Published January 8, 2020
| Version v0.1.2
Software
Open
fathon: A Python package for a fast computation of detrendend fluctuation analysis and related algorithms
Creators
Description
fathon is a python package for DFA (Detrended Fluctuation Analysis) and related algorithms.
Files
stfbnc/fathon-v0.1.2.zip
Files
(507.3 kB)
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md5:fdfca05dbffe30a4b61ffc781307ecd6
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Additional details
Related works
- Is supplement to
- https://github.com/stfbnc/fathon/tree/v0.1.2 (URL)
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), 87–114.
- 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), 629–634.
- Zebende, G. F. (2011). DCCA cross-correlation coefficient: Quantifying level of crosscorrelation. Physica A: Statistical Mechanics and its Applications, 390(4), 614–618.