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Revisiting detrended fluctuation analysis

Half a century ago Hurst introduced Rescaled Range (R/S) Analysis to study fluctuations in time series. Thousands of works have investigated or applied the original methodology and similar techniques, with Detrended Fluctuation Analysis becoming preferred due to its purported ability to mitigate non...

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Detalles Bibliográficos
Autores principales: Bryce, R. M., Sprague, K. B.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group 2012
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3303145/
https://www.ncbi.nlm.nih.gov/pubmed/22419991
http://dx.doi.org/10.1038/srep00315