CIOP   05384
CENTRO DE INVESTIGACIONES OPTICAS
Unidad Ejecutora - UE
artículos
Título:
A criterion for the determination of optimum scale fitting ranges in DFA and MF-DFA
Autor/es:
DAMIÁN GULICH; LUCIANO ZUNINO
Revista:
PHYSICA A - STATISTICAL AND THEORETICAL PHYSICS
Editorial:
ELSEVIER SCIENCE BV
Referencias:
Lugar: Amsterdam; Año: 2014 vol. 397 p. 17 - 30
ISSN:
0378-4371
Resumen:
We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially generated time series with known parameters as illustrative examples of this technique. We show that crossover time scales can also be objectively and efficiently estimated using the introduced algorithm. Finally, we employ the proposed methodology to study the scaling behavior of a natural time series: monthly sunspot data previously filtered with empirical mode decomposition (EMD); in this case we find results comparable with those found in the literature.