Journal: Frontiers in Physiology
Article Title: Introduction to Multifractal Detrended Fluctuation Analysis in Matlab
doi: 10.3389/fphys.2012.00141
Figure Lengend Snippet: q -order RMS Fq(nq,:) and corresponding regression line qRegLine{nq} computed by MFDFA (i.e., Matlab code and ) for time series multifractal (A), monofractal (B), and whitenoise (C) . (A) The scaling functions Fq ( blue dots ) and corresponding regression slopes Hq ( blue dashed lines ) are q -dependent. (B,C) The scaling functions Fq ( red and turqouish dots ) and regression slope Hq ( red and turqouish dashed lines ) are q -independent. (D) The q -order Hurst exponent Hq for the time series multifractal ( blue trace ), monofractal ( red trace ) and whitenoise ( turqouish trace ) where the colored dots represents the slopes Hq for q = −3, −1, 1, and 3 illustrated in (A–C) . Notice that the intercept of Hq for multifractal and monofractal time series [intercept between blue and red trace in (D) ] are close to q = 2. This intercept reflects the similarity between their overall RMS, F , in Figure .
Article Snippet: A translation of the Matlab codes of MFDFA to the mathematical notations used by Kantelhardt et al. ( ) are given for the readers interested in the mathematical details of the MFDFA.
Techniques: