pith:TJYMFJ3M
MF-toolkit: A High-Performance Python Library for Multifractal Analysis with Automated Crossover Detection, Source Identification and Application to Gravitational Waves Data
MF-toolkit automates crossover detection and surrogate testing to identify multifractality sources in time series.
arxiv:2604.16257 v1 · 2026-04-17 · cond-mat.stat-mech · gr-qc
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Claims
We introduce MF-toolkit, a high-performance, parallelized Python library designed to address these challenges. It integrates three key innovations: (1) fully automatic crossover detection algorithms (CDV-A and SPIC), which remove operator bias and enhance reproducibility; (2) a built-in implementation of the Iterative Amplitude Adjusted Fourier Transform (IAAFT) for generating surrogate data, enabling the robust identification of the source of multifractality; and (3) a comprehensive suite for generating synthetic time series for rigorous validation.
That the new automatic crossover detection algorithms (CDV-A and SPIC) accurately and generally identify true scaling regions without introducing their own bias, and that this holds for non-stationary noise in real gravitational wave data.
MF-toolkit is a new Python library with automated crossover detection algorithms and surrogate analysis for multifractal time series, demonstrated on LIGO gravitational wave data.
References
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| First computed | 2026-06-23T01:12:07.274728Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
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Canonical record JSON
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