fathon
is only available for Linux (64 bit) and macOS
fathon
is a python package for DFA (Detrended Fluctuation Analysis) and related algorithms.
It is mostly written in Cython and C in order to speed up computations.
fathon
provides four main algorithms, namely
DFA
(Detrended Fluctuation Analysis)MFDFA
(Multifractal Detrended Fluctuation Analysis)DCCA
(Detrended Cross-Correlation Analysis)HT
(Time-dependent Hurst exponent)
MFDFA
also provides methods for the mass exponent τ and the multifractal spectrum f(α).
DCCA
has methods for computing the cross-correlation coefficient ρ_DCCA and the corresponding confidence intervals.
Prerequisites
-
Python 3.5 or higher
-
numpy (version >= 1.15)
-
Cython
Installing
As easy as pip install fathon
Examples
A jupyter notebook can be used (fathon_example.ipynb
) to play with the four algorithms provided by the fathon
package.
If you cannot use the notebook, four Python scripts are provided, dfa.py
, mfdfa.py
, dcca.py
, and ht.py
.
Algorithms are implemented on two time series of gaussian white noise, but you can replace them with any time series you like.
Contributing
To report bugs or improvements, or for any other question, please see CONTRIBUTING.md.
Credits
If you are using fathon
in your research, please cite:
Bianchi, S., (2020). fathon: A Python package for a fast computation of detrendend fluctuation analysis and related algorithms. Journal of Open Source Software, 5(45), 1828, https://doi.org/10.21105/joss.01828
fathon v1.1
Changelog
v1.1
- save object state to binary file and reload it later
v1.0
- wheels!
🎡 🎡 - no more pre-installing step of the GSL library
🎉 🎉 - window's sizes array must be now passed to all the methods
logBase
option for methods that perform fitsverbose
option- pre-computed
hq0
can be now passed to thecomputeHT
method
v0.1.2
- first release
Author
- Stefano Bianchi
- github - stfbnc
This project is licensed under the GNU General Public License v3.0 - see the LICENSE file for details.
This code uses GSL which is licensed under the GNU General Public License v3.0, and can be obtained at https://www.gnu.org/software/gsl/.