Detrended Fluctuation Analysis

Version 1.1.0.0 (506 ko) par Guan Wenye
Detrended Fluctuation Analysis,fractal analysis
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Mise à jour 26 nov. 2011

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it is consitent with the program provided by Oxford Univ
www.eng.ox.ac.uk/samp/dfa_soft.html
Interest readers can visit that page
and download a complied DFA program that runs much faster.

In stochastic processes, chaos theory and time series analysis, detrended fluctuation analysis (DFA) is a method for determining the statistical self-affinity of a signal. It is useful for analysing time series that appear to be long-memory processes.
Reference: Peng C-K, Havlin S, Stanley HE, Goldberger AL. Quantification of scaling exponents and crossover phenomena in nonstationary heartbeat time series. Chaos 1995;5:82-87.

Citation pour cette source

Guan Wenye (2024). Detrended Fluctuation Analysis (https://www.mathworks.com/matlabcentral/fileexchange/19795-detrended-fluctuation-analysis), MATLAB Central File Exchange. Récupéré le .

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1.1.0.0

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