pyhctsa.operations.wavelet.wfbm

pyhctsa.operations.wavelet.wfbm(x)

Parameters of fractional Gaussian noise/Brownian motion in a time series.

Parameters:
x : array-like

The input time series.

Returns:

Dictionary containing the three estimates of the fractal index H of the signal x:

    1. using a second order discrete derivative,

    1. using a second order discrete derivative with wavelets,

    1. using wavelet variance versus wavelet level.

Return type:

dict