Effect of nonstationarities on detrended fluctuation analysis

Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-range power-law correlations in signals. Many physical and biological signals are ``noisy'', heterogeneous and exhibit different types of nonstationarities, which can affect the correlation properties of these signals. We systematically study the effects of three types of nonstationarities often encountered in real data. Specifically, we consider nonstationary sequences formed in three ways: (i) stitching together segments of data obtained from discontinuous experimental recordings, or removing some noisy and unreliable parts from continuous recordings and stitching together the remaining parts -- a ``cutting'' procedure commonly used in preparing data prior to signal analysis; (ii) adding to a signal with known correlations a tunable concentration of random outliers or spikes with different amplitude, and (iii) generating a signal comprised of segments with different properties -- e.g. different standard deviations or different correlation exponents. We compare the difference between the scaling results obtained for stationary correlated signals and correlated signals with these three types of nonstationarities.Comment: 17 pages, 10 figures, corrected some typos, added one referenc

Spectroscopic investigation of quantum confinement effects in ion implanted silicon-on-sapphire films

Crystalline Silicon-on-Sapphire (SOS) films were implanted with boron (B$^+$) and phosphorous (P$^+$) ions. Different samples, prepared by varying the ion dose in the range $10^{14}$ to 5 x $10^{15}$ and ion energy in the range 150-350 keV, were investigated by the Raman spectroscopy, photoluminescence (PL) spectroscopy and glancing angle x-ray diffraction (GAXRD). The Raman results from dose dependent B$^+$ implanted samples show red-shifted and asymmetrically broadened Raman line-shape for B$^+$ dose greater than $10^{14}$ ions cm$^{-2}$. The asymmetry and red shift in the Raman line-shape is explained in terms of quantum confinement of phonons in silicon nanostructures formed as a result of ion implantation. PL spectra shows size dependent visible luminescence at $\sim$ 1.9 eV at room temperature, which confirms the presence of silicon nanostructures. Raman studies on P$^+$ implanted samples were also done as a function of ion energy. The Raman results show an amorphous top SOS surface for sample implanted with 150 keV P$^+$ ions of dose 5 x $10^{15}$ ions cm$^{-2}$. The nanostructures are formed when the P$^+$ energy is increased to 350 keV by keeping the ion dose fixed. The GAXRD results show consistency with the Raman results.Comment: 9 Pages, 6 Figures and 1 Table, \LaTex format To appear in SILICON(SPRINGER