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Open AccessJournal ArticleDOI

Effect of trends on detrended fluctuation analysis.

TLDR
It is shown how to use DFA appropriately to minimize the effects of trends, how to recognize if a crossover indicates indeed a transition from one type to a different type of underlying correlation, or if the crossover is due to a trend without any transition in the dynamical properties of the noise.
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Empirical study of the scaling behavior of the amplitude-frequency distribution of the Hilbert-Huang transform and its application in sunspot time series analysis

TL;DR: In this paper, the authors propose a formalism to empirically study EMD-HSA, to deduce its scaling exponent ξ ( q ) from the perspective of EMDbased arbitrary-order Hilbert marginal spectrum (EMD-HMS), and to numerically compare the results with the expected H.
Journal ArticleDOI

Early Warning of Abrupt Displacement Change at the Yemaomian Landslide of the Three Gorge Region, China

TL;DR: In this article, a time series of displacement is modeled using an autoregressive (AR) model and a detrended fluctuation analysis (DFA) method and the coefficient and variance of AR(1) and the scaling exponent of DFA are estimated using a slide window.
Journal ArticleDOI

Long-Memory and Fractal Trends in Variations of Environmental Radon in Soil: Results from Measurements in Lesvos Island in Greece

TL;DR: In this article, the authors present evidence of trends of fractal properties and long memory in three-month variations of radon in soil, in Lesvos Island, Greece, using sliding-window (a) detrended fluctuation analysis, fractal analysis, rescaled range analysis and fractal dimension analysis with the methods of Higuchi, Katz and Sevcik.
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Multifractal detrended fluctuation analysis of analog random multiplicative processes

TL;DR: In this article, the authors investigate non-Gaussian statistical properties of stationary stochastic signals generated by an analog circuit that simulates a random multiplicative process with weak additive noise.
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The Western Crete geodetic infrastructure: Long-range power-law correlations in GPS time series using Detrended Fluctuation Analysis

TL;DR: In this paper, the authors examined the statistical structure and behavior of time series, as produced by permanent GPS sites, established on the islands of Crete and Gavdos, and concluded that both investigated stations show similar statistical behavior in the form of power law and exhibit the same (∼0.9 − 1.0) long-range correlation.
References
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Journal ArticleDOI

Long-Term Storage Capacity of Reservoirs

TL;DR: In this paper, a solution of the problem of determining the reservoir storage required on a given stream, to guarantee a given draft, is presented, where a long-time record of annual total...
Journal ArticleDOI

Mosaic organization of DNA nucleotides

TL;DR: This work analyzes two classes of controls consisting of patchy nucleotide sequences generated by different algorithms--one without and one with long-range power-law correlations, finding that both types of sequences are quantitatively distinguishable by an alternative fluctuation analysis method.
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Quantification of scaling exponents and crossover phenomena in nonstationary heartbeat time series

TL;DR: A new method--detrended fluctuation analysis (DFA)--for quantifying this correlation property in non-stationary physiological time series is described and application of this technique shows evidence for a crossover phenomenon associated with a change in short and long-range scaling exponents.
Journal ArticleDOI

Detecting long-range correlations with detrended fluctuation analysis

TL;DR: It is shown that deviations from scaling which appear at small time scales become stronger in higher orders of detrended fluctuation analysis, and a modified DFA method is suggested to remove them.
Journal ArticleDOI

Estimators for long-range dependence: an empirical study

TL;DR: In this paper, various methods for estimating the self-similarity parameter and/or the intensity of long-range dependence in a time series are available. But some of these methods are more reliable than others.
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