Open AccessInferring characteristic timescales from the effect of autoregressive dynamics on detrended fluctuation analysis
Author(s) -
Philipp G. Meyer,
Hölger Kantz
Publication year - 2019
Publication title -
new journal of physics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.584
H-Index - 190
ISSN - 1367-2630
DOI - 10.1088/1367-2630/ab0a8a
Subject(s) - detrended fluctuation analysis , hurst exponent , physics , oscillation (cell signaling) , statistical physics , autoregressive model , exponential function , mode (computer interface) , series (stratigraphy) , time series , relaxation (psychology) , exponent , statistics , econometrics , mathematical analysis , mathematics , scaling , geometry , psychology , paleontology , social psychology , linguistics , philosophy , biology , computer science , genetics , operating system