资源简介
Detrended Fluctuation Analysis,DFA方法的一个优点是它可以有效地滤去序列中的各阶趋势成分, 能检测含有噪声且叠加有多项式趋势信号的长程相关, 适合非平稳时间序列的长程幂律相关分析
代码片段和文件信息
function [DAlpha1]=DFA_main(DATA)
% DATA should be a time series of length(DATA) greater than 2000and of column vector.
%A is the alpha in the paper
%D is the dimension of the time series
%n can be changed to your interest
n=10
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