TSeriesMMA - Multiscale Multifractal Analysis of Time Series Data
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).
