Detrended Fluctuation Analysis

This document discusses the application of Detrended Fluctuation Analysis (DFA), a method used to study fluctuation trends in prices or indices. DFA helps understand market movements and provides valuable insights for financial analysis. The implementation requires two MATLAB files. The first file contains the core algorithm implementation, featuring functions for detrending time series data, calculating fluctuation functions, and determining scaling exponents through linear regression in log-log plots. The second file demonstrates practical application examples, showing how to apply these algorithms to real market datasets with proper data preprocessing, parameter configuration, and result interpretation. Through these files, users can effectively understand and implement DFA methodology, including key steps like time series segmentation, local trend removal, and scaling behavior analysis using appropriate MATLAB functions for statistical computation and visualization.