2022/03/29 by Luis Gil-Maqueda, Gil-Maqueda, Luis, Benjamín A. Itzá‐Ortiz +1
Biochemistry, Genetics and Molecular Biology · Computer Science · Economics, Econometrics and Finance · #26A06 (Primary) 37M10 #28A80 (Secondary) #Chaotic Dynamics (nlin.CD) #Complex Systems and Time Series Analysis #Dynamical Systems (math.DS) #FOS: Mathematics #FOS: Physical sciences #Fractal and DNA sequence analysis #Functional Analysis (math.FA) #Neural Networks and Applications
paper · pdf · doi:10.48550/arxiv.2203.15940
openalex publication_date 2022/03/29 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Based on the well-known Detrended Fluctuation Analysis (DFA) for time series, in this work we describe a DFA for continuous real variable functions. Under certain conditions, DFA accurately predicts the long-term auto-correlation of the time series, depending on the value of certain scaling parameter. We show that for continuous functions, the proposed continuous DFA also exhibits fractal properties and approximates a power law with scaling exponent one.