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adf_hurstexponent

Trend following and mean reversion detection for Gradient Growth article

dimension-fractal

Algoritmos de Katz y Higuchi para el cálculo de la dimension fractal usando Python. Enfoque en el análisis de ondas electroencefalográficas

extended-mfdfa-features

Augmented set of probabilistic features of the Multifractal Spectrum of Multifractal Detrended Fluctuation Analysis (MFDFA) is proposed which quantifies the geometrical distortion and statistical self-entanglement of the Multi-fractal spectrum and adequately captures the local and global time series singularity. The efficacy of the proposed feature set in addition to the conventional Hurst Exponent and Singularity Spectrum Width features has been discussed for its enhanced overall volatility, multi-scale strength and fractal dimension characterization along with better stability and noise immunity features.

fracdim

the box-counting fractal dimension code from PyTN2016

fractal

Fractal dimension applied to time series - variability characterization

fractal-analysis

In this project we will develop code for computation of fractal dimension of time series with variable delay dimension.

fractal-dimension

Fractal Dimention Finder module

fractal-dimension-1

Estimates the fractal dimension of an image using the Minkowski–Bouligand dimension

fractal-dimension-analysis-of-time-series

Analysis of Time Varying Signals using Several Fractal Dimension Methods

fractal-market-analysis

We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Peters' "Fractal Market Analysis" so, with apologies to the Authors, we attempt to fill this vacancy.

fractal-vc-dimension

Numerical exploration of the VC dimension of fractals.

fractal_dim

Determines the fractal dimension of any given shape.

fractal_dimension

fractal_dimension_analysis

Implement fractal dimension analysis for grayscale images, micsrocopy images and biological application following FIJI/ImageJ.

fractal_dimension_calculation

fractal_dimension_calculation

fractalcalculator

Prototype of online fractal calculator of box-counting dimension

fractaldimension

A python function to calculate the fractal dimension in 3D.

fractaldimension-1

Calculating fractal dimensions with box-counting

fractaldimensioncalculator

Calculates the fractal dimension of a shape stored as a 2d csv grid

genhurst

Calculates the generalized Hurst exponent of a time series

geologicalcomplexity_smote

Tool for compute the geological complexity map (fractal dimension)

higuchifractaldimension

Higuchi Fractal Dimension (HFD) for 1D(time) series

hurst

Hurst exponent evaluation and R/S-analysis in Python

hurst-1

Experiments with the Hurst exponent

hurst-exp

Estimating Hurst exponents varying in time using neural networks for time series

hurst-exponent-r-s-analysis-

Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.

hurst-exponent-trading-strategy

hurstapp

React ecommerce app that allows users to purchase products

hurstexponentnotebooks

Here is a collection of Jupyter Notebooks detailing an exploration of the Hurst parameter

mandelbrot-3d-fractal

3-dimensional visualization of the Mandelbrot fractal.