Details

Autor(en) / Beteiligte

• Govindan, R B

Titel

Detrended fluctuation analysis using orthogonal polynomials

Ist Teil von

• Physical review. E, 2020-01, Vol.101 (1-1), p.010201-010201, Article 010201

Ort / Verlag

United States

Erscheinungsjahr

2020

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• An alternative analysis approach, namely, orthogonal detrended fluctuation analysis (ODFA), is proposed to quantify the long-range correlation exponent. This method uses an orthogonal polynomial to attenuate any trends and quantify the (auto-) correlations in the data. The method is tested using numerically simulated data with long-range correlation. A matrix formalism of this approach is also proposed. Furthermore, the extension to high-order polynomial detrending is discussed. The proposed approach quantifies the long-range exponent with an error rate of about 8% for short datasets (3000 samples) and an error rate of about 1% for long datasets (100 000 samples). ODFA can find applications that involve processing long datasets as well as in real-time processing.