253 citations · 301 across the 5 of their papers we have counts for
6 papers
Impact of scaling range on the effectiveness of detrending methods
Dariusz Grech, Zygmunt Mazur
We make the comparative study of scaling range properties for detrended fluctuation analysis (DFA), detrended moving average analysis (DMA) and recently proposed new technique call…
On the scaling ranges of detrended fluctuation analysis for long-memory correlated short series of data
Dariusz Grech, Zygmunt Mazur
We examine the scaling regime for the detrended fluctuation analysis (DFA) - the most popular method used to detect the presence of long memory in data and the fractal structure of…
Numerical Simulation of the Perrin - like Experiments
Zygmunt Mazur, Dariusz Grech
A simple model of random Brownian walk of a spherical mesoscopic particle in viscous liquids is proposed. The model can be both solved analytically and simulated numerically. The a…
Comparison study of DFA and DMA methods in analysis of autocorrelations in time series
D. Grech, Z. Mazur
Statistics of the Hurst scaling exponents calculated with the use of two methods: recently introduced Detrended Moving Average Analysis(DMA) and Detrended Fluctuation Analysis (DFA…
Can One Make Any Crash Prediction in Finance Using the Local Hurst Exponent Idea?
D. Grech, Z. Mazur
We apply the Hurst exponent idea for investigation of DJIA index time-series data. The behavior of the local Hurst exponent prior to drastic changes in financial series signal is a…
The problem of friction in two-dimensional relative motion
Dariusz Grech, Zygmunt Mazur
We analyse a mechanical system in two-dimensional relative motion with friction. Although the system is simple, the peculiar interplay between two kinetic friction forces and gravi…