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physics.data-an2015★ 37 cited
Effects of polynomial trends on detrending moving average analysis
Ying-Hui Shao, Gao-Feng Gu, Zhi-Qiang Jiang +1
The detrending moving average (DMA) algorithm is one of the best performing methods to quantify the long-term correlations in nonstationary time series. Many long-term correlated t…
physics.data-an2012★ 180 cited
Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series
Ying-Hui Shao, Gao Feng Gu, Zhi-Qiang Jiang +2
Notwithstanding the significant efforts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best metho…