Reliable scaling exponent estimation of long-range correlated noise in the presence of random spikes

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dc.creatorNagarajan, Radhakrishnan
dc.date2005-10-19
dc.date.accessioned2026-07-07T06:44:35Z
dc.date.available2026-07-07T06:44:35Z
dc.descriptionDetrended fluctuation analysis (DFA) has been used widely to determine possible long-range correlations in data obtained from diverse settings. In a recent study [1], uncorrelated random spikes superimposed on the long-range correlated noise (LR noise) were found to affect DFA scaling exponent estimates. In this brief communication, singular-value decomposition (SVD) filter is proposed to minimize the effect random spikes superimposed on LR noise, thus facilitating reliable estimation of the scaling exponents. The effectiveness of the proposed approach is demonstrated on random spikes sampled from normal and uniform distributions.
dc.description36 Pages, 20 Figures
dc.identifierhttps://arxiv.org/abs/cond-mat/0510518
dc.identifierhttp://arxiv.org/abs/cond-mat/0510518
dc.identifierPhysica A, 2005
dc.identifierdoi:10.1016/j.physa.2005.10.020
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/102822
dc.subjectStatistical Mechanics
dc.titleReliable scaling exponent estimation of long-range correlated noise in the presence of random spikes
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