# Detecting long-range correlations with detrended fluctuation analysis

@article{Kantelhardt2001DetectingLC, title={Detecting long-range correlations with detrended fluctuation analysis}, author={J. Kantelhardt and E. Koscielny-Bunde and H. A. Rego and S. Havlin and A. Bunde}, journal={Physica A-statistical Mechanics and Its Applications}, year={2001}, volume={295}, pages={441-454} }

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… Expand

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