detrended fluctuation analysis and 1/f-exponents
Published:
when fitting a regression on these values (log window length vs log fluctuation function), the slope yields the DFA exponent α, quantifying the degree of temporal correlations present. for white noise α=0.5, for brownian noise α=1.5. 🌟tutorial: https://t.co/weEmz27R9G pic.twitter.com/MmNUd1MDlT
— Natalie Schaworonkow (@nschawor) January 30, 2021