TSeriesMMA: Multiscale Multifractal Analysis of Time Series Data

Multiscale multifractal analysis (MMA) (Gierałtowski et al., 2012)<DOI:10.1103/PhysRevE.85.021915> 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]
MaintainerVishakh Padmakumar <vishakhpadmakumar@gmail.com>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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TSeriesMMA documentation built on May 2, 2019, 2:07 a.m.