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 on his website.
To get started, please look at our documentation.
Installation
PyMultiFracs may be installed using pip:
pip install pymultifracsRelease history Release notifications | RSS feed
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