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Pisma v Zhurnal Tekhnicheskoi Fiziki, 2020 Volume 46, Issue 6, Pages 47–50 (Mi pjtf5161)

This article is cited in 1 paper

A modified fluctuation analysis of nonstationary processes

A. N. Pavlovab, O. N. Pavlovaa, A. A. Koronovskiia

a Saratov State University
b Yuri Gagarin State Technical University of Saratov

Abstract: We consider a method of detrended fluctuation analysis (DFA method), which enables the study of long-range correlations in nonstationary processes. Its modification is proposed, including the calculation of additional quantity, that is, a scaling index, characterizing the effects of nonstationarity in the experimental data. Using the dynamics of the blood flow velocity in cerebral vessels as an example, the possibilities of a quantitative description of changes in the signal structure using the proposed modification of the DFA method have been demonstrated.

Keywords: nonstationary process, correlation analysis, fluctuations, scaling.

Received: 29.11.2019
Revised: 29.11.2019
Accepted: 20.12.2019

DOI: 10.21883/PJTF.2020.06.49166.18136


 English version:
Technical Physics Letters, 2020, 46:3, 299–302

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