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frappy

frappy (fractal and phase space analysis for python) is a Python package implementing a non subjective algorithm for calculating correlation dimensions from data.

This package currently contains functions for:

  • Converting a time series into a uniform deviate through a rank transformation
  • Embedding time series into a d-dimensional vector space
  • Calculate correlation dimension at different embedding dimensions
  • Calculate saturated correlation dimension and minimum embedding dimension using curve fitting

Acknowledgements

This work is an python implementation of the algorithm described in Harikrishnan, K. P., Misra, R., Ambika, G., & Kembhavi, A. K. (2006). A non-subjective approach to the GP algorithm for analysing noisy time series. Physica D: Nonlinear Phenomena, 215(2), 137-145.

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Release files for frappy 0.0.2

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frappy-0.0.2-3-py3-none-any.whl Python 3 none any Details

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Release files / frappy-0.0.2-3.tar.gz

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