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