2010
DOI: 10.1209/0295-5075/90/10009
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Detrended fluctuation analysis of scaling crossover effects

Abstract: Detrended fluctuation analysis (DFA) is one of the most frequently used fractal time series algorithms. DFA has also become the tool of choice for analysis of the short-time fluctuations despite the fact that its validity in this domain has never been demonstrated. We adopt an Ornstein-Uhlenbeck Langevin equation to generate a time series which exhibits short-time powerlaw scaling and incorporates the fundamental property of physiological control systems -negative feedback. To determine the scaling exponent, w… Show more

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Cited by 14 publications
(4 citation statements)
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“…A conclusion that can be drawn from these results is that heart rate signals in AN patients whilst standing show less complex behavior and that heart rate changes are less correlated over time [45,37,46].…”
Section: Hrv Measuresmentioning
confidence: 86%
“…A conclusion that can be drawn from these results is that heart rate signals in AN patients whilst standing show less complex behavior and that heart rate changes are less correlated over time [45,37,46].…”
Section: Hrv Measuresmentioning
confidence: 86%
“…σ S (τ ) quantifies the spread of the distance between such walkers after time τ and consequently refers to a completely different dynamical process. The formal proof of this interpretation is given elsewhere [7].…”
mentioning
confidence: 83%
“…In recent years the so-called MultiFractal Detrended Fluctuation Analysis (MF-DFA) [1] is found to be one of the highly successful tools for characterizing the nonstationary time series. The MF-DFA technique has so far been applied in various fields of stochastic systems e.g., in the stock market analysis [2,3,4,5], in geophysics [6,7,8,9], in biophysics [10,11,12] and also in various branches of basic and applied physics [13,14,15]. Obviously the list of references on the applicability of the MF-DFA methodology given here is not a complete one.…”
Section: Introductionmentioning
confidence: 99%