Abstract
To characterize long-range power-law correlations and fractal scaling behavior, detrending-operation-based analysis methods, such as the detrended fluctuation analysis (DFA) and the detrending moving average analysis (DMA), have become widely used. We here present a general framework to provide the mathematical foundations of such scaling analysis methods. Our ramework can provide the rigorous relation among mean-square-displacement (MSD) statistics estimated by the detrending-operation-based analysis, autocorrelation and power spectral density (PSD) for second-order stationary processes. As representative examples, we discuss the methodological features of the fluctuation analysis (FA), DFA and centered DMA.
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
