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A Modified Fluctuation Analysis of Nonstationary Processes
Technical Physics Letters ( IF 0.8 ) Pub Date : 2020-04-28 , DOI: 10.1134/s1063785020030281
A. N. Pavlov , O. N. Pavlova , A. A. Koronovskii

Abstract

We consider a method of detrended fluctuation analysis (DFA method), which enables the study of long-range correlations in nonstationary processes. Its modification is proposed, including the calculation of additional quantity, that is, a scaling index, characterizing the effects of nonstationarity in the experimental data. Using the dynamics of the blood flow velocity in cerebral vessels as an example, the possibilities of a quantitative description of changes in the signal structure using the proposed modification of the DFA method have been demonstrated.


中文翻译:

非平稳过程的修正涨落分析

摘要

我们考虑一种去趋势波动分析方法(DFA方法),该方法可以研究非平稳过程中的长期相关性。提出了对它的修改,包括计算附加量,即缩放指数,以表征实验数据中非平稳性的影响。以脑血管中血流速度的动态为例,已经证明了使用建议的DFA方法改进对信号结构变化进行定量描述的可能性。
更新日期:2020-04-28
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