• Title of article

    Scaling analysis of trends using DFA

  • Author/Authors

    Dmitry Vjushin، نويسنده , , R. B. Govindan، نويسنده , , Roberto A. Monetti، نويسنده , , Shlomo Havlin، نويسنده , , Armin Bunde، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    10
  • From page
    234
  • To page
    243
  • Abstract
    We study two aspects of the detrended fluctuation analysis (DFA) method, namely the scaling behavior of the leading terms of the best-fit polynomials and the detection of trends. We show analytically and numerically that the standard deviation of the leading terms of the best-fit polynomials used in DFA displays scaling behavior. Furthermore, we demonstrate that the distribution of these terms can be used to reveal the presence of trends in the data. We also argue that this distribution can be used as a sensitive tool for identifying weak trends.
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Serial Year
    2001
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Record number

    867475