| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481566 | Physica A: Statistical Mechanics and its Applications | 2011 | 11 Pages |
Abstract
⺠Multifractal detrended fluctuation analysis is tested in records with artifacts. ⺠The artifacts are additive white noise, short-term memory and periodicities. ⺠Additive white noise causes underestimated generalized Hurst exponent h(q). ⺠Short-range correlations lead to pronounced crossovers in the fluctuation functions. ⺠Additive seasonal trends result in the spurious increase of h(q) with increasing q.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Josef Ludescher, Mikhail I. Bogachev, Jan W. Kantelhardt, Aicko Y. Schumann, Armin Bunde,