Detrended fluctuation analysis (DFA) based on discrete wavelet transform

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Abstract

We developed an improved algorithm for calculating Hurst exponent in Detrended Fluctuation Analysis (DFA) method based on discrete wavelet transform (DWT). The proposed algorithm was compared with the classical implementation using a set of model signals with a known Hurst exponent and a family of Daubechies wavelets. Calculations showed that use of the improved algorithm led to decrease of the absolute error in calculation of Hurst exponent by an order, and to increase of the execution speed by ~5 times. The algorithm was used to retrieve in geoacoustic noise data the responses of medium to electromagnetic sensing of the earth’s crust using ERGU-600-2 electrical prospecting generator set.

About the authors

S. A. Imashev

Research Station of the Russian Academy of Sciences in Bishkek

Author for correspondence.
Email: sanzhar.imashev@gmail.com

Cand. of Sc. in Physics and Mathematics, Leading Researcher

Kyrgyzstan, Bishkek, 720049

M. E. Cheshev

Research Station of the Russian Academy of Sciences in Bishkek

Email: cheshevmihail@yandex.ru

Junior Researcher

Kyrgyzstan, Bishkek, 720049

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