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相关论文: Detecting Long-range Correlations with Detrended F…

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We examine several recently suggested methods for the detection of long-range correlations in data series based on similar ideas as the well-established Detrended Fluctuation Analysis (DFA). In particular, we present a detailed comparison…

统计金融 · 定量金融 2009-11-13 Amir Bashan , Ronny Bartsch , Jan W. Kantelhardt , Shlomo Havlin

Improvement in time resolution sometimes introduces short-range random noises into temporal data sequences. These noises affect the results of power-spectrum analyses and the Detrended Fluctuation Analysis (DFA). The DFA is one of useful…

数据分析、统计与概率 · 物理学 2009-02-05 Shin-ichi Tadaki

We examine the scaling regime for the detrended fluctuation analysis (DFA) - the most popular method used to detect the presence of long memory in data and the fractal structure of time series. First, the scaling range for DFA is studied…

数据分析、统计与概率 · 物理学 2015-06-05 Dariusz Grech , Zygmunt Mazur

Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-law correlation exponents in noisy signals. Many noisy signals in real systems display trends, so that the scaling results obtained from the…

数据分析、统计与概率 · 物理学 2009-11-07 Kun Hu , Plamen Ch. Ivanov , Zhi Chen , Pedro Carpena , H. Eugene Stanley

Autoregressive processes (AR) have typical short-range memory. Detrended Fluctuation Analysis (DFA) was basically designed to reveal long range correlation in non stationary processes. However DFA can also be regarded as a suitable method…

生物物理 · 物理学 2007-07-11 V. V. Morariu , L. Buimaga-Iarinca , C. Vamos , S. Soltuz

Based on the well-known Detrended Fluctuation Analysis (DFA) for time series, in this work we describe a DFA for continuous real variable functions. Under certain conditions, DFA accurately predicts the long-term auto-correlation of the…

混沌动力学 · 物理学 2023-04-11 Luis Gil-Maqueda , Benjamín A. Itzá-Ortiz

Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-range power-law correlations in signals. Many physical and biological signals are ``noisy'', heterogeneous and exhibit different types of…

数据分析、统计与概率 · 物理学 2009-11-07 Zhi Chen , Plamen Ch. Ivanov , Kun Hu , H. Eugene Stanley

Detrended fluctuation analysis (DFA), suitable for the analysis of nonstationary time series, has confirmed the existence of persistent long-range correlations in healthy heart rate variability data. In this paper, we present the…

医学物理 · 物理学 2009-11-10 J. C. Echeverria , M. S. Woolfson , J. A. Crowe , B. R. Hayes-Gill , G. D. H. Croaker , H. Vyas

Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling analysis methods designed to quantify correlations in noisy non-stationary signals. We systematically study the performance of different variants of the…

其他凝聚态物理 · 物理学 2009-11-10 L. Xu , P. Ch. Ivanov , K. Hu , Z. Chen , A. Carbone , H. E. Stanley

Detrended fluctuation analysis (DFA) has been proposed as a robust technique to determine possible long-range correlations in power-law processes [1]. However, recent studies have reported the susceptibility of DFA to trends [2] which give…

统计力学 · 物理学 2007-05-23 Radhakrishnan Nagarajan , Rajesh G. Kavasseri

Detrended fluctuation analysis (DFA) has been used widely to determine possible long-range correlations in data obtained from diverse settings. In a recent study [1], uncorrelated random spikes superimposed on the long-range correlated…

统计力学 · 物理学 2007-05-23 Radhakrishnan Nagarajan

Detrend fluctuation analysis (DFA) has become a choice method for effective analysis of a broad variety of nonstationary signals. We show in the present article that, provided the nonstationary fluctuations occur at a large enough time…

The detrended fluctuation analysis (DFA) is one of the most widely used tools for the detection of long-range correlations in time series. Although DFA has found many interesting applications and has been shown as one of the best performing…

统计力学 · 物理学 2020-03-18 G. Sikora , M. Hoell , A. Wylomanska , J. Gajda , A. V. Chechkin , H. Kantz

To understand methodological features of the detrended fluctuation analysis (DFA) using a higher-order polynomial fitting, we establish the direct connection between DFA and Fourier analysis. Based on an exact calculation of the…

数据分析、统计与概率 · 物理学 2015-11-03 Ken Kiyono

Background: Human gait exhibits complex fractal fluctuations among consecutive strides. The time series of gait parameters are long-range correlated (statistical persistence). In contrast, when gait is synchronized with external rhythmic…

定量方法 · 定量生物学 2020-08-17 Philippe Terrier

Detrended Fluctuation Analysis (DFA) is widely used to assess the presence of long-range temporal correlations in time series. Signals with long-range temporal correlations are typically defined as having a power law decay in their…

定量方法 · 定量生物学 2013-06-24 Maria Botcharova , Simon F Farmer , Luc Berthouze

The detrended cross-correlation coefficient $\rho_{\rm DCCA}$ has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, non-stationary time series. It is based on the detrended…

数据分析、统计与概率 · 物理学 2015-12-09 Jaroslaw Kwapien , Pawel Oswiecimka , Stanislaw Drozdz

Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating the power-law long-term correlations of non-stationary time series, in which a detrending step is necessary to obtain the local fluctuations at…

统计力学 · 物理学 2011-09-09 Xi-Yuan Qian , Wei-Xing Zhou , Gao-Feng Gu

Method for detection and visualization of trends, periodicities, local peculiarities in measurement series (dL-method) based on DFA technology (Detrended fluctuation analysis) is proposed. The essence of the method lies in reflecting the…

应用统计 · 统计学 2009-03-20 D. V. Lande , A. A. Snarskii

In a spatially embedded network, that is a network where nodes can be uniquely determined in a system of coordinates, links' weights might be affected by metric distances coupling every pair of nodes (dyads). In order to assess to what…

数据分析、统计与概率 · 物理学 2014-03-05 Riccardo Chiarucci , Franco Ruzzenenti , Maria I. Loffredo
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