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physics.data-an2016★ 45 cited
Detrending Moving Average Algorithm: Frequency Response and Scaling Performances
Anna Carbone, Ken Kiyono
The Detrending Moving Average (DMA) algorithm has been widely used in its several variants for characterizing long-range correlations of random signals and sets (one-dimensional se…
physics.data-an2015★ 67 cited
Establishing a direct connection between detrended fluctuation analysis and Fourier analysis
Ken Kiyono
To understand methodological features of the detrended fluctuation analysis (DFA) using a higher-order polynomial fitting, we establish the direct connection between DFA and Fourie…