Detrended fluctuation analysis as a statistical tool to monitor the climate
نویسندگان
چکیده
منابع مشابه
2 7 M ar 2 00 4 Detrended fluctuation analysis as a statistical tool to monitor the climate
Detrended fluctuation analysis is used to investigate power law relationship between the monthly averages of the maximum daily temperatures for different locations in the western US. On the map created by the power law exponents, we can distinguish different geographical regions with different power law exponents. When the power law exponents obtained from the detrended fluctuation analysis are...
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Half a century ago Hurst introduced Rescaled Range (R/S) Analysis to study fluctuations in time series. Thousands of works have investigated or applied the original methodology and similar techniques, with Detrended Fluctuation Analysis becoming preferred due to its purported ability to mitigate nonstationaries. We show Detrended Fluctuation Analysis introduces artifacts for nonlinear trends, i...
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Different routing strategies may result in different behaviors of traffic on internet. We analyze the correlation of traffic data for three typical routing strategies by the detrended fluctuation analysis (DFA) and find that the degree of correlation of the data can be divided into three regions, i.e., weak, medium, and strong correlation. The DFA scalings are constants in both the regions of w...
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The intraday pattern, long memory, and multifractal nature of the intertrade durations, which are defined as the waiting times between two consecutive transactions, are investigated based upon the limit order book data and order flows of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in 2003. An inverse U -shaped intraday pattern in the intertrade durations with an abrupt drop i...
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Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-law correlation exponents in noisy signals. Many noisy signals in real systems display trends, so that the scaling results obtained from the DFA method become difficult to analyze. We systematically study the effects of three types of trends--linear, periodic, and power-law trends, and offer exam...
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ژورنال
عنوان ژورنال: Journal of Statistical Mechanics: Theory and Experiment
سال: 2004
ISSN: 1742-5468
DOI: 10.1088/1742-5468/2004/07/p07009