Multifractal DFA
Kantelhardt et al. (2002)
Generalized Hurst h(q)
Signal type:
fBm
Multifractal
White noise
Hurst H:
0.7
Multifractality a:
0.5
q max:
5
Generate & Analyze
h(q=2) = Hurst exponent
Flat h(q) → monofractal
Varying h(q) → multifractal