Diagram of measurement series elements deviation from local linear approximations

Details Diagram of measurement series elements deviation from local linear approximations Diagram of measurement series elements deviation from local linear approximations

2009-03-19

arxiv.org/abs/0903.3328v1

Statistics

Applications

4 pages, 6 figures

Scientific paper

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 values of absolute deviation of measurement accumulation series points from the respective values of linear approximation. It is shown that dL-method in some cases allows better determination of local peculiarities than wavelet-analysis. Easy-to-realize approach that is proposed can be used in the analysis of time series in such fields as economics and sociology.

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