Effects of quantization on detrended fluctuation analysis

doi:10.1088/1674-1056/20/5/050503

Abstract Detrended fluctuation analysis (DFA) is a method foro estimating the long-range power-law correlation exponent in noisy signals. It has been used successfully in many different fields, especially in the research of physiological signals. As an inherent part of these studies, quantization of continuous signals is inevitable. In addition, coarse-graining, to transfer original signals into symbol series in symbolic dynamic analysis, can also be considered as a quantization-like operation. Therefore, it is worth considering whether the quantization of signal has any effect on the result of DFA and if so, how large the effect will be. In this paper we study how the quantized degrees for three types of noise series (anti-correlated, uncorrelated and long-range power-law correlated signals) affect the results of DFA and find that their effects are completely different. The conclusion has an essential value in choosing the resolution of data acquisition instrument and in the processing of coarse-graining of signals.

Keywords: detrended fluctuation analysis quantization

Received: 29 August 2010
Revised: 31 December 2010
Accepted manuscript online:

PACS:	05.40.-a	(Fluctuation phenomena, random processes, noise, and Brownian motion)
	06.30.-k	(Measurements common to several branches of physics and astronomy)

Fund: Project supported by the Natural Science Foundation for the Returned Overseas Chinese Scholars of the Ministry of Human Resources of China (Grant No. 2008102SB90203) and Nanjing Normal University, China (Grant No. 2008102XLH0044).

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Zhu Song-Sheng(朱松盛), Xu Ze-Xi(徐泽西), Yin Kui-Xi(殷奎喜), and Xu Yin-Lin(徐寅林) Effects of quantization on detrended fluctuation analysis 2011 Chin. Phys. B 20 050503

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