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Definition of the fluctuation function in the detrendred fluctuation analysis and its variant

hal.structure.identifierTHALES Avionics Electrical Systems [TAES]
dc.contributor.authorBERTHELOT, Bastien
hal.structure.identifierLaboratoire de l'intégration, du matériau au système [IMS]
dc.contributor.authorGRIVEL, Eric
hal.structure.identifierMéthodes avancées d’apprentissage statistique et de contrôle [ASTRAL]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierUniversité de Bordeaux [UB]
dc.contributor.authorLEGRAND, Pierrick
hal.structure.identifierLaboratoire de l'intégration, du matériau au système [IMS]
dc.contributor.authorGIREMUS, Audrey
dc.date.accessioned2024-04-04T02:44:24Z
dc.date.available2024-04-04T02:44:24Z
dc.date.created2021
dc.date.issued2021
dc.identifier.issn1434-6028
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/191407
dc.description.abstractEnThe detrended fluctuation analysis (DFA) and its variants are popular methods to analyze the self-similarity of a signal. Two steps characterize them: firstly, the trend of the centered integrated signal is estimated and removed. Secondly, the properties of the so-called fluctuation function which is an approximation of the standard deviation of the resulting process is analyzed. However, it appears that the statistical mean was assumed to be equal to zero to obtain it. As there is no guarantee that this assumption is true a priori, this hypothesis is debatable. The purpose of this paper is to propose two alternative definitions of the fluctuation function. Then, we compare all of them based on a matrix formulation and the filter-based interpretation we recently proposed. This analysis will be useful to show that the approach proposed in the original paper remains a good compromise in terms of accuracy and computational cost.
dc.language.isoen
dc.publisherSpringer-Verlag
dc.title.enDefinition of the fluctuation function in the detrendred fluctuation analysis and its variant
dc.typeArticle de revue
dc.identifier.doi10.1140/epjb/s10051-021-00231-7
dc.subject.halInformatique [cs]/Traitement du signal et de l'image
bordeaux.journalThe European Physical Journal B: Condensed Matter and Complex Systems
bordeaux.volume94
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-03409799
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-03409799v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=The%20European%20Physical%20Journal%20B:%20Condensed%20Matter%20and%20Complex%20Systems&rft.date=2021&rft.volume=94&rft.eissn=1434-6028&rft.issn=1434-6028&rft.au=BERTHELOT,%20Bastien&GRIVEL,%20Eric&LEGRAND,%20Pierrick&GIREMUS,%20Audrey&rft.genre=article


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