Comparison of detrending methods for fluctuation analysis

@inproceedings{Bashan2008ComparisonOD,
  title={Comparison of detrending methods for fluctuation analysis},
  author={Amir Bashan and Ronny P. Bartsch and Jan W. Kantelhardt and Shlomo Havlin},
  year={2008}
}
We examine several recently suggested methods for the detection of long-range correlations in data series based on similar ideas as the well-established Detrended Fluctuation Analysis (DFA). In particular, we present a detailed comparison between the regular DFA and two recently suggested methods: the Centered Moving Average (CMA) Method and a Modified Detrended Fluctuation Analysis (MDFA). We find that CMA is performing equivalently as DFA in long data with weak trends and slightly superior to… CONTINUE READING

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