\texttt{MFDFA}: efficient multifractal detrended fluctuation analysis in Python

DOI10.1016/j.cpc.2021.108254arXiv2104.10470OpenAlexW3153448608WikidataQ114192724 ScholiaQ114192724MaRDI QIDQ6102017

Juergen Kurths, Leonardo Rydin Gorjão, Galib Hassan, Dirk Witthaut

Publication date: 20 June 2023

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.10470

zbMATH Keywords

time series analysisHurst coefficientmultifractal spectrummultifractal detrended fluctuation analysissingularity strength

Mathematics Subject Classification ID

Statistics (62-XX) Economic time series analysis (91B84)

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