A Brief Discussion on the Crossovers in Detrended Fluctuation Analysis
统计力学
2007-05-23 v1 无序系统与神经网络
摘要
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.
引用
@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}
}
备注
14 pages, 4 figures