Opening

Utilities

Detrending Moving Average (DMA) Algorithm

The DMA algorithm allows the calculation of the:

(a) Hurst exponent of long range correlated time series according to the method proposed in :
Second-order moving average and scaling of stochastic time series,
Eur. J. Phys. B 27, 197, (2002)

(b) local Hurst exponent of long range correlated time series according to the method proposed in :
Time-Dependent Hurst Exponent in Financial Time Series
Physica A 344, 267, (2004)

Click here to download the package "series.zip"
including executables and configuration files for the case d=1

(c) Hurst exponent of fractal surfaces according to the method proposed in :
Algorithm to estimate the Hurst exponent of high-dimensional fractals
Phys. Rev. E 76, 056703 (2007)

Click here to download the package "DMA for fractal surfaces"
including executables and configuration files for the case d=2

(d) Hurst exponent of Fractal Volumes according to the method proposed in :
Algorithm to estimate the Hurst exponent of high-dimensional fractals
Phys. Rev. E 76, 056703 (2007)

Click here to download the package "DMA for fractal volumes"
including executable files for the case d=3

(e) Generator of Fractal Volumes (Random Fractal Sponges) according to the method proposed in :
Fractal Heterogeneous Media
Phys. Rev. E 81, 026706 (2010)
[Selected for the "Virtual J. of Nanoscale Science & Technology (http://www.vjnano.org/)" 21, Issue 9 (2010)]

Click here to download the cpp file " 3D FRACTAL GENERATOR" for the case d=3

Click here to download the file" README.txt"