Scaling analysis of trends using DFA

Dmitry Vjushin, R. B. Govindan, Roberto A. Monetti, Shlomo Havlin, Armin Bunde

Research output: Contribution to journalConference articlepeer-review

18 Scopus citations

Abstract

We study two aspects of the detrended fluctuation analysis (DFA) method, namely the scaling behavior of the leading terms of the best-fit polynomials and the detection of trends. We show analytically and numerically that the standard deviation of the leading terms of the best-fit polynomials used in DFA displays scaling behavior. Furthermore, we demonstrate that the distribution of these terms can be used to reveal the presence of trends in the data. We also argue that this distribution can be used as a sensitive tool for identifying weak trends.

Original languageEnglish
Pages (from-to)234-243
Number of pages10
JournalPhysica A: Statistical Mechanics and its Applications
Volume302
Issue number1-4
DOIs
StatePublished - 15 Dec 2001
EventInternational Workshop on Frontiers in the Physics of Complex Systems - Ramat-Gan, Israel
Duration: 25 Mar 200128 Mar 2001

Bibliographical note

Funding Information:
We wish to acknowledge Dr. Webman for useful discussions. RAM would like to acknowledge CONICET (Argentina) for financial support.

Funding

We wish to acknowledge Dr. Webman for useful discussions. RAM would like to acknowledge CONICET (Argentina) for financial support.

FundersFunder number
Consejo Nacional de Investigaciones Científicas y Técnicas

    Keywords

    • Correlations
    • DFA
    • Scaling
    • Trends

    Fingerprint

    Dive into the research topics of 'Scaling analysis of trends using DFA'. Together they form a unique fingerprint.

    Cite this