A new method for abrupt change detection in dynamic structures

Abstract

Based on Detrended Fluctuation Analysis (DFA), we propose a new method – Moving Detrended Fluctuation Analysis (MDFA) – to detect abrupt change in dynamic structures. Application of this technique shows that this method may be of use in detecting time-instants of abrupt change in dynamic structures and we even find that the MDFA results almost do not depend on length of subseries, and are less affected by noise.