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Detrended fluctuation analysis using orthogonal polynomials.
Physical Review E ( IF 2.2 ) Pub Date : 2020-01-01 , DOI: 10.1103/physreve.101.010201
R B Govindan 1
Affiliation  

An alternative analysis approach, namely, orthogonal detrended fluctuation analysis (ODFA), is proposed to quantify the long-range correlation exponent. This method uses an orthogonal polynomial to attenuate any trends and quantify the (auto-) correlations in the data. The method is tested using numerically simulated data with long-range correlation. A matrix formalism of this approach is also proposed. Furthermore, the extension to high-order polynomial detrending is discussed. The proposed approach quantifies the long-range exponent with an error rate of about 8% for short datasets (3000 samples) and an error rate of about 1% for long datasets (100 000 samples). ODFA can find applications that involve processing long datasets as well as in real-time processing.

中文翻译:

使用正交多项式的去趋势波动分析。

提出了一种替代分析方法,即正交去趋势波动分析(ODFA),以量化远距离相关指数。该方法使用正交多项式来衰减任何趋势并量化数据中的(自动)相关性。使用具有远距离相关性的数值模拟数据对该方法进行了测试。还提出了这种方法的矩阵形式主义。此外,讨论了对高阶多项式去趋势的扩展。所提出的方法量化了远程指数,短数据集(3000个样本)的错误率约为8%,长数据集(100000个样本)的错误率约为1%。ODFA可以找到涉及处理长数据集以及实时处理的应用程序。
更新日期:2020-01-13
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