Minimizing the effect of sinusoidal trends in detrended fluctuation analysis

Details Minimizing the effect of sinusoidal trends in detrended fluctuation analysis Minimizing the effect of sinusoidal trends in detrended fluctuation analysis

2004-11-21

arxiv.org/abs/cond-mat/0411543v1

Int. Journal of Bifurcations and Chaos, vol.15, no.2, 2005

Physics

Condensed Matter

Statistical Mechanics

Scientific paper

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.

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