A python implementation of multifractal detrended fluctuation analysis.
Refrences:
Kantelhardt, J. W., Zschiegner, S. A., Koscielny-Bunde, E., Havlin, S., Bunde, A., & Stanley, H. E. (2002). Multifractal detrended fluctuation analysis of nonstationary time series. Physica A: Statistical Mechanics and Its Applications, 316(1-4), 87–114
course info : Stochastic Processes - 2017 - Sharif University of Technology - Physics Department