Theoretical foundation of detrending methods for fluctuation analysis such as detrended fluctuation analysis and detrending moving average.
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DOI: 10.1103/physreve.99.033305
Abstract: We present a bottom-up derivation of fluctuation analysis with detrending for the detection of long-range correlations in the presence of additive trends or intrinsic nonstationarities. While the well-known detrended fluctuation analysis (DFA) and detrending moving… read more here.
Keywords: detrended fluctuation; fluctuation; analysis detrending; fluctuation analysis ... See more keywords