Detrended fluctuation analysis of power-law-correlated sequences with random noises

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

Improvement in time resolution sometimes introduces short-range random noises into temporal data sequences. These noises affect the results of power-spectrum analyses and the Detrended Fluctuation Analysis (DFA). The DFA is one of useful methods for analyzing long-range correlations in non-stationary sequences. The effects of noises are discussed based on artificial temporal sequences. Short-range noises prevent power-spectrum analyses from detecting long-range correlations. The DFA can extract long-range correlations from noisy time sequences. The DFA also gives the threshold time length, under which the noises dominate. For practical analyses, coarse-grained time sequences are shown to recover long-range correlations.
12 pages, 11 figures

Keywords

Data Analysis, Statistics and Probability, Physics and Society

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/218486

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0902.0678
 http://arxiv.org/abs/0902.0678

Collections

arXiv