Detrending moving average algorithm: A brief review

TIC-STH'09: 2009 IEEE Toronto International Conference - Science and Technology for Humanity

Volumn , Issue , 2009, Pages 691-696

  Carbone, Anna ^a  

^a POLITECNICO DI TORINO   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

ARBITRARY DIMENSION; DETRENDING MOVING AVERAGES; FRACTAL PROPERTIES; FRACTAL SETS; HURST EXPONENTS; LONG RANGE DEPENDENCE; SELF-ORGANIZED CRITICALITY;

TECHNOLOGICAL FORECASTING; TEMPERATURE INDICATING CAMERAS;

FRACTALS;

EID: 77952720827     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/TIC-STH.2009.5444412     Document Type: Conference Paper

References (60)

1. A. Carbone, G. Kaniadakis, and A.M. Scarfone, Eur. Phys. J. B 57, 121 (2007).
2. M. Batty, Environment and Planning A 37, 1373 (2005).
3. M.H.R. Stanley, L.A.N. Amaral, S.V. Buldyrev, S. Havlin, H. Leschhorn, P. Maass, M.A. Salinger, H.E. Stanley, 379, 804 (1996).
4. H. Ebel, L.I. Mielsch, S. Bornholdt, Phys. Rev. E 66, 035103 (2002).
5. R. Pastor-Satorras, A. Vazquez, A. Vespignani, Phys. Rev. Lett. 87, 258701 (2001).
6. W. Willinger, R. Govindan, S. Jamin, V. Paxson, S. Shenker, Proc. Natl. Acad. Sci. 99, 2573 (2002).
7. S. Arianos, E. Bompard, A. Carbone and F. Xue, Chaos 19, 013119 (2009).
8. M. Batty, Nature 444, 592 (2006).
9. A. Blank, S. Solomon, Physica A 287, 279 (2000).
10. G. Caldarelli, R. Marchetti, L. Pietronero, Europhys. Lett. 52, 386 (2000).
11. S.N. Dorogovtsev, A.V. Goltsev, J.F.F. Mendes, Phys. Rev. E 65, 066122 (2002).
12. C.M. Song, S. Havlin, H.A. Makse, Nature 433, 392 (2005).
13. E. Ravasz, A.L. Barabási, Phys. Rev. E 67, 026112 (2003).
14. A. Carbone, G. Kaniadakis and A.M. Scarfone, Physica A 382, xi-xiv (2007).
15. V. Alfi, F. Coccetti, A. Petri, L. Pietronero, Eur. Phys. J. B 55, 135 (2007).
16. M. Bartolozzi, C. Mellen, T. Di Matteo, T. Aste Eur.Phys. J. B 58, 207 (2007).
17. T. Di Matteo, T. Aste, M.M. Dacorogna, J. Bank. & Fin. 29, 827 (2005).
18. M. Couillard, M. Davison, Physica A 348, 404 (2005).
19. L. Calvet, A. Fisher, Review of Economics and Statistics 84, 381 (2002).
20. J.P. Bouchaud, M. Potters, M. Meyer, Eur. Phys. J. B 13, 595 (2000).
21. J. Feigenbaum, Rep. Prog. Phys. 66, 1611 (2003).
22. T. Lux, Int. J. of Mod. Phys. C 15, 481 (2004).
23. W.B. Wu, G. Michailidis and D. Zhang, IEEE Transactions on Information Theory 50, 1086 (2004).
24. W.B. Wu and Z. Zhao, J. of the Royal Stat. Soc. Series B. 69, 391 (2007).
25. A. Karasaridis, D. Hatzinakos, IEEE Trans. Commun. 49, 1203 (2001).
26. S. Thurner, M.C. Feurstein, and M.C. Teich, Phys. Rev. Lett. 80, 1544 (1998).
27. A.L. Goldberger et al. Proc. Natl. Acad. Sci. 99, 2466 (2002).
