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LRydin / MFDFA

Multifractal Detrended Fluctuation Analysis in Python
MIT License
128 stars 27 forks source link

Hey @00stat, sorry for the delay, I was away last week. Well, if you'd like to help, we need create a new function similar to MFDFA and fundamentally "wrap" [L210-211](https://github.com/LRydin/MFDFA/blob/ef652e12174541e5b2ad96260b919b40f8b99d9e/MFDFA/MFDFA.py#L210-L211) with a `curve_fit` function from `scipy`. `curve_fit` can then take all the detrendings suggested in the paper. #37

Closed 00stat closed 7 months ago

00stat commented 7 months ago 
          Hey @00stat, sorry for the delay, I was away last week. Well, if you'd like to help, we need create a new function similar to MFDFA and fundamentally "wrap"  [L210-211](https://github.com/LRydin/MFDFA/blob/ef652e12174541e5b2ad96260b919b40f8b99d9e/MFDFA/MFDFA.py#L210-L211) with a `curve_fit` function from `scipy`. `curve_fit` can then take all the detrendings suggested in the paper.

The primary issue here is that a large amount of these functions will perfectly fit the data, so we have to test what is the minimum lag that can be accepted for each, which will likely have to be a bit of guesswork.

What do you think?

Originally posted by @LRydin in https://github.com/LRydin/MFDFA/issues/24#issuecomment-1712940943

00stat commented 7 months ago

I'm sorry for taking so long to see your message. I think your ideas have given me great inspiration. I will consider modifying the source code you provided in the next few days