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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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Detalhes bibliográficos
Main Authors: Bryce, R. M., Sprague, K. B.
Formato: Artigo
Idioma:Inglês
Publicado em: Nature Publishing Group 2012
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3303145/
https://ncbi.nlm.nih.gov/pubmed/22419991
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/srep00315
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