dfa.m

来自「我自己按照定义编写的FA和DFA（消除趋势分析）代码」· M 代码 · 共 23 行

function [xvalue,fa1]=dfa(data);
mean_data=data-mean(data);
datalength=length(mean_data);
%  for sumlength=1:datalength
%     dataset(sumlength)=sum(mean_data(1:sumlength));
%  end
dataset=mean_data;
dataset=dataset.^2;
loglength=floor(log2(datalength));
for xlength=1:loglength
    segnum=2^(loglength/xlength);
    for segvalue=1:segnum
        m=(1+(segvalue-1)*xlength):(segvalue*xlength);
        y1(segvalue)=sum(dataset(m));
    end
     fa_value(xlength)=sqrt(mean(y1));
     clear y1;
     xvalue(xlength)=xlength;
end
fa1=log2(fa_value);
plot(xvalue,fa1);