fa.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 18 行

function [xvalue,fa1]=fa(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;
loglength=floor(log2(datalength))-1;

for xlength=1:loglength
    y1=dataset(1:datalength-2^xlength);
    y2=dataset((1+2^xlength):datalength);
    diff_y=(y2-y1).^2;
    xvalue(xlength)=xlength;
    fa_value(xlength)=sqrt(mean(diff_y));
end
fa1=log2(fa_value);
plot(xvalue,fa1);