Effect of trends on detrended fluctuation analysis
Files
First author draft
Date
2001-07-01
Authors
Hu, Kun
Ivanov, Plamen C.
Chen, Zhi
Carpena, Pedro
Stanley, H. E.
Version
First author draft
OA Version
Citation
K. Hu, P.C. Ivanov, Z. Chen, P. Carpena, H.E. Stanley. 2001. "Effect of trends on detrended fluctuation analysis." Physical Review E, Volume 64, Issue 1. https://doi.org/10.1103/PhysRevE.64.011114
Abstract
The origin and the properties of crossovers in the scaling behavior of noisy signals were studied by applying the detrended fluctuation analysis (DFA) method first on correlated noise and then on noise with trends, and comparing the difference in the scaling results. To this end, an artificial time series was generated using the modified Fourier filtering method. It was shown that the scaling behavior of noise with a trend is a superposition of the scaling of the noise and the apparent scaling of the trend.
Description
License
©2001 American Physical Society