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. 2019 Mar 1;10:115. doi: 10.3389/fphys.2019.00115

Table 1.

Largest relative error in Fq(n) estimates induced by calculating the sum of n products with the fast Equation (15).

Time series
{wni}; {Bmi}; {wbi}; {bcni};
Length DFA1 DFA2 Length DFA1 DFA2
N = 102 1.4E-11 1.9E-11 N = 28 3.1E-11 2.1E-11
N = 103 1.0E-09 2.3E-08 N = 210 4.8E-10 1.2E-10
N = 104 1.0E-07 5.0E-07 N = 212 2.6E-09 3.9E-09
N = 105 1.9E-05 6.1E-06 N = 214 1.1E-06 4.0E-07
N = 106 6.0E-03 4.4E-04 N = 216 4.6E-06 2.2E-06

{wni}, white noise; {Bmi}, Brownian motion; {wbi}, sum of {wni} and {Bmi}; {bcni}, stochastic binomial cascade embedded in noise (see text for details).