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