Detrended fluctuation analysis (DFA) is a scaling method commonly used for detecting long-range correlations in nonstationary time series. Applications range from financial time series to physiological data. However, as the removal of trends in DFA is based on discontinuous polynomial fitting, oscil
Detrending fluctuation analysis based on high-pass filtering
✍ Scribed by Eduardo Rodriguez; Juan Carlos Echeverría; Jose Alvarez-Ramirez
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 364 KB
- Volume
- 375
- Category
- Article
- ISSN
- 0378-4371
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