The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Detecting long-range correlations with detrended fluctuation analysis
Open accessAbstract
We examine the detrended fluctuation analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling which appear at small time scales become stronger in higher orders of DFA, and suggest a modified DFA method to remove them. The improvement is necessary especially for short records that are affected by non-stationarities. Furthermore, we describe how crossovers in the correlation behavior can be detected reliably and determined quantitatively and show how several types of trends in the data affect the different orders of DFA.
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Ho, K. K. L., Moody, G. B., Peng, C.-K., Mietus, J. E., Larson, M. G., Levy, D., & Goldberger, A. L. (1997) · Circulation · doi:10.1161/01.cir.96.3.842 · Cited by 489
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Multifractal analysis of financial markets: a review
Jiang, Z.-Q., Xie, W.-J., Zhou, W.-X., & Sornette, D. (2019) · Reports on Progress in Physics · doi:10.1088/1361-6633/ab42fb · Cited by 423
Sleep stage classification from heart-rate variability using long short-term memory neural networks
Radha, M., Fonseca, P., Moreau, A., Ross, M., Cerny, A., Anderer, P., Long, X., & Aarts, R. M. (2019) · Scientific Reports · doi:10.1038/s41598-019-49703-y · Cited by 186
Prominent role of volcanism in Common Era climate variability and human history
Büntgen, U., Arseneault, D., Boucher, É., Churakova (Sidorova), O. V., Gennaretti, F., Crivellaro, A., Hughes, M. K., Kirdyanov, A. V., Klippel, L., Krusic, P. J., et al. (2020) · Dendrochronologia · doi:10.1016/j.dendro.2020.125757 · Cited by 177
Genetic contributions to long-range temporal correlations in ongoing oscillations
Linkenkaer-Hansen, K., Smit, D. J. A., Barkil, A., van Beijsterveldt, T. E. M., Brussaard, A. B., Boomsma, D. I., van Ooyen, A., & de Geus, E. J. C. (2007) · The Journal of Neuroscience · doi:10.1523/jneurosci.3083-07.2007 · Cited by 138
Metadata
- Authors
- Kantelhardt, J. W., Koscielny-Bunde, E., Rego, H. H. A., Havlin, S., & Bunde, A.
- Venue
- Physica A: Statistical Mechanics and its Applications
- Publisher
- Elsevier BV
- Published
- 2001-06
- Volume
- 295
- Issue
- 3-4
- Pages
- 441-454
- ISSN
- 0378-4371 (ISSN-L)
- OpenAlex
- W2103484453
- Cited by
- 1,397
- References
- 1
- FWCI
- 68.01
- Type
- journal article
- Language
- en
- Open access
- green
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- Kantelhardt, J. W., Koscielny-Bunde, E., Rego, H. H. A., Havlin, S., & Bunde, A. (2001). Detecting long-range correlations with detrended fluctuation analysis. Physica A: Statistical Mechanics and its Applications. https://doi.org/10.1016/s0378-4371(01)00144-3
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