fractaldata {fractalRegression}

A whitenoise, monofractal, and multifractal timeseries

Description

These data include three simulated data to be used for understanding the differences between the various univariate methods in the dataset to compare whitenoise, monofractal, and multifractal data.

Usage

data(fractaldata)

Format

An object of class data.frame with 8000 rows and 4 columns.

Source

https://www.ntnu.edu/inb/geri/software

References

Ihlen, E. A. F. (2012). Introduction to Multifractal Detrended Fluctuation Analysis in Matlab. Frontiers in Physiology, 3. https://doi.org/10.3389/fphys.2012.00141