28. C.K. Peng, S.V. Buldyrev, S. Havlin, M. Simons, H.E. Stanley, and A.L. Goldberger, Phys. Rev. E 49, 1685 (1994).
29. Y. Ashkenazy, D. Baker, H. Gildor, S. Havlin, Geophys. Res. Lett. 30, 2146 (2003).
30. P. Huybers, W. Curry, Nature 441, 7091 (2006).
31. D.L. Blair and A. Kudrolli, Phys. Rev. Lett. 94, 166107 (2005).
32. L. Ponson, D. Bonamy, and E. Bouchaud, Phys. Rev. Lett. 96, 035506 (2006).
33. A. Hansen, G.G. Batrouni, T. Ramstad and J. Schmittbuhl, Phys. Rev. E 75, 030102(R) (2007).
34. E. Bouchbinder, I. Procaccia, S. Santucci, and L. Vionel, Phys. Rev. Lett. 96, 055509 (2006).
35. J. Schmittbuhl, F. Renard, J.P. Gratier, and R. Toussaint, Phys. Rev. Lett. 93, 238501 (2004).
36. S. Santucci, K.J. Maloy, A. Delaplace, et al. , Phys. Rev. E 75, 016104 (2007).
37. J.B. Sokoloff, Phys. Rev. E 73, 016104 (2006).
38. P. Levitz, D.S. Grebenkov, M. Zinsmeister, K.M. Kolwankar and B. Sapoval, Phys. Rev. Lett., 96, 180601 (2006).
39. K. Malek and M.O. Coppens, Phys. Rev. Lett. 87, 125505 (2001).
40. E.N. Oskoee and M. Sahimi, Phys. Rev. B 74, 045413 (2006).
41. M. Filoche and B. Sapoval, Phys. Rev. Lett. 84, 5776 (2000).
42. D.R. Vollet, D.A. Donati, A. Ibanez Ruiz, and F.R. Gatto, Phys. Rev. B 74, 024208 (2006).
43. B. Suki, A.L. Barabasi, Z. Hantos, F. Petak, and H.E. Stanley, Nature 368, 615 (1994).
44. C. Yang, U. Tartaglino and B.N.J. Person, Phys. Rev. Lett. 97, 16103 (2006).
45. A. Mihranyan, M. Stromme, Surf. Sc. 601, 315 (2007).
46. P.E. Fisher and N.J. Tate, Prog. in Phys. Geography 30, 467 (2006).
47. A.K. Sultan-Salem, G.L. Tyler, J. of Geophys. Res.-Planets 111, E06S07 (2006).
48. B.B. Mandelbrot and J.W. Van Ness, SIAM Rev. 4, 422 (1968).
49. E. Alessio, A. Carbone, G. Castelli, and V. Frappietro, Eur. Phys. Jour. B 27, 197 (2002).
50. A. Carbone and G. Castelli, Noise in Complex Systems and Stochastic Dynamics, L. Schimansky-Geier, D. Abbott, A. Neiman, C. Van den Broeck, Eds., Proc. of SPIE, 407, 5114 (2003).
51. A. Carbone, G. Castelli and H.E. Stanley, Phys. Rev. E 69, 026105 (2004).
52. A. Carbone and H.E. Stanley, Physica A 340, 544 (2004).
53. A. Carbone, G. Castelli and H.E. Stanley, Physica A 344, 267 (2004).
54. A. Carbone and H.E. Stanley, Noise in Complex Systems and Stochastic Dynamics, (Eds. Z. Gingl, J.M. Sancho, L. Schimansky-Geier, J. Kertesz) Proc. of SPIE 5471, 1 (2004).
55. S. Arianos and A. Carbone, Physica A 382, 9 (2007).
56. L. Xu et al. Phys. Rev. E 71, 051101 (2005).
57. A. Carbone and H.E. Stanley, Physica A 384, 21 (2007).
58. A. Carbone, Phys. Rev. E 76, 056703 (2007).
59. S. Arianos and A. Carbone, J. Stat. Mech: Theory and Experiment P03037, (2009).
60. Source and executable files of the DMA algorithm can be downloaded at www.polito.it/noiselab/utilities.