MFDFA:Python中的多重分形趋势波动分析-源码

上传者: 42123456 | 上传时间: 2021-07-02 15:59:31 | 文件大小: 626KB | 文件类型: ZIP
MFFA 多重分形趋势波动分析MFDFA是一种与模型无关的方法,可以揭示随机过程或自回归模型的自相似性。 DFA由Peng等人首先开发。 1和后来扩展到研究Kandelhardt等人的多重分形MFDFA 。 2 。 在最新版本中,还添加了移动窗口系统,特别适用于短时间序列,最近对DFA的扩展(称为扩展DFA )和经验模式分解的额外功能(作为去趋势方法)。 安装 要安装MFDFA,您只需使用 pip install MFDFA 在您喜欢的编辑器上,只需将MFDFA导入为 from MFDFA import MFDFA 有一个附加的库fgn可以生成分数高斯噪声。 MFDFA库 MFDFA基础仅取决于numpy ,尤其是numpy的polynomial 。 在版本0.3中,添加了一种基于方法,以替代依赖于PyEMD时间序列趋势变化方法。 使用MFDFA库 一维分数阶Ornstein-U

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