Evenly spacing in Detrended Fluctuation Analysis

Physica A: Statistical Mechanics and its Applications(2016)

引用 50|浏览10
暂无评分
摘要
Detrended Fluctuation Analysis is a widely used method, which aims at assessing the level of self-similarity in time series. This method analyzes the diffusion properties of the signal, by computing the linear regression slope in the diffusion plot, representing in log–log coordinates the relationship between the variability of the signal and the length of the intervals over which this variability is computed. We compare in this paper the results obtained with logarithmically spaced and evenly spaced diffusion plots. The study shows the substantial benefits of evenly spacing, especially in the reduction of the variability of estimation.
更多
查看译文
关键词
Detrended Fluctuation Analysis,Power laws,Diffusion plot,Evenly spacing
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要