Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 451, Issue -, Pages 63-69Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.physa.2015.12.155
Keywords
Detrended Fluctuation Analysis; Power laws; Diffusion plot; Evenly spacing
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Detrended Fluctuation Analysis is a widely used method, which aims at assessing the level of self-similarity in time series. This method analyzes the diffusion properties of the signal, by computing the linear regression slope in the diffusion plot, representing in log-log coordinates the relationship between the variability of the signal and the length of the intervals over which this variability is computed. We compare in this paper the results obtained with logarithmically spaced and evenly spaced diffusion plots. The study shows the substantial benefits of evenly spacing, especially in the reduction of the variability of estimation. (C) 2016 Elsevier B.V. All rights reserved.
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