Methods › Sequential › Time Series Analysis › DFA (Random Walk)
Detrended fluctuation analysis
DFA (Random Walk)
Introduced by C.-K. Peng et al. in Mosaic organization of DNA nucleotides
archive 2025-07-28 Description, source and code snippet are the archive's method entry.
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.
Papers archive 2025-07-28
7 shown of 7, newest first. Repository counts are the archive's code-links table. A Syntology line states what Syntology ran from that paper's harvested code; it is per sample and not a correctness claim.
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InfoDPCCA: Information-Theoretic Dynamic Probabilistic Canonical Correlation Analysis 10 Jun 2025 · 1 repository · arXiv:2506.08884
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Video-based marker-free tracking and multi-scale analysis of mouse locomotor activity and behavioral aspects in an open field arena: A perspective approach to the quantification of complex gait disturbances associated with Alzheimer's disease 2 Feb 2023 · 2 repositories
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Comparison between Time Shifting Deviation and Cross-correlation Methods 15 Nov 2021 · 0 repositories · arXiv:2111.08428
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Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application 20 Sep 2015 · 0 repositories · arXiv:1509.05952
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Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces 15 Apr 2015 · 0 repositories · arXiv:1504.02435
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Detrended Partial-Cross-Correlation Analysis: A New Method for Analyzing Correlations in Complex System 30 Jan 2015 · 1 repository
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Mosaic organization of DNA nucleotides 1 Feb 1994 · 1 repository
Tasks archive 2025-07-28
4 tasks the archive attaches to papers tagged with this method, by distinct papers. A task without a page in the catalog is plain text.
Usage over time archive 2025-07-28
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Categories archive 2025-07-28
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