Detrended fluctuation analysis (DFA)

Function and examples for running DFA
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Updated 29 Jun 2018

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DFA implementation for determining the scaling coefficient characterizing the self affinity of the input data. For the interpretation of the outputs and algorithm overview see (e.g.) Peng et al., 1996.

Cite As

Martin Magris (2026). Detrended fluctuation analysis (DFA) (https://au.mathworks.com/matlabcentral/fileexchange/67889-detrended-fluctuation-analysis-dfa), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2018a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Version Published Release Notes
1.0.0.0

Function and examples included. DFA in its simplest and original implementation. For exploratoy analyses and educational outreach. Descriptions assume basic knowledge of the DFA principle and its corresponding terminology.