Detrended Fluctuation Analysis

Versione 1.1.0.0 (506 KB) da Guan Wenye
Detrended Fluctuation Analysis,fractal analysis
3.9
(7)
8,9K download
Aggiornato 26 nov 2011

Visualizza la licenza

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.

Cita come

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

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DFA/

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1.1.0.0

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1.0.0.0