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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
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Package details |
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| Author | Vishakh Padmakumar [aut, cre], Rishab Ranga [aut], Amogha Udupa [aut], Param Hanji [aut] |
| Maintainer | Vishakh Padmakumar <vishakhpadmakumar@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.1.1 |
| Package repository | View on CRAN |
| Installation |
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