We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Peters' "Fractal Market Analysis" so, with apologies to the Authors, we attempt to fill this vacancy.

Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.

A C library to compute self-similar sequences and to estimate the Hurst parameter.

Attempt to reproduce the results of the article "Predicting Chinese Commodity Futures Price: An EEMD-Hurst-LSTM Hybrid Approach"

Rescaled Ranges by H.E. Hurst. Great for use in time series analysis for anything that ticks in markets. A simple interface into a package rife with possible uses. Already setup for massive scalability with Prefect and Dask.

FY4A-QPE产品的预处理和MMK趋势分析和Hurst指数等相关统计分析,以及制图分析(箱线图/折线图等)

code of the paper "Reliability modeling and statistical analysis of accelerated degradation testing with memory effects and unit-to-unit variability" fractional Brownian motion, random effects, wiener process, stochastic, expectation maximization, EM algorithm, parameter estimation, FBM, uncertainty quantification, assessment, non-Markovian