Theoretical foundation of detrending methods for fluctuation analysis such as detrended fluctuation analysis and detrending moving average
نویسندگان
چکیده
منابع مشابه
Comparison of detrending methods for fluctuation analysis
We examine several recently suggested methods for the detection of long-range correlations in data series based on similar ideas as the well-established Detrended Fluctuation Analysis (DFA). In particular, we present a detailed comparison between the regular DFA and two recently suggested methods: the Centered Moving Average (CMA) Method and a Modified Detrended Fluctuation Analysis (MDFA). We ...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2019
ISSN: 2470-0045,2470-0053
DOI: 10.1103/physreve.99.033305