Effect of Trends on Detrended Fluctuation Analysis

Hu, K., Ivanov, P. C., Chen, Z., Carpena, P., & Eugene Stanley, H. (2001). Effect of Trends on Detrended Fluctuation Analysis. Physical Review E.

Type

Journal article

Intellectual base

Primary research

Year

2001

DOI

10.1103/physreve.64.011114

Link

https://doi.org/10.1103/PhysRevE.64.011114

Cited by

1 citation across 1 artifact.

Domain-specific

• Hurst Exponent
  • Hu and colleagues show that linear, periodic, and power-law trends create crossovers in DFA through competition between noise scaling and apparent trend scaling.

Verification

This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.

Registry ID ref:27bcb21bb1ac · see in the full table