Detrended fluctuation analysis (DFA)
Detrended fluctuation analysis
"Detrended fluctuation analysis (DFA)" gives a measure of the time-dependent fluctuations in a signal.
After a linear trend removal, the standard deviation of the detrended time series up to a signal length l is calculated and plotted against l.
A log/log-plot of the output signal yields the exponents of fluctuation-length-dependency.
y = DFA(x);
Box-Cox transform, Exponential regression,
Linear regression, Long term correlation analysis (LTCA),
Multilinear regression, Power regression,
Principal component analysis (PCA), R/S statistics, Remove DC,
Peng et al.