2 results found Sort:

LRydin
MFDFA LRydin
27
124
mit
10
Multifractal Detrended Fluctuation Analysis in Python
self-similarity stochastic-processes multifractal-analysis fractional-gaussian-noise detrended-fluctuation-analysis
Created 2019-11-26
134 commits to master branch, last one about a year ago
crflynn
fbm crflynn
29
93
mit
9
Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python
python hurst-parameter fractional-gaussian-noise fractional-brownian-motion multifractional-gaussian-noise multifractional-brownian-motion
Created 2016-01-07
55 commits to master branch, last one 3 years ago