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ArticleDetrending fluctuation analysis based on moving average filtering

José Álvarez‐Ramírez2005

Article2005

Detrending fluctuation analysis based on moving average filtering

José Álvarez‐Ramírez · Eduardo Rodríguez · Juan Carlos Echeverría

138 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Time Series Analysis and Forecasting Statistical Mechanics and Entropy

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References

2001Detecting long-range correlations with detrended fluctuation analysis 1998Indication of a Universal Persistence Law Governing Atmospheric Variability 2004Time-dependent Hurst exponent in financial time series 2001Magnitude and Sign Correlations in Heartbeat Fluctuations 1997Correlations in economic time series 2004Analysis of clusters formed by the moving average of a long-range correlated time series 1998Crossing of two mobile averages: A method for measuring the roughness exponent

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2015Complexity testing techniques for time series data: A comprehensive literature review 2010Effect of extreme data loss on long-range correlated and anticorrelated signals quantified by detrended fluctuation analysis 2013Multifractal detrended fluctuation analysis of human gait diseases 2011Fractal and Multifractal Time Series 2011Multifractal moving average analysis and test of multifractal model with tuned correlations 2010Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals

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Year2005

Typearticle

Published2005-03-29

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations138

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2005.02.020

openalex_workW2020741274

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2015Establishing a direct connection between detrended fluctuation analysis and Fourier analysis

2015The relationship between the detrendend fluctuation analysis and the autocorrelation function of a signal