Multiscale multifractal analysis (MMA) (GieraĆtowski 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 (Kantelhardt et al., 2002) and the scale of observation s (data window width). The package contains main function mma() to generate the Hurst Surface for the given input signal.
First we read data from an external file
signal<-read.table('/home/data2.txt')
Now use function MMA to generate the hurst surface plot for the dataframe passed Note that except the dataframe, all parameters are optional. Column name of the column to be analysed must be specified if the dataframe has column names .
library('TSeriesMMA')
TSeriesMMA::mma(smin=10, smax=600, qmin=-5, qmax=5, data=signal, col=1)
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.