TSeriesMMA: Multiscale Multifractal Analysis of Time Series Data
Version 0.1.1

Multiscale multifractal analysis (MMA) (Gierałtowski et al., 2012) is a time series analysis method, designed to describe scaling properties of fluctuations within the signal analyzed. The main result of this procedure is the so called Hurst surface h(q,s) , which is a dependence of the local Hurst exponent h (fluctuation scaling exponent) on the multifractal parameter q and the scale of observation s (data window width).

Getting started

Package details

AuthorVishakh Padmakumar [aut, cre], Rishab Ranga [aut], Amogha Udupa [aut], Param Hanji [aut]
Date of publication2017-01-04 10:56:05
MaintainerVishakh Padmakumar <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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TSeriesMMA documentation built on May 29, 2017, 3:24 p.m.