Abstract
Multifractal analysis for all.
Highlights
Multifractal formalism and analysis have been described many times (Lopes and Betrouni, 2009)
To give weight to my arguments, I provide a reproduction of the MFDFA implementation in Python
A similar paper would likely be found in the documentation of an MFDFA software library
Summary
Multifractal formalism and analysis have been described many times (Lopes and Betrouni, 2009). A commentary on Introduction to multifractal detrended fluctuation analysis in Matlab by Ihlen, E. There are several approaches to the implementation of multifractal analysis and there numerous ways to present these (Olsen, 1995; Wendt et al, 2009; Ihlen, 2012). Ihlen’s article, in the June 4th 2012 issue of Frontiers of Physiology, entitled “Introduction to multifractal detrended fluctuation analysis in Matlab” provides a guide to the application of the method (hereafter MFDFA).
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