資源簡(jiǎn)介
MF_DFA(多重分形去趨勢(shì)法)求hurst指數(shù)
代碼片段和文件信息
function?F_n=DFA(DATAwin_lengthorder)
??????
???????N=length(DATA);???
???????n=floor(N/win_length);
???????N1=n*win_length;
???????y=zeros(N11);
???????Yn=zeros(N11);
???????
???????fitcoef=zeros(norder+1);
????????????mean1=mean(DATA(1:N1));
???????for?i=1:N1
???????????y(i)=sum(DATA(1:i)-mean1);
???????end
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