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
β¦ LIBER β¦
On local fluctuations of stable moving average processes
β Scribed by A.Reza Soltani
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 458 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0304-4149
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