TSeriesMMA

Multiscale Multifractal Analysis of Time Series Data

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Multiscale multifractal analysis (MMA) (Gierałtowski et al., 2012)[https://doi.org/10.1103%2FPhysRevE.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).


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