- Article
Sign Retention in Classical MF-DFA
- Mengdie Yang,
- Yudong Zhang and
- Jian Wang
In this paper, we propose a one-dimensional (1D) multifractal sign retention detrending fluctuation analysis algorithm (MF-S-DFA). The proposed method is based on conventional multifractal detrending fluctuation analysis (MF-DFA). As negative values...