English

Impact of scaling range on the effectiveness of detrending methods

Data Analysis, Statistics and Probability 2013-11-05 v2

Abstract

We make the comparative study of scaling range properties for detrended fluctuation analysis (DFA), detrended moving average analysis (DMA) and recently proposed new technique called modified detrended moving average analysis (MDMA). Basic properties of scaling ranges for these techniques are reviewed. The efficiency and exactness of all three methods towards proper determination of scaling exponent HH is discussed, particularly for short series of uncorrelated or persistent data. \end{abstract}

Keywords

Cite

@article{arxiv.1309.5678,
  title  = {Impact of scaling range on the effectiveness of detrending methods},
  author = {Dariusz Grech and Zygmunt Mazur},
  journal= {arXiv preprint arXiv:1309.5678},
  year   = {2013}
}

Comments

16 pages, 9 figures