Minimizing the effect of trends on detrended fluctuation analysis of long-range correlated noise

@inproceedings{Nagarajan2004MinimizingTE,
  title={Minimizing the effect of trends on detrended fluctuation analysis of long-range correlated noise},
  author={Radhakrishnan Nagarajan},
  year={2004}
}
Detrended fluctuation analysis (DFA) has been proposed as a robust technique to determine possible long-range correlations in power-law processes [1]. However, recent studies have reported the susceptibility of DFA to trends [2] which give rise to spurious crossovers and prevent reliable estimation of the scaling exponents. Inspired by these reports, we propose a technique based on singular value-decomposition (SVD) of the trajectory matrix to minimize the effect of linear, power-law, periodic… CONTINUE READING