Multifractal Detrended Fluctuation Analysis in Python

python package for DFA (Detrended Fluctuation Analysis) and related algorithms

This is our standard library for nonlinear analysis. Many of these functions are the same we use in our services. We do have additional methods that are not public but could be made available in a future release. If you are interested in learning more, attending our workshops or webinars or using our data analysis services please contact bmchnon…

Matlab interface for the analysis of heart rate variability and phasic cardiac responses

Code for "Nonlinear, Natural, and Noisy: A Quantitative Approach to the Collection and Analysis of Real-World Social Behavior" (Chiovaro & Paxton, under review).

A code tutorial to accompany https://link.springer.com/article/10.3758/s13428-023-02098-1

MATLAB program for Detrended Fluctuation Analysis (DFA)

A mathematical framework for measuring the dynamics of consciousness. The framework uses a composite index of scale-free temporal organisation, cross-frequency organisation, and metastability.

Alpha-Beta filter for detrended fluctuation analysis

Python library for DFA, Hurst exponent, and fluctuation analysis of time series.

Detrended Fluctuation Analysis (DFA) Tool developed for the Delfiniti project at the Instituto Politécnico Nacional.

Multivariate Magnitude Detrended Fluctuation Analysis

Package for fluctuation analysis (DFA, etc.)

DFA for multivariate data in R

Scripts and data using in the DFA analysis of the NBA 1995-2018 data

Karl Weierstrass. Hurst (rolling H nad f(t)). DFA (Detrended Fluctuation Analysis) nad rolling H nizom. Predikcija DFA persistence rezim rolling H niza skalira sledeci dX.

End-to-End Python implementation of the computational toolkit for financial market complexity analysis from "Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses" (2025). Implements cutting-edge entropy and fractal methods to quantify asset predictability, nonlinear correlations, and multifractal scaling properties.

Personal market regime terminal: live rolling Hurst exponent (DFA) and fractal dimension over Nasdaq stocks via Alpaca. Regime diagnostics, not trading signals.

Python-based QGIS tool for investigating long-range correlations and multifractal characteristics of time series through Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA).

A diagnostic control paradigm for activation measurements in transformer language models. Cross-replay separates text-bound from architecture-bound components by replaying generated sequences through intact and perturbed model variants.