Implements wavelet based multifractal analysis of 1d signals.
Project description
Introduction
The PyMultiFracs package implements wavelet-based multifractal analysis of 1D signals.
Implemented features:
Computation of (1D) multiresolution quantities: wavelet coefficients, wavelet-leaders and p-leaders.
Computation of structure functions, cumulants and log-cumulants.
Estimation of the multifractal spectrum.
Bivariate multifractal analysis.
Bootstrap-derived confidence intervals and automated scaling range selection.
Outlier detection.
The initial implementation of the code in this package was based on the Wavelet p-Leader and Bootstrap based MultiFractal analysis (PLBMF) Matlab toolbox written by Patrice Abry, Herwig Wendt and colleagues. For a thorough introduction to multifractal analysis, you may access H. Wendt’s PhD thesis available in his website.
To get started, please look at our documentation <user_guide/index>.
Installation
PyMultiFracs may be installed using pip:
pip install pymultifracsFor a complete installation guide, please check documentation <user_guide/installation>.
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