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A Brief Discussion on the Crossovers in Detrended Fluctuation Analysis

Huijie Yang·Fangcui Zhao·Xizhen Wu·Zhuxia Li·Yizhong Zhuo
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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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Huijie Yang, Fangcui Zhao, Xizhen Wu, Zhuxia Li, Yizhong Zhuo. 2001-11-27. A Brief Discussion on the Crossovers in Detrended Fluctuation Analysis. https://arxiv.org/abs/cond-mat/0111508

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