/Chi-Space

Multifractal and Spectral Entropy space

Primary LanguagePython

Ꭓ-Space

Implementation of the Ꭓ-space for time-series ( $L(\Delta \alpha)$ x $G_{QQ}$).

Some examples are shown here

Installing on colab:

!pip install MFDFA
!pip install git+https://github.com/rsautter/Chi-Space/

Requirements:

  • Numpy
  • Scipy
  • MFDFA

Parametric Space example:

import chi
import matplotlib.pyplot as plt
gs,[h,l] = chi.plot()
plt.show()

General application:

import chi
chi.chiSpace(timeseries)

References:

[1] J.W. Kantelhardt, S.A. Zschiegner, E. Koscielny-Bunde, S. Havlin, A. Bunde,H. Stanley, Physica A 316 (1) (2002) 87–114.
[2] L. Rydin Gorjão, G. Hassan, J. Kurths, and D. Witthaut, MFDFA: Efficient multifractal detrended fluctuation analysis in python, Computer Physics Communications 273, 108254 2022.

External Libraries:

https://github.com/LRydin/MFDFA

Changelog

  • 1-August-2022 - Initial commit
  • 15-August-2022 - Added all time-series main patterns