GGIR (version 3.2-0)

DFA: Detrended Fluctuation Analysis

Description

Detrended Fluctuation Analysis (DFA)

Usage

DFA(data, scale = 2^(1/8), box_size = 4, m = 1)

Value

Estimated alpha is a real number between zero and two.

Arguments

data

Univariate time series (must be a vector or data frame)

scale

Specifies the ratio between successive box sizes (by default scale = 2^(1/8))

box_size

Vector of box sizes (must be used in conjunction with scale = "F")

m

An integer of the polynomial order for the detrending (by default m=1)

Author

Ian Meneghel Danilevicz <[e-mail]> Victor Barreto Mesquita <[e-mail]>

Details

The DFA fluctuation can be computed in a geometric scale or for different choices of boxes sizes.

References

C.-K. Peng, S.V. Buldyrev, S. Havlin, M. Simons, H.E. Stanley, A.L. Goldberger Phys. Rev. E, 49 (1994), p. 1685 Mesquita, Victor & Filho, Florencio & Rodrigues, Paulo. (2020). Detection of crossover points in detrended fluctuation analysis: An application to EEG signals of patients with epilepsy. Bioinformatics. 10.1093/bioinformatics/btaa955.

Examples

  # Estimate self-similarity of a very known time series available
  # on R base: the sunspot.year.
  # Then the spend time with each method is compared.
  if (FALSE) {
    dfa = DFA(sunspot.year)
  }