کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
7376777 | 1480111 | 2016 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Nonlinear filtering properties of detrended fluctuation analysis
ترجمه فارسی عنوان
خواص فیلترینگ غیرخطی تجزیه و تحلیل نوسانات جزئی
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
فیزیک ریاضی
چکیده انگلیسی
Detrended fluctuation analysis (DFA) has been widely used for quantifying long-range correlation and fractal scaling behavior. In DFA, to avoid spurious detection of scaling behavior caused by a nonstationary trend embedded in the analyzed time series, a detrending procedure using piecewise least-squares fitting has been applied. However, it has been pointed out that the nonlinear filtering properties involved with detrending may induce instabilities in the scaling exponent estimation. To understand this issue, we investigate the adverse effects of the DFA detrending procedure on the statistical estimation. We show that the detrending procedure using piecewise least-squares fitting results in the nonuniformly weighted estimation of the root-mean-square deviation and that this property could induce an increase in the estimation error. In addition, for comparison purposes, we investigate the performance of a centered detrending moving average analysis with a linear detrending filter and sliding window DFA and show that these methods have better performance than the standard DFA.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 462, 15 November 2016, Pages 807-815
Journal: Physica A: Statistical Mechanics and its Applications - Volume 462, 15 November 2016, Pages 807-815
نویسندگان
Ken Kiyono, Yutaka Tsujimoto,