Multifractal Detrended Fluctuation Analysis in Python
A Python library for performing 1D and 2D multifractal analysis using the Detrended Moving Average (DMA) method. Supports multifractal spectrum estimation with customizable parameters for in-depth data analysis.
The entropy module can be found here: https://github.com/nikdon/pyEntropy/blob/master/pyentrp/entropy.py
Time series analysis codes used in the company's data science projects.
A high-performance Python toolkit for the analysis of multifractal time series and complex systems
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