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采用AAFT得到一组替代数据,然后计算原始时间序列和替代数据的相关系数r,当相关系数r<0.05时,替代数据序列和原始序列的相关性不大,舍弃这个替代数据序列,继续寻找新的替代数据序列,直到找到一个适合的替代数据。
x;
figure;
hist(x);%频数直方图(肉眼看是否左右对称,中间多,两边少)
figure;
histfit(x);%正态曲线拟合
normfit(x);%正态性检验(离散点是否分布在一条直线上,表明样本来自正态分布,否则是非正态分布)