Detrended Fluctuation Analysis

Detrended Fluctuation Analysis,fractal analysis

Description

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.

• MATLAB release: MATLAB 7.1.0 (R14SP3)

[Srav U]

this may be a stupid question...but why do you need a minimum of 2000 data points?

[Guan Wenye]

For fewer points, you may get incorrect result :).

[mehak gandhi]

is the program supposed to run slow

[Guan Wenye]

to mehak gandhi :it would definitely runs faster if you code it in C or Fortran

[meysam abed]

dear Guan have you checked your DFA code with the code in Physionet.org and it's sample data with results???

[Guan Wenye]

hi meysam abed
it is consitent with the program provided by oxford univ
www.eng.ox.ac.uk/samp/dfa_soft.html
i have checked with it

[Andy Daubenspeck]

The file dfm.m seems to be truncated at 26 lines leaving the for-loop unfinished.

[Jefferson Willes]

Dear Guan, the function output "function output1 = DFA (DATA, win_length, order)" with which data have to enter: DATE, win_length, order??

[Erika Rodriguez]

Dear Guan;
I should use the same size of n (n<=10,000) if I am comparing the DFA values in different types of lesions in spinal cord.
thanks
Erika

[Guan Wenye]

To Erika Rodriguez :
you can use time series of different lengths if the length is long enough to have statistical value.

[Erika Rodriguez]

Dear Guan Wenye;
Thanks for you answer. I do have time series of diferent lengths. However, I find cross-overs. I am not sure whether I should take just one cross-over, the one that has the best fit for all the experiments. In other words, I am taking just boxes size up to 200ms. thanks Erika

[Erika Rodriguez]

 

[Erika Rodriguez]

Dear Guan Weye;
There is sample frequency that works better with DFA?

[Sarath Babu Krishna Murthy]

Dear Guan,

Please let me know if I can have the input as row vector? I am having time series of different length and when I run, I am getting values more than 1.Do I need to change the value of n accordingly?

[dayananda sagar]

Dear Guan
i have a signal of 700 points,what necessary changes should i make in the program..pls reply soon..

[wang hongwu]

Dear Guan
do you have the MF_DFA code?