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A Brief Discussion on the Crossovers in Detrended Fluctuation Analysis

Statistical Mechanics 2007-05-23 v1 Disordered Systems and Neural Networks
Authors: Huijie Yang , Fangcui Zhao , Xizhen Wu , Zhuxia Li , Yizhong Zhuo
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Abstract

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.

Cite

@article{arxiv.cond-mat/0111508,
  title  = {A Brief Discussion on the Crossovers in Detrended Fluctuation Analysis},
  author = {Huijie Yang and Fangcui Zhao and Xizhen Wu and Zhuxia Li and Yizhong Zhuo},
  journal= {arXiv preprint arXiv:cond-mat/0111508},
  year   = {2007}
}

Comments

14 pages, 4 figures

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