Statements in which the resource exists as a subject.
PredicateObject
rdf:type
lifeskim:mentions
pubmed:issue
5 Pt 1
pubmed:dateCreated
2005-8-10
pubmed:abstractText
Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling analysis methods designed to quantify correlations in noisy nonstationary signals. We systematically study the performance of different variants of the DMA method when applied to artificially generated long-range power-law correlated signals with an a priori known scaling exponent alpha(0) and compare them with the DFA method. We find that the scaling results obtained from different variants of the DMA method strongly depend on the type of the moving average filter. Further, we investigate the optimal scaling regime where the DFA and DMA methods accurately quantify the scaling exponent alpha(0) , and how this regime depends on the correlations in the signal. Finally, we develop a three-dimensional representation to determine how the stability of the scaling curves obtained from the DFA and DMA methods depends on the scale of analysis, the order of detrending, and the order of the moving average we use, as well as on the type of correlations in the signal.
pubmed:language
eng
pubmed:journal
pubmed:status
PubMed-not-MEDLINE
pubmed:month
May
pubmed:issn
1539-3755
pubmed:author
pubmed:issnType
Print
pubmed:volume
71
pubmed:owner
NLM
pubmed:authorsComplete
Y
pubmed:pagination
051101
pubmed:year
2005
pubmed:articleTitle
Quantifying signals with power-law correlations: a comparative study of detrended fluctuation analysis and detrended moving average techniques.
pubmed:affiliation
Center for Polymer Studies and Department of Physics, Boston University, Boston, MA 02215, USA.
pubmed:publicationType
Journal Article