Time and frequency domain characteristics of detrending-operation-based scaling analysis: Exact DFA and DMA frequency responses

We develop a general framework to study the time and frequency domain characteristics of detrending-operation-based scaling analysis methods, such as detrended fluctuation analysis (DFA) and detrending moving average (DMA) analysis. In this framework, using either the time or frequency domain approa...

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Veröffentlicht in:	Physical review. E 2016-07, Vol.94 (1-1), p.012111-012111, Article 012111
Hauptverfasser:	Kiyono, Ken, Tsujimoto, Yutaka
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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