Pitfalls in Interpretation
As with most methods that depend upon line fitting, it is always possible to find a number by the DFA method, but this does not necessarily imply that the time series is self-similar. Self-similarity requires that the points on the log-log graph are sufficiently collinear across a very wide range of window sizes .
Also, there are many scaling exponent-like quantities that can be measured for a self-similar time series, including the divider dimension and Hurst exponent. Therefore, the DFA scaling exponent is not a fractal dimension sharing all the desirable properties of the Hausdorff dimension, for example, although in certain special cases it can be shown to be related to the box-counting dimension for the graph of a time series.
Read more about this topic: Detrended Fluctuation Analysis
Famous quotes containing the word pitfalls:
“Because relationships are a primary source of self-esteem for girls and women, daughters need to know they will not lose our love if they speak up for what they want to tell us how they feel about things. . . . Teaching girls to make specific requests, rather than being indirect and agreeable, will help them avoid the pitfalls of having to be manipulative and calculating to get what they want.”
—Jeanne Elium (20th century)