MINIMIZING PERIODIC TRENDS BY APPLYING LAPLACE TRANSFORM

DOI10.1142/S0218348X11005245zbMath1219.37055MaRDI QIDQ3087537

Pengjian Shang, Aijing Lin

Publication date: 16 August 2011

Published in: Fractals (Search for Journal in Brave)

zbMATH Keywords

Laplace transformstockdetrended cross-correlation analysis (DCCA)detrended fluctuation analysis (DFA)periodic trenddetrended moving average (DMA)rescaled range analysis (R/S analysis)

Mathematics Subject Classification ID

Laplace transform (44A10) Time series analysis of dynamical systems (37M10)

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EFFECT OF FILTERS ON MULTIVARIATE MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS

Cites Work

• Modeling traffic flow correlation using DFA and DCCA
• Minimizing the effect of periodic and quasi-periodic trends in detrended fluctuation analysis
• Tests of long memory: a bootstrap approach
• Fractional Brownian Motions, Fractional Noises and Applications

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