資源簡介
DFA 是檢測時間序列長程相關的范圍的有效方法.進入包含著三個文件的目錄,在Matlab命令窗口,直接輸入runDFA,就可以得到結果。
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
???????y=y‘;
???????for?j=1:n
???????????fitcoef(j:)=polyfit(1:win_lengthy(((j-1)*win_length+1):j*win_length)order);
???????end
???????for?j=1:n
???????????Yn(((j-1)*win_length+1):j*win_length)=polyval(fitcoef(j:)1:win_length);
???????end
???????sum1=sum((y‘-Yn).^2)/N1;
???????sum1=sqrt(sum1);
???????F_n=sum1;
??????????
?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件?????380860??2010-07-22?10:00??DFA\1.eps
?????文件??????70453??2010-07-22?09:55??DFA\data.mat
?????文件????????666??2010-07-22?09:55??DFA\DFA.m
?????文件????????803??2010-07-22?09:59??DFA\runDFA.m
?????目錄??????????0??2010-07-22?10:01??DFA
-----------?---------??----------?-----??----
???????????????452782????????????????????5
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