Effect of the signal filtering on detrended fluctuation analysis

被引：6

作者：

Li, Ruixue ^{[1
]}

Wang, Jiang ^{[1
]}

Chen, Yingyuan ^{[1
]}

机构：

[1] Tianjin Univ, Sch Elect & Informat Engn, Tianjin, Peoples R China

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2018年 / 494卷

基金：

中国国家自然科学基金;

关键词：

Detrended fluctuation analysis; Signal filtering; Scale range; Long-term correlation; QUANTIFYING FRACTAL DYNAMICS; TIME-SERIES; LONG MEMORY; MOTIONS; REGIONS; NOISES;

D O I：

10.1016/j.physa.2017.12.011

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

Detrended fluctuation analysis (DFA) is an effective method to accurately quantify long-term correlations embedded in a nonstationary time series. In this paper, we study the effect of signal filtering of a signal on the DFA method. The theoretical and simulated results show that the signal filtering will affect the range of scale in DFA. Moreover, this effect is different for fractal Gaussian noise series and fractal Brown movement series. Our study is meaningful for improving accuracy and efficiency of DFA method in theory and practice. (C) 2017 Elsevier B.V. All rights reserved.

引用

下载

页码：446 / 453

页数：8

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