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fathon: A Python package for a fast computation of detrendend fluctuation analysis and related algorithms

Authors: Stefano Bianchi;

fathon: A Python package for a fast computation of detrendend fluctuation analysis and related algorithms

Abstract

{"references": ["Fraedrich, K., & Blender, R. (2003). Scaling of atmosphere and ocean temperature correlations in observations and climate models. Physical Review Letters, 90(10), 108501.", "Ihlen, E. A. (2012). Introduction to multifractal detrended fluctuation analysis in Matlab. Fractal analysis, 3, 97.", "Ivanov, P. C., Yuen, A., Podobnik, B., & Lee, Y. (2004). Common scaling patterns in intertrade times of us stocks. Physical Review E, 69(5), 056107.", "Kantelhardt, J. W., Zschiegner, S. A., Koscielny-Bunde, E., Bunde, A., Havlin, S., & Stanley, H. E. (2003). Multifractal detrended fluctuation analysis of nonstationary time series. Physica A: Statistical Mechanics and its Applications, 316(1), 87\u2013114.", "Liu, Y., Gopikrishnan, P., & Stanley, H. E. (1999). Statistical properties of the volatility of price fluctuations. Physical Review E, 60(2), 1390.", "Peng, C. K., Buldyrev, S. V., Goldberger, A. L., Havlin, S., Simons, M., & Stanley, H. E. (1993). Finite-size effects on long-range correlations: Implications for analyzing DNA sequences. Physical Review E, 47(5), 3730.", "Podobnik, B., & Stanley, H. E. (2008). Detrended cross-correlation analysis: A new method for analyzing two nonstationary time series. Physical Review Letters, 100(8), 084102.", "Varotsos, C., Assimakopoulos, M. N., & Efstathiou, M. (2007). Long-term memory effect in the atmospheric CO2 concentration at Mauna Loa. Atmospheric Chemistry and Physics, 7(3), 629\u2013634.", "Zebende, G. F. (2011). DCCA cross-correlation coefficient: Quantifying level of crosscorrelation. Physica A: Statistical Mechanics and its Applications, 390(4), 614\u2013618."]}

fathon is a python package for DFA (Detrended Fluctuation Analysis) and related algorithms.

Keywords

python, detrended fluctuation analysis, multifractal spectrum, detrended cross-correlation index, dfa, mfdfa, cython, multifractal analysis, dcca, hurst exponent

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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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impulse
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