Diagram of measurement series elements deviation from local linear approximations - Statistics > ApplicationsReport as inadecuate




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Abstract: Method for detection and visualization of trends, periodicities, localpeculiarities in measurement series dL-method based on DFA technologyDetrended fluctuation analysis is proposed. The essence of the method lies inreflecting the values of absolute deviation of measurement accumulation seriespoints from the respective values of linear approximation. It is shown thatdL-method in some cases allows better determination of local peculiarities thanwavelet-analysis. Easy-to-realize approach that is proposed can be used in theanalysis of time series in such fields as economics and sociology.



Author: D.V. Lande, A.A. Snarskii

Source: https://arxiv.org/







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