arXiv:cond-mat/0111508 Abstract

arXiv:cond-mat/0111508Abstract References Reviews Resources

A Brief Discussion on the Crossovers in Detrended Fluctuation Analysis

Huijie Yang, Fangcui Zhao, Xizhen Wu, Zhuxia Li, Yizhong Zhuo

Published 2001-11-27Version 1

An analytical formula for the contributions of the trend leftovers in DFA method is presented, based upon which the crossovers in DFA are investigated in detail. This general formula can explain the calculated results with DFA method for some examples in literature very well.

Comments: 14 pages, 4 figures

Categories: cond-mat.stat-mech, cond-mat.dis-nn

Keywords: detrended fluctuation analysis, brief discussion, crossovers, dfa method, trend leftovers

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