Alternatives and similar repositories for MFDFA

Users that are interested in MFDFA are comparing it to the libraries listed below

• SMAC-Group / wv
  This R package provides the tools to perform standard and robust wavelet variance analysis for time series (signal processing). Among ot…
  ☆17Updated last month
• BZPaper / RTransferEntropy
  Code to implement transfer entropy (Shannon and Renyi)
  ☆23Updated 2 years ago
• hendersontrent / feature-set-comp
  Compares various time-series feature sets on computational performance, within-set structure, and between-set relationships.
  ☆11Updated 3 years ago
• maxto / Time-Series-Clustering
  Time-Series Clustering: Overview, R-packages
  ☆45Updated 5 months ago
• DarkEyes / VLTimeSeriesCausality
  A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.
  ☆56Updated last year
• ahaeusser / echos
  Echo State Networks for Time Series Forecasting
  ☆16Updated this week
• tnagler / vinereg
  D-vine quantile regression
  ☆11Updated 10 months ago
• cjporteo / ACTSC445-QERM-projects
  Various risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock da…
  ☆15Updated 4 years ago
• constantino-garcia / nonlinearTseries
  Nonlinear time series analysis in R
  ☆37Updated last year
• EmanuelSommer / portvine
  Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
  ☆23Updated last year
• tnagler / VineCopula
  Statistical inference of vine copulas
  ☆96Updated 3 months ago
• hanase / BMA
  R package for Bayesian model averaging
  ☆39Updated 10 months ago
• hendersontrent / theft
  R package for Tools for Handling Extraction of Features from Time series (theft)
  ☆41Updated 3 months ago
• lnferreira / ts2net
  An R package to transform time series into networks
  ☆20Updated last year
• arthurpessa / ordpy
  A Python package for data analysis with permutation entropy and ordinal network methods.
  ☆109Updated 2 months ago
• ThomasMBury / ewstools
  Python package for early warning signals (EWS) of bifurcations in time series data.
  ☆94Updated last month
• majianthu / copent
  R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for mu…
  ☆42Updated last year
• cuiruifei / CopulaFactorModel
  Inference for Gaussian copula factor models and its application to causal discovery.
  ☆15Updated 5 years ago
• atsa-es / MARSS
  Multivariate Autoregressive State-Space Modeling with R
  ☆53Updated 2 months ago
• hendersontrent / Rcatch22
  R package for calculation of 22 CAnonical Time-series CHaracteristics
  ☆22Updated last year
• fchamroukhi / SaMUraiS
  StAtistical Models for the UnsupeRvised segmentAion of tIme-Series
  ☆11Updated 5 years ago
• toygur / vectorwavelet
  Vector wavelet coherence for multiple time series
  ☆13Updated 4 years ago
• stfbnc / fathon
  python package for DFA (Detrended Fluctuation Analysis) and related algorithms
  ☆130Updated 10 months ago
• wbnicholson / BigVAR
  Dimension Reduction Methods for Multivariate Time Series
  ☆61Updated 6 months ago
• AngelPone / pyhts
  A python package for hierarchical forecasting, inspired by hts package in R.
  ☆29Updated 9 months ago
• neurostuff / PyMARE
  PyMARE: Python Meta-Analysis & Regression Engine
  ☆56Updated 6 months ago
• hagijyun / Time_Series_Analysis_4SSM_R_Stan
  Time Series Analysis for the State-Space Model with R/Stan
  ☆24Updated 4 years ago
• dkesada / dbnR
  Gaussian dynamic Bayesian networks structure learning and inference based on the bnlearn package
  ☆59Updated last year
• dhopp1 / nowcast_lstm
  LSTM neural networks for nowcasting economic data.
  ☆70Updated last year
• ThomasMBury / deep-early-warnings-pnas
  Repository to accompany the publication 'Deep learning for early warning signals of tipping points', PNAS (2021)
  ☆61Updated 6 months ago