Multifractal Detrended Fluctuation Analysis in Python
☆157Aug 15, 2022Updated 3 years ago
Alternatives and similar repositories for MFDFA
Users that are interested in MFDFA are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- python package for DFA (Detrended Fluctuation Analysis) and related algorithms☆133Jan 2, 2025Updated last year
- Tools (C/Matlab) for multifractal analysis of 1D (time-series) and 2D (images) signals☆15Sep 9, 2020Updated 5 years ago
- Hurst exponent evaluation and R/S-analysis in Python☆336Nov 18, 2025Updated 4 months ago
- Application of the MultiFractal Detrended Fluctuation Analysis to Time Series☆17Jun 14, 2019Updated 6 years ago
- Multifractal analysis in Matlab and Python☆10Mar 25, 2020Updated 6 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order☆75Mar 5, 2026Updated 3 weeks ago
- Calculates the generalized Hurst exponent of a time series☆39Dec 5, 2023Updated 2 years ago
- Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.☆53May 18, 2018Updated 7 years ago
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆49Feb 10, 2023Updated 3 years ago
- Nonlinear measures for dynamical systems (based on one-dimensional time series)☆303Nov 30, 2025Updated 3 months ago
- A library to compute (multi)fractal dimensions of images written in Python.☆24Feb 15, 2018Updated 8 years ago
- Recurrence Quantification Analysis of Large-Scale Time Series☆33Apr 14, 2023Updated 2 years ago
- A Python package for data analysis with permutation entropy and ordinal network methods.☆112Nov 27, 2025Updated 3 months ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- A repository for using the distributed information bottleneck to locate information in data☆16Aug 26, 2024Updated last year
- Compute the Correlation Dimension of a Time Series☆15Apr 29, 2016Updated 9 years ago
- The lite version of the package pydlm. A lite yet powerful Bayesian dynamic modeling library☆12Jul 5, 2018Updated 7 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Jan 19, 2023Updated 3 years ago
- Python module for computing Symbolic Mutual Information and symbolic Transfer of Entropy☆14Jun 28, 2018Updated 7 years ago
- Scientific software written in Python 3 for the creation of Recurrence Plot (RP), Cross Recurrence Plot (CRP), and Joint Recurrence Plot …☆30Mar 27, 2021Updated 5 years ago
- Just-in-time compilation for delay differential equations☆59Feb 16, 2026Updated last month
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Mar 11, 2021Updated 5 years ago
- Deep learning in large multivariate time series using real-time feature extraction with MDFA☆12Jun 26, 2018Updated 7 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Python implementation of the Kolmogorov Zurbenko filter☆18Mar 31, 2017Updated 8 years ago
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆44Aug 23, 2021Updated 4 years ago
- An open-source toolkit for entropic data analysis.☆178Feb 26, 2026Updated last month
- 首届中国心电智能大赛决赛阶段解决方案-公开版 比赛网址 http://mdi.ids.tsinghua.edu.cn/☆10Aug 21, 2019Updated 6 years ago
- Higuchi Fractal Dimension (HFD) for 1D(time) series☆51Dec 13, 2023Updated 2 years ago
- Generate realizations of stochastic processes in python.☆501Dec 9, 2022Updated 3 years ago
- MNE-Features software for extracting features from multivariate time series☆158Mar 16, 2026Updated last week
- A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.☆13May 24, 2018Updated 7 years ago
- This is the GitHub Repository for the research Topological Tail Dependence: Evidence from Forecasting Realized Volatility☆32Nov 23, 2023Updated 2 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- MATLAB Toolbox for estimating nonfractal connectivity and fractal connectivity☆15Nov 2, 2018Updated 7 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Sep 2, 2018Updated 7 years ago
- Image edge detection using the wavelet transform modulus maxima (WTMM) method.☆10May 23, 2021Updated 4 years ago
- ☆28Aug 26, 2024Updated last year
- Detection of favorable moments in time series data☆35Aug 30, 2025Updated 6 months ago
- L1 Trend Filtering☆19Apr 17, 2024Updated last year
- Deep Reinforcement Learning applied to trading☆15Jan 29, 2019Updated 7 years ago