Multifractal Detrended Fluctuation Analysis in Python
☆165Aug 15, 2022Updated 4 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☆135Jan 2, 2025Updated last year
- Detrended Fluctuation Analysis☆64Apr 29, 2021Updated 5 years ago
- 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☆339Nov 18, 2025Updated 9 months ago
- Application of the MultiFractal Detrended Fluctuation Analysis to Time Series☆17Jun 14, 2019Updated 7 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Wavelet Transform Modulus Maxima☆12Jun 2, 2021Updated 5 years ago
- kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order☆78Mar 5, 2026Updated 6 months ago
- Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python☆101May 8, 2021Updated 5 years ago
- Calculates the generalized Hurst exponent of a time series☆39Dec 5, 2023Updated 2 years ago
- Wavelet based multifractal analysis of 1D signals☆39Oct 9, 2025Updated 10 months ago
- I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in t…☆47Nov 26, 2020Updated 5 years ago
- Nonlinear measures for dynamical systems (based on one-dimensional time series)☆310Nov 30, 2025Updated 9 months ago
- Recurrence Quantification Analysis of Large-Scale Time Series☆37Apr 14, 2023Updated 3 years ago
- A Python package for data analysis with permutation entropy and ordinal network methods.☆117Aug 27, 2026Updated last week
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 4 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Mar 11, 2021Updated 5 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
- 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
- An R package for forecasting volatility, using the Markov Switching Multifractal model.☆33Apr 27, 2017Updated 9 years ago
- Python module for computing Symbolic Mutual Information and symbolic Transfer of Entropy☆14Jun 28, 2018Updated 8 years ago
- A repository for portfolio allocation based on embedding data representation☆13Jan 27, 2025Updated last year
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆44Aug 23, 2021Updated 5 years ago
- Higuchi Fractal Dimension (HFD) for 1D(time) series☆51Dec 13, 2023Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- MNE-Features software for extracting features from multivariate time series☆161Mar 16, 2026Updated 5 months ago
- A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.☆14May 24, 2018Updated 8 years ago
- Generate realizations of stochastic processes in python.☆510Dec 9, 2022Updated 3 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Sep 2, 2018Updated 8 years ago
- ☆28Aug 26, 2024Updated 2 years ago
- AntroPy: entropy and complexity of (EEG) time-series in Python☆378Apr 1, 2026Updated 5 months ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆15Mar 6, 2016Updated 10 years ago
- Detection of favorable moments in time series data☆36Aug 30, 2025Updated last year
- ☆13May 1, 2025Updated last year
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Multivariate time-series forecasting on stock market data using a transformer neural network☆11Jan 10, 2023Updated 3 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Nov 2, 2016Updated 9 years ago
- Microstate analysis for use with MNE-Python☆59Jan 21, 2025Updated last year
- ☆14Sep 8, 2023Updated 2 years ago
- Taylor moment expansion in Python (JaX and SymPy) and Matlab☆11Nov 26, 2024Updated last year
- Python implementation of fractional brownian motion☆64Aug 17, 2020Updated 6 years ago
- A Python module implementing some standard algorithms used in nonlinear time series analysis☆195Apr 24, 2026Updated 4 months ago