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- Detrended_fluctuation_analysis abstract "In stochastic processes, chaos theory and time series analysis, detrended fluctuation analysis (DFA) is a method for determining the statistical self-affinity of a signal. It is useful for analysing time series that appear to be long-memory processes (diverging correlation time, e.g. power-law decaying autocorrelation function) or 1/f noise.The obtained exponent is similar to the Hurst exponent, except that DFA may also be applied to signals whose underlying statistics (such as mean and variance) or dynamics are non-stationary (changing with time). It is related to measures based upon spectral techniques such as autocorrelation and Fourier transform.Peng et al. introduced DFA in 1994 in a paper that has been cited over 2000 times as of 2013 and represents an extension of the (ordinary) fluctuation analysis (FA), which is affected by non-stationarities.".
- Detrended_fluctuation_analysis wikiPageExternalLink software.
- Detrended_fluctuation_analysis wikiPageExternalLink doku.php?id=tutorial:detrended_fluctuation_analysis_dfa.
- Detrended_fluctuation_analysis wikiPageExternalLink dfa.
- Detrended_fluctuation_analysis wikiPageID "10516723".
- Detrended_fluctuation_analysis wikiPageRevisionID "598107386".
- Detrended_fluctuation_analysis hasPhotoCollection Detrended_fluctuation_analysis.
- Detrended_fluctuation_analysis subject Category:Fractals.
- Detrended_fluctuation_analysis subject Category:Stochastic_processes.
- Detrended_fluctuation_analysis subject Category:Time_series_analysis.
- Detrended_fluctuation_analysis type Abstraction100002137.
- Detrended_fluctuation_analysis type Cognition100023271.
- Detrended_fluctuation_analysis type Concept105835747.
- Detrended_fluctuation_analysis type Content105809192.
- Detrended_fluctuation_analysis type Hypothesis105888929.
- Detrended_fluctuation_analysis type Idea105833840.
- Detrended_fluctuation_analysis type Model105890249.
- Detrended_fluctuation_analysis type PsychologicalFeature100023100.
- Detrended_fluctuation_analysis type StochasticProcess113561896.
- Detrended_fluctuation_analysis type StochasticProcesses.
- Detrended_fluctuation_analysis comment "In stochastic processes, chaos theory and time series analysis, detrended fluctuation analysis (DFA) is a method for determining the statistical self-affinity of a signal. It is useful for analysing time series that appear to be long-memory processes (diverging correlation time, e.g.".
- Detrended_fluctuation_analysis label "Detrended fluctuation analysis".
- Detrended_fluctuation_analysis label "Trendbereinigende Fluktuationsanalyse".
- Detrended_fluctuation_analysis sameAs Trendbereinigende_Fluktuationsanalyse.
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- Detrended_fluctuation_analysis sameAs Q2451452.
- Detrended_fluctuation_analysis sameAs Q2451452.
- Detrended_fluctuation_analysis sameAs Detrended_fluctuation_analysis.
- Detrended_fluctuation_analysis wasDerivedFrom Detrended_fluctuation_analysis?oldid=598107386.
- Detrended_fluctuation_analysis isPrimaryTopicOf Detrended_fluctuation_analysis.