Detrended fluctuation analysis in higher dimensions
by Keqiang Dong and Pengjian Shang.
One-dimensional detrended fluctuation analysis (DFA) and multifractal detrended fluctuation analysis (MF-DFA) are widely employed in detecting of long-range correlations of a time series owing to the simplicity and accuracy in implementation. Here we generalize the one-dimensional DFA and MF-DFA to two-dimensional versions. In this paper we relate two-dimensional scaling exponent to the one-dimensional correlation exponent, and prove that a linear relation between them is present. Furthermore, we illustrate the two-dimensional DFA method by synthetic two-dimensional time series and traffic data.
Detrended fluctuation analysis; Traffic time series; Long-range correlation; Fourier transform method; multifractal time series
Keqiang Dong, firstname.lastname@example.org
Pengjian Shang, email@example.com
Youssef, Ahmed H, firstname.lastname@example.org
READING THE ARTICLE: You can read the article in
portable document (.pdf) format (98995 bytes.)
NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.
This page has been accessed 2252 times since JUNE 7, 2010.
Return to the Home Page.