Noise Effect on Multifractal Detrended Fluctuation Analysis Based on Element Enrichment Model

Abstract:

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.

• Periodical: Advanced Materials Research (Volumes 1008-1009)
• Pages: 1548-1551
• DOI: https://doi.org/10.4028/www.scientific.net/AMR.1008-1009.1548
• Online since: August 2014
• Authors: Dan Ying Xie, Li Wan*, Yong Qiang Zhu, Xiao Jun Deng
• Keywords: Element Enrichment Model, Multifractal Detrended Fluctuation Analysis, Noise

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