We devised a new analysis using quartile deviation of integrated and subtra
cted fluctuation, termed QIS-A, to determine a fractal dimension of non-sta
tionary fluctuation. In the algorithm, computations of the quartile deviati
on, Q(n), of all integrated and subtracted fluctuations are repeated over a
ll scales (n). The fractal scaling exponent is determined as a slope of the
line relating log Q(n) to log n. Comparison of the QIS-A and a spectral an
alysis using 20 computer-simulated fractional Brownian motions demonstrates
robustness of the QIS-A to non-stationary fluctuations. (C) 2000 Elsevier
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