資源簡介
用matlab實現去趨勢互相關分析的DCCA算法,將兩組數據分析其協方差,最后得到DCCA指數,并進行T檢驗-DCCA

代碼片段和文件信息
function?Fn=DCCA(data1data2sq)
??????%Dividing?Time?Seris
???????N=length(data1);
???????n=floor(N/s)???
???????Nf=n*s;
???????y=zeros(Nf1);
???????Yn=zeros(Nf1);
???????
???????coef1=zeros(nq+1);
???????coef2=zeros(nq+1);
?
????????????ave1=mean(data1(1:Nf));
????????????ave2=mean(data2(1:Nf));
???????for?ii=1:Nf
???????????%數據去趨勢
???????????y1(ii)=sum(data1(1:ii)-ave1);
???????????y2(ii)=sum(data2(1:ii)-ave2);
?????????
???????end
???????y=y‘;
???????for?jj=1:n
???????????%Calculating?Coefficients?for?Linear?Trend
???????????coef1(jj:)=polyfit(1:sy1(((jj-1)*s+1):jj*s)q);
???????????coef2(jj:)=polyfit(1:sy2(((jj-1)*s+1):jj*s)q);
???????end
???????for?jj=1:n
???????????Yn1(((jj-1)*s+1):jj*s)=polyval(coef1(jj:)1:s);
???????????Yn2(((jj-1)*s+1):jj*s)=polyval(coef2(jj:)1:s);
???????end
???????
???????Fn2=sum((y1-Yn1).*(y2-Yn2))/Nf;
?
???????
???????Fn=sqrt(Fn2);
???????
??????????
???????
?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件????????962??2011-03-07?11:39??DCCA.m
?????文件???????1200??2010-12-26?01:55??DCCAexampe.m
?????文件?????????13??2012-01-04?06:45??readme.txt
?????文件???????2125??2012-05-09?16:44??zonghe.m
-----------?---------??----------?-----??----
?????????????????4300????????????????????4
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