Revisiting detrended fluctuation analysis
Half a century ago Hurst introduced Rescaled Range (R/S) Analysis to study fluctuations in time series. Thousands of works have investigated or applied the original methodology and similar techniques, with Detrended Fluctuation Analysis becoming preferred due to its purported ability to mitigate non...
| Main Authors: | , |
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| Format: | Online |
| Language: | English |
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Nature Publishing Group
2012
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| Online Access: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3303145/ |