Minimizing the effect of trends on detrended fluctuation analysis of long-range correlated noise
| dc.creator | Nagarajan, Radhakrishnan | |
| dc.creator | Kavasseri, Rajesh G. | |
| dc.date | 2004-12-29 | |
| dc.date.accessioned | 2026-07-07T06:23:23Z | |
| dc.date.available | 2026-07-07T06:23:23Z | |
| dc.description | Detrended fluctuation analysis (DFA) has been proposed as a robust technique to determine possible long-range correlations in power-law processes [1]. However, recent studies have reported the susceptibility of DFA to trends [2] which give rise to spurious crossovers and prevent reliable estimation of the scaling exponents. Inspired by these reports, we propose a technique based on singular value-decomposition (SVD) of the trajectory matrix to minimize the effect of linear, power-law, periodic and also quasi-periodic trends superimposed on long-range correlated power-law noise. The effectiveness of the technique is demonstrated on publicly available data sets [2]. | |
| dc.description | 15 pages, 13 Figures | |
| dc.identifier | https://arxiv.org/abs/cond-mat/0412732 | |
| dc.identifier | http://arxiv.org/abs/cond-mat/0412732 | |
| dc.identifier | Physica A, 2005 | |
| dc.identifier | doi:10.1016/j.physa.2005.01.041 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/96211 | |
| dc.subject | Statistical Mechanics | |
| dc.title | Minimizing the effect of trends on detrended fluctuation analysis of long-range correlated noise | |
| dc.type | text |