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Detrended fluctuation analysis using orthogonal polynomials.
Phys Rev E
January 2020
Division of Fetal and Transitional Medicine, Children's National Hospital, 111 Michigan Ave. NW, Washington, DC 20010, USA and The George Washington University School of Medicine, Washington, DC 20052, USA.
An alternative analysis approach, namely, orthogonal detrended fluctuation analysis (ODFA), is proposed to quantify the long-range correlation exponent. This method uses an orthogonal polynomial to attenuate any trends and quantify the (auto-) correlations in the data. The method is tested using numerically simulated data with long-range correlation.
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