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.
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