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A Brief Discussion on the Crossovers in Detrended Fluctuation Analysis

2001/11/27 by Huijie Yang, Yang, Huijie, Fangcui Zhao +7
Computer Science · Economics, Econometrics and Finance · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Complex Systems and Time Series Analysis #Disordered Systems and Neural Networks (cond-mat.dis-nn) #FOS: Physical sciences #Nonlinear Dynamics and Pattern Formation #Statistical Mechanics (cond-mat.stat-mech) #cond-mat.dis-nn #cond-mat.stat-mech

paper · pdf · doi:10.48550/arxiv.cond-mat/0111508

14 pages, 4 figures

arxiv created 2001/11/27 · openalex publication_date 2001/11/27 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

An analytical formula for the contributions of the trend leftovers in DFA method is presented, based upon which the crossovers in DFA are investigated in detail. This general formula can explain the calculated results with DFA method for some examples in literature very well.

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