arXiv:cond-mat/0411543AbstractReferencesReviewsResources
Minimizing the effect of sinusoidal trends in detrended fluctuation analysis
Radhakrishnan Nagarajan, Rajesh G. Kavasseri
Published 2004-11-21Version 1
The detrended fluctuation analysis (DFA) [Peng et al., 1994] and its extensions (MF-DFA) [Kantelhardt et al., 2002] have been used extensively to determine possible long-range correlations in self-affine signals. While the DFA has been claimed to be a superior technique, recent reports have indicated its susceptibility to trends in the data. In this report, a smoothing filter is proposed to minimize the effect of sinusoidal trends and distortion in the log-log plots obtained by DFA and MF-DFA techniques.
Journal: Int. Journal of Bifurcations and Chaos, vol.15, no.2, 2005
Categories: cond-mat.stat-mech
Keywords: detrended fluctuation analysis, sinusoidal trends, long-range correlations, log-log plots, superior technique
Tags: journal article
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