Chaotic SVD method for minimizing the effect of exponential trends in detrended fluctuation analysis

Physica A: Statistical Mechanics and its Applications

Volumn 388, Issue 5, 2009, Pages 720-726

  Shang, Pengjian ^a   Lin, Aijing ^a   Liu, Liang ^b  

^a BEIJING JIAOTONG UNIVERSITY   (China)

^b University of Illinois at Urbana Champaign   (United States)

Author keywords

Chaotic Singular Value Decomposition (CSVD); Crossover; Exponential trends; Multifractal detrended fluctuation analysis (MF DFA); Smoothing algorithm

Indexed keywords

FRACTALS;

CHAOTIC SINGULAR-VALUE DECOMPOSITIONS; CROSSOVER; EXPONENTIAL TRENDS; MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS; SMOOTHING ALGORITHMS;

SINGULAR VALUE DECOMPOSITION;

EID: 58149204040     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.10.044     Document Type: Article

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