ABSTRACTS OF ARTICLES OF THE JOURNAL "INFORMATION TECHNOLOGIES".
No. 9. Vol. 28. 2022

DOI: 10.17587/it.28.485-489

S. A. Imashev, Cand. of Sc. in Physics and Mathematics, Leading Researcher,
M. E. Cheshev, Junior Researcher,
Research Station of the Russian Academy of Sciences in Bishkek, Bishkek, 720049, Kyrgyzstan

Detrended Fluctuation Analysis (DFA) Based on Discrete Wavelet Transform

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.
Keywords: fractal analysis, wavelet analysis, Hurst exponent, DFA, DWT

P. 485–489

Acknowlegements: The study was performed within the framework of State task at the Federal State Budgetary Institution of Science Research Station, Russian Academy of Sciences (Bishkek) (theme No. AAAA-A19-119020190064-9).

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