Consistency of detrended fluctuation analysis
نویسندگان
چکیده
منابع مشابه
Revisiting detrended fluctuation analysis
Half a century ago Hurst introduced Rescaled Range (R/S) Analysis to study fluctuations in time series. Thousands of works have investigated or applied the original methodology and similar techniques, with Detrended Fluctuation Analysis becoming preferred due to its purported ability to mitigate nonstationaries. We show Detrended Fluctuation Analysis introduces artifacts for nonlinear trends, i...
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Different routing strategies may result in different behaviors of traffic on internet. We analyze the correlation of traffic data for three typical routing strategies by the detrended fluctuation analysis (DFA) and find that the degree of correlation of the data can be divided into three regions, i.e., weak, medium, and strong correlation. The DFA scalings are constants in both the regions of w...
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Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-law correlation exponents in noisy signals. Many noisy signals in real systems display trends, so that the scaling results obtained from the DFA method become difficult to analyze. We systematically study the effects of three types of trends--linear, periodic, and power-law trends, and offer exam...
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Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-range power-law correlations in signals. Many physical and biological signals are "noisy," heterogeneous, and exhibit different types of nonstationarities, which can affect the correlation properties of these signals. We systematically study the effects of three types of nonstationarities often encountered i...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2017
ISSN: 2470-0045,2470-0053
DOI: 10.1103/physreve.96.012141