fathon

fathon: A Python package for a fast computation of detrendend fluctuation analysis and related algorithms - Published in JOSS (2020)

https://github.com/stfbnc/fathon

Science Score: 59.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • CITATION.cff file
  • codemeta.json file
    Found codemeta.json file
  • .zenodo.json file
    Found .zenodo.json file
  • DOI references
    Found 7 DOI reference(s) in README
  • Academic publication links
    Links to: joss.theoj.org, zenodo.org
  • Committers with academic emails
    2 of 5 committers (40.0%) from academic institutions
  • Institutional organization owner
  • JOSS paper metadata
  • Scientific vocabulary similarity
    Low similarity (12.5%) to scientific vocabulary

Keywords

dcca detrended-fluctuation-analysis dfa hurst-exponent mfdfa multifractal-analysis multifractal-detrended-fluctuation multifractal-spectrum python scientific-software
Last synced: 6 months ago · JSON representation

Repository

python package for DFA (Detrended Fluctuation Analysis) and related algorithms

Basic Info
  • Host: GitHub
  • Owner: stfbnc
  • License: gpl-3.0
  • Language: Cython
  • Default Branch: master
  • Homepage:
  • Size: 11.7 MB
Statistics
  • Stars: 128
  • Watchers: 3
  • Forks: 23
  • Open Issues: 2
  • Releases: 8
Topics
dcca detrended-fluctuation-analysis dfa hurst-exponent mfdfa multifractal-analysis multifractal-detrended-fluctuation multifractal-spectrum python scientific-software
Created over 6 years ago · Last pushed about 1 year ago
Metadata Files
Readme Changelog Contributing License

README.md

fathon Linux macOS Windows

PyPI version Python 3.8+

Issues GitHub stars GitHub forks

DOI DOI

fathon is a python package for DFA (Detrended Fluctuation Analysis) and related algorithms.

It is mostly written in Cython and C in order to speed up computations.

fathon provides five main algorithms, namely

  • DFA (Detrended Fluctuation Analysis)
  • MFDFA (Multifractal Detrended Fluctuation Analysis)
  • DCCA (Detrended Cross-Correlation Analysis)
  • MFDCCA (Multifractal Detrended Cross-Correlation Analysis)
  • HT (Time-dependent Hurst exponent)

MFDFA and MFDCCA also provides methods for the mass exponent τ and the multifractal spectrum f(α).

DCCA has methods to compute the cross-correlation coefficient ρ_DCCA and the corresponding confidence intervals.

Supported platforms

| Linux x8664 | Linux ARM64 | macOS x8664 | macOS ARM64 | Windows 64bit | |:------------------:| :----------------: | :----------------: |:-----------:| :----------------: | | :whitecheckmark: | :whitecheckmark: | :whitecheckmark: | :x: | :whitecheckmark: |

There are currently no wheels for Apple Silicon (macOS ARM64), but they can be built locally. On your Mac with Apple Silicon: - first install the required software: - brew install llvm - brew install gsl - then run pip install . within the repository to install fathon

Prerequisites

  • Python 3.8 or higher
  • numpy (version >= 1.24.4 for Python < 3.12, version >= 1.26.2 for Python >= 3.12)
  • Only if building locally on a Mac with Apple Silicon, llvm and gsl installed with brew

Installing

As easy as pip install fathon

Examples

A jupyter notebook can be used (fathon_example.ipynb) to play with the five algorithms provided by the fathon package.

If you cannot use the notebook, five Python scripts are provided, dfa.py, mfdfa.py, dcca.py, mfdcca.py, and ht.py.

Algorithms are implemented on two time series of gaussian white noise, but you can replace them with any time series you like.

Documentation Documentation Status

API documentation

Contributing

To report bugs or improvements, or for any other question, please see CONTRIBUTING.md.

