DeltaDFA {DFA} | R Documentation |
Applies the log-amplitude Detrended Fluctuation Analysis (DFA) to nonstationary time series.
DeltaDFA(file,file2,scale = 2^(1/8),box_size = 4,m=1)
file |
Univariate time series (must be a vector or data frame) |
file2 |
Univariate time series (must be a vector or data frame) |
scale |
Specifies the ratio between successive box sizes (by default |
box_size |
Vector of box sizes (must be used in conjunction with |
m |
An integer of the polynomial order for the detrending (by default |
The DFA log-amplitude fluctuation can be computed in a geometric scale or for different choices of boxes sizes.
boxe |
Size |
DeltaDFA |
log-amplitude Detrended Fluctuation function defined as the difference between the DFA decimal logarithmic of the first time series ( |
The time series file
and file2
must have the same sample size.
Victor Barreto Mesquita
G. F. Zebende, F. M. Oliveira Filho, J. A. L. Cruz, Auto-correlationin the motor/imaginary human eeg signals: A vision about the fdfafluctuations, PloS one 12 (9) (2017).
F. Oliveira Filho, J. L. Cruz, G. Zebende, Analysis of the eeg bio-signalsduring the reading task by dfa method, Physica A: Statistical Mechanicsand its Applications 525 (2019) 664-671.
S. R. Hirekhan, R. R. Manthalkar, The detrended fluctuation and cross-correlation analysis of eeg signals, International Journal of IntelligentSystems Design and Computing 2 (2) (2018) .
#The following examples using the database of financial time series
#collected during the United States bear market of 2007-2009.
library(DFA)
data("NYA2008")
data("IXIC2008")
file = NYA2008
file2= IXIC2008
DeltaDFA(file,file2,scale = 2^(1/8),box_size = c(4,8,16),m=1)
# Example with different polynomial fit order.
library(DFA)
data("NYA2008")
data("LSE.L2008")
file = NYA2008
file2= LSE.L2008
DeltaDFA(file,file2,scale = 2^(1/8),box_size = c(4,8,16),m=2)
# Example using differente choice of overlapping boxes sizes.
library(DFA)
data("NYA2008")
data("IXIC2008")
file = NYA2008
file2= IXIC2008
DeltaDFA(file,file2,scale = "F",box_size = c(4,8,16),m=1)