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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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On the behavior of the DFA and DCCA in trend-stationary processes

TL;DR: The stationarity of the DFA and DCCA is proved, viewed as a stochastic processes, and closed forms for moments up to second order are obtained, including the covariance structure for D FA and D CCA and a miscellany of law of large number related results.
Journal ArticleDOI

Effects of agricultural activities on the temporal variations of streamflow: trends and long memory

TL;DR: In this article, the effects of agricultural activities on temporal variations in streamflow were investigated based on an integrated hydrological model in the Heihe River Basin (HRB).
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Do the global grain spot markets exhibit multifractal nature?

TL;DR: In this paper , the authors performed multifractal detrending moving average (MF-DMA) analysis on the daily data of the Grains & Oilseeds Index (GOI) and its five sub-indices of wheat, maize, soyabeans, rice and barley.
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Scaling analysis of baseline dual-axis cervical accelerometry signals

TL;DR: Vibrations in the A-P axes exhibited stronger correlations than those in the S-I axes, possibly as a result of axis-specific effects of vasomotion, and stronger correlations were found in the presence of head motion than without, suggesting that head movement significantly impacts baseline cervical accelerometry.
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Effectiveness of measures of performance during speculative bubbles

TL;DR: In this paper, the authors analyze the behavior of performance measures based on maximum drawdown movements (MDD), testing their stability when the underlying process deviates from the Bm hypothesis, and consider the fractional Brownian motion (fBm), and fluctuations estimated empirically on raw market data.
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.
Journal ArticleDOI

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.
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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.
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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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