Credits

If you are using fathon in your research, please cite:

Bianchi, S., (2020). fathon: A Python package for a fast computation of detrendend fluctuation analysis and related algorithms. Journal of Open Source Software, 5(45), 1828, https://doi.org/10.21105/joss.01828

Changelog

v1.3.3

  • fix divergent results when q approaches 0 (affects MFDFA-like algorithms)

v1.3.2

  • unbiased version of DFA, as described here

v1.3.1

  • faster algorithms

v1.3

  • MFDCCA algorithm
  • overlap option for DCCA, to allow using both overlapping and non-overlapping windows
  • OpenMP also for Windows

v1.2

  • few adjustments to C extensions for Windows' C compiler compatibility

v1.1

  • save object state to binary file and reload it later

v1.0

  • wheels! :ferriswheel::ferriswheel:
  • no more pre-installing step of the GSL library :tada::tada:
  • window's sizes array must be now passed to all the methods
  • logBase option for methods that perform fits
  • verbose option
  • pre-computed hq0 can be now passed to the computeHT method

v0.1.2

  • first release

Author

  • Stefano Bianchi

License GPLv3 License

This project is licensed under the GNU General Public License v3.0 - see the LICENSE file for details.

This code uses GSL which is licensed under the GNU General Public License v3.0, and can be obtained at https://www.gnu.org/software/gsl/.

Owner

  • Login: stfbnc
  • Kind: user

Physics PhD | AI and scientific software developer

GitHub Events

Total
  • Issues event: 1
  • Watch event: 12
  • Issue comment event: 2
  • Push event: 1
  • Pull request event: 1
Last Year
  • Issues event: 1
  • Watch event: 12
  • Issue comment event: 2
  • Push event: 1
  • Pull request event: 1

Committers

Last synced: 7 months ago

All Time
  • Total Commits: 309
  • Total Committers: 5
  • Avg Commits per committer: 61.8
  • Development Distribution Score (DDS): 0.12
Past Year
  • Commits: 2
  • Committers: 2
  • Avg Commits per committer: 1.0
  • Development Distribution Score (DDS): 0.5
Top Committers
Name Email Commits
Stefano s****9@g****m 272
stefano.bianchi s****i@c****m 29
stefano s****i@s****t 6
Quentin Leboutet q****t@t****e 1
Daniel S. Katz d****z@i****g 1
Committer Domains (Top 20 + Academic)

Issues and Pull Requests

Last synced: 6 months ago

All Time
  • Total issues: 14
  • Total pull requests: 3
  • Average time to close issues: 20 days
  • Average time to close pull requests: about 1 month
  • Total issue authors: 11
  • Total pull request authors: 3
  • Average comments per issue: 5.43
  • Average comments per pull request: 2.0
  • Merged pull requests: 2
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 1
  • Pull requests: 1
  • Average time to close issues: N/A
  • Average time to close pull requests: 3 months
  • Issue authors: 1
  • Pull request authors: 1
  • Average comments per issue: 0.0
  • Average comments per pull request: 1.0
  • Merged pull requests: 1
  • Bot issues: 0
  • Bot pull requests: 0
Top Authors
Issue Authors
  • ali-ramadhan (4)
  • ferosas (1)
  • andrewcztrack (1)
  • riccstef (1)
  • Rabia-Raja (1)
  • ddandreev2003 (1)
  • settwi (1)
  • andreas-koukorinis (1)
  • sabrasisler (1)
  • chentz78 (1)
  • genomewalker (1)
  • mmyyyzpl (1)
Pull Request Authors
  • quentin-leboutet (2)
  • ashwinvis (1)
  • danielskatz (1)
Top Labels
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wheels (1)
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Packages

  • Total packages: 1
  • Total downloads:
    • pypi 483 last-month
  • Total dependent packages: 0
  • Total dependent repositories: 1
  • Total versions: 7
  • Total maintainers: 1
pypi.org: fathon

A python package for detrended fluctuation analysis (DFA) and related algorithms.

  • Versions: 7
  • Dependent Packages: 0
  • Dependent Repositories: 1
  • Downloads: 483 Last month
Rankings
Downloads: 6.4%
Stargazers count: 7.3%
Forks count: 8.9%
Dependent packages count: 10.0%
Average: 10.9%
Dependent repos count: 21.7%
Maintainers (1)
Last synced: 6 months ago

Dependencies

docs/requirements.txt pypi
  • Cython *
  • numpy >=1.20
  • sphinx_rtd_theme *
requirements.txt pypi
  • numpy >=1.20
setup.py pypi
  • numpy >=1.20
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  • docker/setup-qemu-action v1 composite
  • pypa/cibuildwheel v2.11.2 composite
.github/workflows/macos.yml actions
  • actions/checkout v2 composite
  • actions/upload-artifact v2 composite
  • pypa/cibuildwheel v2.11.2 composite
.github/workflows/macos_arm.yml actions
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  • actions/upload-artifact v2 composite
  • pypa/cibuildwheel v2.5.0 composite