Software - FastDFA: Detrended Fluctuation Analysis

This page contains fast software for Matlab for performing Detrended Fluctuation Analysis, as described and used in [1], following the original exposition published in [2]. The window sizes can be set by the user, or automatically constructed. It makes use of computational efficiencies and simple closed forms for summations in the straight-line fitting wherever possible. Download the following code:

fastdfa_core.c	Core routine for calculating the DFA of a signal, written in C with Matlab MEX integration.
fastdfa_core.dll	Above code compiled as a DLL for direct use with Matlab under Microsoft Windows 32. Place the DLL in a directory accessible to Matlab and invoke as with any other function.
fastdfa_core.mexw32	Above code compiled as a Matlab version 7 library for direct use with Matlab under Microsoft Windows 2000/XP. Place the library in a directory accessible to Matlab and invoke as with any other function.
fastdfa.m	Driver for the above core routine, ensure it is in the same directory as the DLL file. Contains useage instructions.

Typing 'help (function name)' shows instructions for each routine. See the speech pathology article on use of this technique, along with others, for speech disorder detection.

[1] M. Little, P. McSharry, I. Moroz, S. Roberts (2006), Nonlinear, Biophysically-Informed Speech Pathology Detection in 2006 IEEE International Conference on Acoustics, Speech and Signal Processing, 2006. ICASSP 2006 Proceedings.: Toulouse, France. pp. II-1080-II-1083.

[2] C.K. Peng, S.V. Buldyrev, S. Havlin, M. Simons, H.E. Stanley, A.L. Goldberger (1994), Mosaic organization of DNA nucleotides. Phys Rev E 49 pp. 1685-1689.