Abstract | ||
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The detrended fluctuation analysis (DFA) [Peng et al., 1994] and its extensions (MF-DFA) [Kantelhardt et al., 2002] have been used extensively to determine possible long-range correlations in self-affine signals. While the DFA has been claimed to be a superior technique, recent reports have indicated its susceptibility to trends in the data. In this report, a smoothing filter is proposed to minimize the effect of sinusoidal trends and distortion in the log-log plots obtained by DFA and MF-DFA techniques. |
Year | DOI | Venue |
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2005 | 10.1142/S021812740501279X | INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS |
Keywords | DocType | Volume |
detrended fluctuation analysis, periodic trends, filter | Journal | 15 |
Issue | ISSN | Citations |
5 | 0218-1274 | 4 |
PageRank | References | Authors |
1.04 | 0 | 2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Radhakrishnan Nagarajan | 1 | 82 | 12.21 |
Rajesh G. Kavasseri | 2 | 31 | 6.98 |