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hurst指數的DFA的matlab程序,精致小巧運行快
代碼片段和文件信息
%Estimation?of?Hurst?parameter
clear?all;
Name=‘hb2‘
x=xlsread(strcat(Name‘.xls‘));??%reand?fault?recorder
nX?=?length(x);?
AV=sum(x)/nX;
y=zeros(nX1);
for?i=1:nX
????y(i)=sum(x(1:i))-i*AV;
end
%xlswrite(‘Yi‘y)
Result=zeros(122);
FF=zeros(121);
for?kk=24:-2:2???????%?divided?into?multispan
????yy=zeros(nX/kkkk);
????yyy=zeros(nX/kk1);
????x=1:1:nX/kk;
????for?i=1:kk???%?check?data?in?each?block
????????yy(:i)=y((i-1)*nX/kk+1:i*nX/kk);???%set?data?within?a?span
????????p?=?polyfit(x‘yy(:i)2);
????????f=?polyval(px);
????????FF(kk/2)=FF(kk/2)+?sum((yy(:?i)?-?f(:))?.^?2);
????end
????a=mod(nX?kk);??????%?use?information?of?left?data
????if?(a)
????????yy=[yyyyy];
??
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