Rodriguez, Eduardo; Carlos Echeverría, Juan; … - In: Physica A: Statistical Mechanics and its Applications 375 (2007) 2, pp. 699-708
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...