pyActigraphy.analysis.Fractal.mfdfa

classmethod Fractal.mfdfa(ts, n_array, q_array, deg=1, overlap=False, log=False)[source]

Multifractal Detrended Fluctuation Analysis function

Compute the q-th order mean squared fluctuations for different segment lengths and different index q values.

Parameters

  • ts (pandas.Series) – Input signal.

  • n_array (array of int) – Time scales (i.e window sizes). In minutes.

  • q_array (array of float) – Orders of the mean squares.

  • deg (int, optional) – Degree(s) of the fitting polynomials. Default is 1.

  • overlap (bool, optional) – If set to True, consecutive windows during segmentation overlap by 50%. Default is False.

  • log (bool, optional) – If set to True, returned values are log-transformed. Default is False.

Returns

q_th_order_msq_fluctuations – (n,q) array of q-th order mean squared fluctuations.

Return type

numpy.array