pyhctsa.operations.wavelet.wfbm¶

pyhctsa.operations.wavelet.wfbm(x)¶

Estimates of the fractal index (Hurst exponent) of a signal.

The series is treated as the increments of a fractional Brownian motion, so its cumulative sum is the path whose Hurst index H is estimated.

Parameters:¶

x : array_like¶

Time series.

Returns:¶

H_deriv2: estimate from the discrete second-order derivative; H_deriv2Wavelet: its wavelet-domain version (sym5). NaN when the series is too short for an estimate.

Return type:¶

dict

Notes

See _wfbmesti() for the estimators and references (Istas & Lang 1997; Kent & Wood 1997; Flandrin 1992).