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Comparison of detrending methods for fluctuation analysis
Comparison detrending methods fluctuation analysis
2010/12/17
We examine several recently suggested methods for the detection of long-range correlations in data series based on similar ideas as the well-established Detrended Fluctuation Analysis (DFA). In partic...
UNIVARIATE DETRENDING METHODS WITH STOCHASTIC TRENDS
UNIVARIATE DETRENDING METHODS STOCHASTIC TRENDS
2014/3/18
This paper discusses detrending economic time series, when the trend is modelled as a stochastic process. It considers unobserved components models in which the observed series i...