Rybski, Diego; Bunde, Armin - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 8, pp. 1687-1695
We use the Detrended Fluctuation Analysis (DFA) to quantify underlying trends in long-term correlated records. Our approach is based on the fact that different orders of DFA are affected differently by trends. For a given instrumental record of length N, we compare the fluctuation exponent α0...