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cond-mat.stat-mech2018★ 59 cited
Theoretical foundation of detrending methods for fluctuation analysis such as detrended fluctuation analysis and detrending moving average
Marc Höll, Ken Kiyono, Holger Kantz
We present a general framework of detrending methods of fluctuation analysis of which detrended fluctuation analysis (DFA) is one prominent example. Another more recently introduce…
cond-mat.stat-mech2018★ 13 cited
Probabilistic properties of detrended fluctuation analysis for Gaussian processes
G. Sikora, M. Hoell, A. Wylomanska +3
The detrended fluctuation analysis (DFA) is one of the most widely used tools for the detection of long-range correlations in time series. Although DFA has found many interesting a…