文件名称：Multifractal detrended fluctuation analyses
文件大小：7.12MB
文件格式：ZIP
更新时间：2022-03-19 07:25:52
MATLAB
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 by computing alpha (or Hurst exponent H).It is useful for analysing time series that appear to be long-range dependent processes. However, the conventional DFA only scale the second order statistical moment and assumes that the process are normal distributed. MFDFA1 and MFDFA2 in the present zip-folder computes the H(q) for all q-order statistical moments as well as the local Hurst exponent H(t). Furthermore, H(q) and H(t) are also used to compute the multifractal spectrum D(h) by a legendre transform of H(q) or directly from the histogram of H(t). If the codes are used in scientific publications please cite Ihlen (2012) contained in the zip-folder
【文件预览】：
Introduction_to_MFDFA4
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----Introduction_to_MFDFA.pdf(2.2MB)
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----MFDFA1.m(12KB)
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----Matlabcodes.m(5KB)
----MFDFA2.m(12KB)
----fractaldata.mat(181KB)
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----Versions.txt(273B)