vse4ts
Identify Memory Patterns in Time Series Using Variance Scale Exponent
v1.0.0
·
Jul 1, 2024
·
MIT + file LICENSE
Description
Methods for calculating the variance scale exponent to identify memory patterns in time series data. Includes tests for white noise, short memory, and long memory. See Fu, H. et al. (2018) <doi:10.1016/j.physa.2018.06.092>.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Version History
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1.0.0
Mar 10, 2026