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Minimizing the effect of sinusoidal trends in detrended fluctuation analysis

The detrended fluctuation analysis (DFA) [Peng et al., 1994] and its extensions (MF-DFA) [Kantelhardt et al., 2002] have been used extensively to determine possible long-range correlations in self-affine signals. While the DFA has been claimed to be a superior technique, recent reports have indicated its susceptibility to trends in the data. In this report, a smoothing filter is proposed to minimize the effect of sinusoidal trends and distortion in the log-log plots obtained by DFA and MF-DFA techniques.

preprint2004arXivOpen access
Radhakrishnan NagarajanRajesh G. Kavasseri
cond-mat.stat-mech
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Radhakrishnan NagarajanRajesh G. Kavasseri

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