As described in the Multifractal detrended fluctuation analysis (MFDFA) algorithm, it at first calculates the profile of the time series, and then other steps are operated on the profile. Therefore, can it be concluded that the multifractality is owned by the profile, not the original time series? and why does this algorithm need to calculate the profile instead of directly using the original series?
Xudong Wang
The MFDFA algorithm calculates the profile of a time series to transform the original data into a cumulative sum. This step is crucial because it helps to identify and analyze the underlying trends and fluctuations in the data.
Basically, the profile calculation is a foundational step that prepares the time series for detailed multifractal analysis, ensuring that the results are accurate and meaningful.
The MFDFA (Multifractal Detrended Fluctuation Analysis) algorithm calculates the profile of the time series to analyze its fluctuations and identify multifractal properties. The profile, which is the cumulative sum of the time series deviations from the mean, helps in assessing the scaling behavior and multifractal nature of the data by analyzing how fluctuations vary with different time scales.
- Badges
- Science topic