I am working with multifractal analysis and trying to extract the singularity spectrum and holder exponents from a time-series. This follows the wavelet leaders multi-fractal formalism (WLMF) which consists of the steps:
2. Wavelet leaders
3. Structure function
4. Scaling exp.
5. Singularity spectrum
But I can't seem to find any information about doing this with python.
Any help is greatly appreciated!