TSeriesMMA

Multiscale multifractal analysis (MMA) (Gierałtowski et al., 2012)doi:10.1103/PhysRevE.85.021915 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 and the scale of observation s (data window width).