Detrended fluctuation analysis (DFA) is a scaling method commonly used for detecting long-range correlations in nonstationary time series. Applications range from financial time series to physiological data. However, as the removal of trends in DFA is based on discontinuous polynomial fitting,...

Detrended fluctuation analysis (DFA) is a scaling method commonly used for detecting long-range correlations in non-stationary time series. The DFA method uses a trend based on polynomial fitting to extract and quantify fluctuations at different time scales. Basically, such procedure acts as a...

We have studied neutronic power oscillations in a (BWR) nuclear reactor for three different scenarios. Two of them correspond to stable operating conditions and the third one corresponds to an emergency event where the nuclear reactor showed unstable oscillations that led to a manual scram...