Package 'TSeriesMMA'

Title: Multiscale Multifractal Analysis of Time Series Data
Description: Multiscale multifractal analysis (MMA) (Gierałtowski et al., 2012)<DOI:10.1103/PhysRevE.85.021915> is a time series analysis method, designed to describe scaling properties of fluctuations within the signal analyzed. The main result of this procedure is the so called Hurst surface h(q,s) , which is a dependence of the local Hurst exponent h (fluctuation scaling exponent) on the multifractal parameter q and the scale of observation s (data window width).
Authors: Vishakh Padmakumar [aut, cre], Rishab Ranga [aut], Amogha Udupa [aut], Param Hanji [aut]
Maintainer: Vishakh Padmakumar <[email protected]>
License: GPL (>= 2)
Version: 0.1.1
Built: 2026-05-26 09:28:46 UTC
Source: https://github.com/cran/TSeriesMMA

Help Index

Multiscale Multifractal Analysis of Time Series Data

Description

Multiscale Multifractal Analysis of Time Series Data

Usage

mma(smin = 10, smax = 600, qmin = -5, qmax = 5, data, col = "V1",
  theta = -45, phi = 25)

Arguments

smin

Minimal s scale used, when calculating Fq(s) functions family (default 10)
smax

Maximal s scale used, when calculating Fq(s) functions family, has to be multiple of 5 (default 600; in general should be near to N/50, where N is a time series length)
qmin

Minimal multifractal parameter q used (default -5)
qmax

Maximal cmultifractal parameter q used (deafault 5)
data

Time series data
col

The color variation of the plot
theta

Angle of view
phi

Second angle of view

Examples

## Not run: 
mma(smax=30, data=timeSeriesData)

## End(Not run)