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LRydin / MFDFA

Multifractal Detrended Fluctuation Analysis in Python
MIT License
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Fluctuation Analysis (and Multifractal FA) #5

Closed LRydin closed 4 years ago

LRydin commented 4 years ago

Somehow after all this time I have simply forgotten that in the end DFA stems from FA (Fluctuation Analysis). Naturally this should also be included.

This just be as simple as discarding any form of detrending, i.e., discarding the polynomial (other forms of fitting). This would be just circumventing L128-L129.

Then one needs to not detrend lines L132-L133 (i.e., not do the polyval)

F = np.var(Y_ - polyval(X[:i], p), axis = 1)
F_r = np.var(Y_r - polyval(X[:i], p_r), axis = 1)
LRydin commented 4 years ago

I think the easiest here is to set the parameter order=0 when one does not want detrending, i.e., we get FA (not DFA). Probably the easiest. (this will keep the MF part working without modifications, which is perfect).