A Brief Discussion on the Crossovers in Detrended Fluctuation Analysis

Details A Brief Discussion on the Crossovers in Detrended Fluctuation Analysis A Brief Discussion on the Crossovers in Detrended Fluctuation Analysis

2001-11-27

arxiv.org/abs/cond-mat/0111508v1

Physics

Condensed Matter

Statistical Mechanics

14 pages, 4 figures

Scientific paper

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.

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