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A Modified Fluctuation Analysis of Nonstationary Processes

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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.

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Funding

This work was supported by the Russian Science Foundation, project no. 19-12-00037.

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Correspondence to A. N. Pavlov.

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The authors declare that they have no conflict of interest.

STATEMENT ON THE WELFARE OF ANIMALS

All applicable international, national, and/or institutional guidelines for the care and use of animals were followed.

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Translated by O. Zhukova

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Pavlov, A.N., Pavlova, O.N. & Koronovskii, A.A. A Modified Fluctuation Analysis of Nonstationary Processes. Tech. Phys. Lett. 46, 299–302 (2020). https://doi.org/10.1134/S1063785020030281

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  • DOI: https://doi.org/10.1134/S1063785020030281

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