Noise Effect on Multifractal Detrended Fluctuation Analysis Based on Element Enrichment Model
Noise Effect on Multifractal Detrended Fluctuation Analysis Based on Element Enrichment Model
复制标题
基于元素富集模型的多重分形去趋势波动分析中的噪声效应
DOI:
10.4028/www.scientific.net/amr.1008-1009.1548
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发表时间:
2014-08
期刊:
影响因子:
--
通讯作者:
Wan Li
中科院分区:
文献类型:
--
作者:
Xie Danying;Wan Li
Used of the element enrichment model, the multifractal detrended fluctuation analysis (MF-DFA) is applied to analyze the multifractal property for sequences which were added stochastic noise and spike noise, and then we discuss the noise effect on the scaling exponent. The result shows that the scaling exponent is stable under stochastic noise and spike noise. For q>0, the influence on the scaling exponent is rather small when the element enrichment model was added stochastic noise, and the difference is getting smaller with the increasing parameter p; When adding spike noise whose strength is from 1.5 times to 2.5 times, the corresponding influence is consistent, it indicates that MF-DFA method has a better noise immunity against stochastic noise and spike noise under given conditions.
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DOI:
10.1016/j.jvolgeores.2013.07.009
发表时间:
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影响因子:
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