Crandore Hub

TSeriesMMA

Multiscale Multifractal Analysis of Time Series Data

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).

Versions across snapshots

VersionRepositoryFileSize
0.1.1 rolling linux/jammy R-4.5 TSeriesMMA_0.1.1.tar.gz 14.2 KiB
0.1.1 rolling linux/noble R-4.5 TSeriesMMA_0.1.1.tar.gz 14.1 KiB
0.1.1 rolling source/ R- TSeriesMMA_0.1.1.tar.gz 3.6 KiB
0.1.1 latest linux/jammy R-4.5 TSeriesMMA_0.1.1.tar.gz 14.2 KiB
0.1.1 latest linux/noble R-4.5 TSeriesMMA_0.1.1.tar.gz 14.1 KiB
0.1.1 latest source/ R- TSeriesMMA_0.1.1.tar.gz 3.6 KiB
0.1.1 2026-04-26 source/ R- TSeriesMMA_0.1.1.tar.gz 3.6 KiB
0.1.1 2026-04-23 source/ R- TSeriesMMA_0.1.1.tar.gz 3.6 KiB
0.1.1 2026-04-09 windows/windows R-4.5 TSeriesMMA_0.1.1.zip 17.0 KiB
0.1.1 2025-04-20 source/ R- TSeriesMMA_0.1.1.tar.gz 3.6 KiB