Minimizing the effect of sinusoidal trends in detrended fluctuation analysis
Radhakrishnan Nagarajan, Rajesh G. Kavasseri
TL;DR
This paper introduces a smoothing filter to reduce the impact of sinusoidal trends on detrended fluctuation analysis, improving the accuracy of long-range correlation detection in self-affine signals.
Contribution
A novel smoothing filter method is proposed to minimize sinusoidal trend effects in DFA and MF-DFA, enhancing their robustness.
Findings
The filter effectively reduces sinusoidal trend influence.
Improved accuracy in detecting long-range correlations.
Enhanced reliability of DFA and MF-DFA results.
Abstract
The detrended fluctuation analysis (DFA) [Peng et al., 1994] and its extensions (MF-DFA) [Kantelhardt et al., 2002] have been used extensively to determine possible long-range correlations in self-affine signals. While the DFA has been claimed to be a superior technique, recent reports have indicated its susceptibility to trends in the data. In this report, a smoothing filter is proposed to minimize the effect of sinusoidal trends and distortion in the log-log plots obtained by DFA and MF-DFA techniques.
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