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Detrended fluctuation analysis

Known as: DFA 
In stochastic processes, chaos theory and time series analysis, detrended fluctuation analysis (DFA) is a method for determining the statistical self… 
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Papers overview

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2013
2013
  • He You
  • 2013
  • Corpus ID: 124060975
According to the basic principle of detrended fluctuation analysis(DFA),this paper researches the fractal scaling property of… 
2013
2013
We study the correlation between detrended fluctuation analysis(DFA) and the Lempel-Ziv complexity(LZC) in nonlinear time series… 
2012
2012
In the present study, the return series of GBP/USD (the Great Britain pound against the U. S. dollar) is not Brownian motion and… 
2011
2011
In the digital receiver, Automatic Gain Control (AGC) is usually adopted to solve the large fluctuation of received signal and… 
2010
2010
In this paper, we analyze and compare long-range power-law correlations of returns, absolute returns, squared returns, cubed… 
2010
2010
Recent advances in nonlinear analysis techniques are essential to understand the complexity of surface Electromyography (sEMG… 
2010
2010
We have tested the hypothesis that combat related data in Afghanistan for the epoch 2002-2009 demonstrates features of a complex… 
2008
2008
When the dynamic system is in the extreme states, or it is affected by an intensive disturbance, we will get an extreme event… 
2008
2008
Sudden death in eating disordered patients has been attributed to cardiac arrhythmias and susceptibility might be identified by… 
2008
2008
In [1] it was shown how to construct networks connecting arbitrary configurations xn of n cities in a square of area n which for…