Time series data analysis using DFA

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Abstract

Detrended fluctuation analysis (DFA) was originally developed for the evaluation of DNA sequence and interval for heart rate variability (HRV), but it is now used to obtain various biological information. In this study we perform DFA on artificially generated data where we already know the relationship between signal and the physical event causing the signal. We generate artificial data using molecular dynamics. The Brownian motion of a polymer under an external force is investigated. In order to generate artificial fluctuation in the physical properties, we introduce obstacle pillars fixed to nanostructures. Using different conditions such as presence or absence of obstacles, external field, and the polymer length, we perform DFA on energies and positions of the polymer.

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Okumoto, A., Akiyama, T., Sekino, H., & Sumi, T. (2014). Time series data analysis using DFA. In AIP Conference Proceedings (Vol. 1585, pp. 175–180). American Institute of Physics Inc. https://doi.org/10.1063/1.4866638

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