exchange rate data","score":0.6880000233650208},{"id":"https://openalex.org/keywords/euro-dollar-exchange-rate","display_name":"euro-dollar exchange rate","score":0.6660000085830688},{"id":"https://openalex.org/keywords/long-range-correlations","display_name":"long-range correlations","score":0.6299999952316284}],"concepts":[{"id":"https://openalex.org/C133905733","wikidata":"https://www.wikidata.org/wiki/Q2629238","display_name":"Multifractal system","level":3,"score":0.9230111837387085},{"id":"https://openalex.org/C21689155","wikidata":"https://www.wikidata.org/wiki/Q2451452","display_name":"Detrended fluctuation analysis","level":3,"score":0.8725511431694031},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.7496009469032288},{"id":"https://openalex.org/C96835011","wikidata":"https://www.wikidata.org/wiki/Q1638718","display_name":"Hurst exponent","level":2,"score":0.6893028020858765},{"id":"https://openalex.org/C3019931467","wikidata":"https://www.wikidata.org/wiki/Q4917","display_name":"Us dollar","level":3,"score":0.5629755854606628},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5050373673439026},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.5003869533538818},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4921092391014099},{"id":"https://openalex.org/C204323151","wikidata":"https://www.wikidata.org/wiki/Q905424","display_name":"Range (aeronautics)","level":2,"score":0.47626349329948425},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.44092482328414917},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4040728807449341},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.3185867965221405},{"id":"https://openalex.org/C40636538","wikidata":"https://www.wikidata.org/wiki/Q81392","display_name":"Fractal","level":2,"score":0.2461797595024109},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.19220715761184692},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.1489141285419464},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.13590148091316223},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.1286240816116333},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.11708277463912964},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0},{"id":"https://openalex.org/C99844830","wikidata":"https://www.wikidata.org/wiki/Q102441924","display_name":"Scaling","level":2,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[{"descriptor_ui":"D000465","descriptor_name":"Algorithms","qualifier_ui":null,"qualifier_name":null,"is_major_topic":true},{"descriptor_ui":"D003198","descriptor_name":"Computer Simulation","qualifier_ui":null,"qualifier_name":null,"is_major_topic":false},{"descriptor_ui":"D015233","descriptor_name":"Models, Statistical","qualifier_ui":null,"qualifier_name":null,"is_major_topic":true},{"descriptor_ui":"D017709","descriptor_name":"Fractals","qualifier_ui":null,"qualifier_name":null,"is_major_topic":true}],"locations_count":6,"locations":[{"id":"doi:10.1103/physreve.87.022918","doi":"https://doi.org/10.1103/physreve.87.022918","is_oa":false,"landing_page_url":"https://doi.org/10.1103/physreve.87.022918","pdf_url":null,"source":{"id":"https://openalex.org/S35412551","display_name":"Physical Review E","issn_l":"1539-3755","issn":["1539-3755","1550-2376"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","vabb-shw"],"host_organization":"https://openalex.org/P4310320261","host_organization_name":"American Physical Society","host_organization_lineage":["https://openalex.org/P4310320261"],"host_organization_lineage_names":["American Physical Society"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Physical Review E","raw_type":"journal-article"},{"id":"pmid:23496602","doi":null,"is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/23496602","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Physical review. E, Statistical, nonlinear, and soft matter physics","raw_type":"Journal Article"},{"id":"pmh:oai:RePEc:arx:papers:1311.2278","doi":null,"is_oa":false,"landing_page_url":"http://arxiv.org/pdf/1311.2278","pdf_url":"http://arxiv.org/pdf/1311.2278","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:arXiv.org:1311.2278","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/1311.2278","pdf_url":"https://arxiv.org/pdf/1311.2278","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"mag:3123376397","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:arx:papers:1311.2278","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"doi:10.48550/arxiv.1311.2278","doi":"https://doi.org/10.48550/arxiv.1311.2278","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1311.2278","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article-journal"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1311.2278","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/1311.2278","pdf_url":"https://arxiv.org/pdf/1311.2278","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":35,"referenced_works":["https://openalex.org/W67284852","https://openalex.org/W1970844822","https://openalex.org/W1974352335","https://openalex.org/W1975056775","https://openalex.org/W1977579160","https://openalex.org/W1981634312","https://openalex.org/W2000171172","https://openalex.org/W2008234839","https://openalex.org/W2011083367","https://openalex.org/W2011844020","https://openalex.org/W2017821362","https://openalex.org/W2025899947","https://openalex.org/W2028103771","https://openalex.org/W2044586796","https://openalex.org/W2057233630","https://openalex.org/W2071602085","https://openalex.org/W2075430900","https://openalex.org/W2076491815","https://openalex.org/W2078206416","https://openalex.org/W2081053318","https://openalex.org/W2087829439","https://openalex.org/W2089409887","https://openalex.org/W2091555286","https://openalex.org/W2093979889","https://openalex.org/W2099529384","https://openalex.org/W2127873098","https://openalex.org/W2141837551","https://openalex.org/W2145500502","https://openalex.org/W2161798353","https://openalex.org/W2800860906","https://openalex.org/W2963957023","https://openalex.org/W3103629061","https://openalex.org/W4210793005","https://openalex.org/W4240689593","https://openalex.org/W4255043773"],"related_works":["https://openalex.org/W3187547539","https://openalex.org/W3033823625","https://openalex.org/W2313404644","https://openalex.org/W2076491815","https://openalex.org/W2990980405","https://openalex.org/W1576657166","https://openalex.org/W2765366346","https://openalex.org/W7096773512","https://openalex.org/W4400222278","https://openalex.org/W2028209678"],"abstract_inverted_index":{"The":[0,22],"performance":[1],"of":[2,16,24,35,37,43,49,53,61],"the":[3,25,33,38,41,50,54,59,62,67,71],"multifractal":[4,20],"detrended":[5],"analysis":[6],"on":[7],"short":[8],"time":[9],"series":[10,60],"is":[11,29,73],"evaluated":[12],"for":[13],"synthetic":[14],"samples":[15],"several":[17],"mono-":[18],"and":[19,40,70],"models.":[21],"reconstruction":[23],"generalized":[26],"Hurst":[27],"exponents":[28],"used":[30],"to":[31],"determine":[32],"range":[34],"applicability":[36],"method":[39],"precision":[42],"its":[44],"results":[45],"as":[46],"a":[47],"function":[48],"decreasing":[51],"length":[52],"series.":[55],"As":[56],"an":[57],"application":[58],"daily":[63],"exchange":[64],"rate":[65],"between":[66],"U.S.":[68],"dollar":[69],"euro":[72],"studied.":[74]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":8},{"year":2020,"cited_by_count":7},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":6},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":8},{"year":2013,"cited_by_count":1}],"updated_date":"2026-10-31T12:09:11.096373","created_date":"2016-06-24T00:00:00"}