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A matrix approach to get the variance of the square of the fluctuation function of the DFA.

Éric GrivelBastien BerthelotPierrick Legrand
Published in: Digit. Signal Process. (2022)
Keyphrases
  • covariance matrix
  • prediction error
  • search engine
  • database
  • data sets
  • machine learning
  • decision trees
  • multiscale
  • trade off
  • singular value decomposition
  • piecewise linear
  • simple examples