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Detrended Fluctuation Analysis 1.0

  Date Added: May 15, 2013  |  Visits: 203

Detrended Fluctuation Analysis

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it is consitent with the program provided by Oxford Univwww.eng.ox.ac.uk/samp/dfa_soft.htmlInterest readers can visit that pageand 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.

Requirements: No special requirements
Platforms: Matlab
Keyword: Analysing Goldberger Havlin Longmemory Reference Selfaffinity Signal Stanley
Users rating: 0/10

License: Shareware Size: 501.76 KB
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