Measures the scaling exponent of the time series using a fast implementation
of detrended fluctuation analysis (DFA).
This is a Python wrapper for Max Little’s fastdfa code.
The original fastdfa code is by
References
- Parameters:
- y : array-like
Input time series (1D array), fed straight into the fastdfa script.
- Returns:
Estimated scaling exponent from log-log linear fit of fluctuation vs interval.
- Return type:
float