کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9727632 | 1480206 | 2005 | 17 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Minimizing the effect of trends on detrended fluctuation analysis of long-range correlated noise
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
فیزیک ریاضی
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چکیده انگلیسی
Detrended fluctuation analysis (DFA) has been proposed as a robust technique to determine possible long-range correlations in power-law processes (Phys. Rev. E 49 (1994) 1685-1989). However, recent studies have reported the susceptibility of DFA to trends [(Phys. Rev. E 64 (2001) 011114-011133)] 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 [(Phys. Rev. E 64 (2001) 011114-011133)].
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 354, 15 August 2005, Pages 182-198
Journal: Physica A: Statistical Mechanics and its Applications - Volume 354, 15 August 2005, Pages 182-198
نویسندگان
Radhakrishnan Nagarajan, Rajesh G. Kavasseri,