Nonlinear time series analysis of vibration data from a friction brake: SSA, PCA, and MFDFA
Author
Abstract
Suggested Citation
DOI: 10.1016/j.chaos.2014.09.010
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Murguía, J.S. & Rosu, H.C., 2012. "Multifractal analyses of row sum signals of elementary cellular automata," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(13), pages 3638-3649.
- Vitanov, Nikolay K. & Sakai, Kenshi & Dimitrova, Zlatinka I., 2008. "SSA, PCA, TDPSC, ACFA: Useful combination of methods for analysis of short and nonstationary time series," Chaos, Solitons & Fractals, Elsevier, vol. 37(1), pages 187-202.
- Sánchez Granero, M.A. & Trinidad Segovia, J.E. & García Pérez, J., 2008. "Some comments on Hurst exponent and the long memory processes on capital markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(22), pages 5543-5551.
- Kantz, Holger & Holstein, Detlef & Ragwitz, Mario & K. Vitanov, Nikolay, 2004. "Markov chain model for turbulent wind speed data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(1), pages 315-321.
- C. M. Theobald & C. A. Glasbey & G. W. Horgan & C. D. Robinson, 2004. "Principal component analysis of landmarks from reversible images," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 53(1), pages 163-175, January.
- Kantelhardt, Jan W. & Zschiegner, Stephan A. & Koscielny-Bunde, Eva & Havlin, Shlomo & Bunde, Armin & Stanley, H.Eugene, 2002. "Multifractal detrended fluctuation analysis of nonstationary time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 316(1), pages 87-114.
- Vitanov, Nikolay K. & Yankulova, Elka D., 2006. "Multifractal analysis of the long-range correlations in the cardiac dynamics of Drosophila melanogaster," Chaos, Solitons & Fractals, Elsevier, vol. 28(3), pages 768-775.
- Panchev, S. & Spassova, T. & Vitanov, N.K., 2007. "Analytical and numerical investigation of two families of Lorenz-like dynamical systems," Chaos, Solitons & Fractals, Elsevier, vol. 33(5), pages 1658-1671.
- Kantelhardt, Jan W & Koscielny-Bunde, Eva & Rego, Henio H.A & Havlin, Shlomo & Bunde, Armin, 2001. "Detecting long-range correlations with detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 295(3), pages 441-454.
- Plamen Ch. Ivanov & Luís A. Nunes Amaral & Ary L. Goldberger & Shlomo Havlin & Michael G. Rosenblum & Zbigniew R. Struzik & H. Eugene Stanley, 1999. "Multifractality in human heartbeat dynamics," Nature, Nature, vol. 399(6735), pages 461-465, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Riyadh Nazar Ali Algburi & Hongli Gao, 2019. "Health Assessment and Fault Detection System for an Industrial Robot Using the Rotary Encoder Signal," Energies, MDPI, vol. 12(14), pages 1-25, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Vitanov, Nikolay K. & Sakai, Kenshi & Dimitrova, Zlatinka I., 2008. "SSA, PCA, TDPSC, ACFA: Useful combination of methods for analysis of short and nonstationary time series," Chaos, Solitons & Fractals, Elsevier, vol. 37(1), pages 187-202.
- Nagarajan, Radhakrishnan & Kavasseri, Rajesh G., 2005. "Minimizing the effect of trends on detrended fluctuation analysis of long-range correlated noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 354(C), pages 182-198.
- Jiang, Lei & Zhang, Jiping & Liu, Xinwei & Li, Fei, 2016. "Multi-fractal scaling comparison of the Air Temperature and the Surface Temperature over China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 783-792.
- Kavasseri, Rajesh G. & Nagarajan, Radhakrishnan, 2005. "A multifractal description of wind speed records," Chaos, Solitons & Fractals, Elsevier, vol. 24(1), pages 165-173.
- Xu, Na & Shang, Pengjian & Kamae, Santi, 2009. "Minimizing the effect of exponential trends in detrended fluctuation analysis," Chaos, Solitons & Fractals, Elsevier, vol. 41(1), pages 311-316.
- Olivares, Felipe & Zanin, Massimiliano, 2022. "Corrupted bifractal features in finite uncorrelated power-law distributed data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
- Schumann, Aicko Y. & Kantelhardt, Jan W., 2011. "Multifractal moving average analysis and test of multifractal model with tuned correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(14), pages 2637-2654.
- Paolo Castiglioni & Davide Lazzeroni & Paolo Coruzzi & Andrea Faini, 2018. "Multifractal-Multiscale Analysis of Cardiovascular Signals: A DFA-Based Characterization of Blood Pressure and Heart-Rate Complexity by Gender," Complexity, Hindawi, vol. 2018, pages 1-14, January.
- Pavón-Domínguez, P. & Serrano, S. & Jiménez-Hornero, F.J. & Jiménez-Hornero, J.E. & Gutiérrez de Ravé, E. & Ariza-Villaverde, A.B., 2013. "Multifractal detrended fluctuation analysis of sheep livestock prices in origin," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4466-4476.
- Li, Ruixue & Wang, Jiang & Chen, Yingyuan, 2018. "Effect of the signal filtering on detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 494(C), pages 446-453.
- Xiong, Gang & Yu, Wenxian & Zhang, Shuning, 2015. "Time-singularity multifractal spectrum distribution based on detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 437(C), pages 351-366.
- Martín-Montoya, L.A. & Aranda-Camacho, N.M. & Quimbay, C.J., 2015. "Long-range correlations and trends in Colombian seismic time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 124-133.
- Lavička, Hynek & Kracík, Jiří, 2020. "Fluctuation analysis of electric power loads in Europe: Correlation multifractality vs. Distribution function multifractality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
- El Alaoui, Marwane & Benbachir, Saâd, 2013. "Multifractal detrended cross-correlation analysis in the MENA area," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5985-5993.
- Laura Raisa Miloş & Cornel Haţiegan & Marius Cristian Miloş & Flavia Mirela Barna & Claudiu Boțoc, 2020. "Multifractal Detrended Fluctuation Analysis (MF-DFA) of Stock Market Indexes. Empirical Evidence from Seven Central and Eastern European Markets," Sustainability, MDPI, vol. 12(2), pages 1-15, January.
- Vasile Brătian & Ana-Maria Acu & Camelia Oprean-Stan & Emil Dinga & Gabriela-Mariana Ionescu, 2021. "Efficient or Fractal Market Hypothesis? A Stock Indexes Modelling Using Geometric Brownian Motion and Geometric Fractional Brownian Motion," Mathematics, MDPI, vol. 9(22), pages 1-20, November.
- Dutta, Srimonti & Ghosh, Dipak & Samanta, Shukla, 2014. "Multifractal detrended cross-correlation analysis of gold price and SENSEX," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 195-204.
- A. Gómez-Águila & J. E. Trinidad-Segovia & M. A. Sánchez-Granero, 2022. "Improvement in Hurst exponent estimation and its application to financial markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-21, December.
- Makowiec, Danuta & Dudkowska, Aleksandra & Gała̧ska, Rafał & Rynkiewicz, Andrzej, 2009. "Multifractal estimates of monofractality in RR-heart series in power spectrum ranges," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(17), pages 3486-3502.
- Zeng, Yayun & Wang, Jun & Xu, Kaixuan, 2017. "Complexity and multifractal behaviors of multiscale-continuum percolation financial system for Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 364-376.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:69:y:2014:i:c:p:90-99. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.