We should run some performance tests to see how MFDFA with all the extensions is running.
This should include:
[ ] standard MFDFA (i.e., no extensions)
[ ] with EMD
[ ] with eDFA
We should test this for timeseries starting from 10³ to 10⁷ datapoints, and do at least 20 iterations, to get the mean and a reasonable standard deviation.
We should generate stochastic data with H=0.2, H=0.5, and H=0.8, for comparison.
We should run some performance tests to see how
MFDFAwith all the extensions is running. This should include:We should test this for timeseries starting from 10³ to 10⁷ datapoints, and do at least 20 iterations, to get the mean and a reasonable standard deviation. We should generate stochastic data with
H=0.2,H=0.5, andH=0.8, for comparison.