Detrended Fluctuation Analysis
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README.md reamdme example updated Apr 12, 2017
dfa.py
generate.py author note added Jul 15, 2016

README.md

Detrended Fluctuation Analysis

Simple python implementation of DFA algorithm. It bases on these two articles:

  • Hardstone, R. et al. Detrended fluctuation analysis: A scale-free view on neuronal oscillations. Front. Physiol. 3 NOV, 1–13 (2012).
  • Ihlen, E. a F. Introduction to multifractal detrended fluctuation analysis in Matlab. Front. Physiol. 3 JUN, 1–18 (2012).

You may test it using power law data generator from generate.py, or using code below:

from dfa import dfa
from generate import power_law_noise

true_exp = 0.8
x = power_law_noise(2**12, true_exp)
scales, fluct, alpha = dfa(x)
print("True scaling exponent: {}".format(true_exp))
print("Estimated DFA exponent: {}".format(alpha))

Requirements

  • numpy
  • matplotlib