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Add hurst-calculator (R/S Hurst exponent estimation in Python) (#86)

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Ken Nobak
2026-04-17 21:22:49 +01:00
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@@ -350,6 +350,7 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
- [tsfresh](https://github.com/blue-yonder/tsfresh) - Automatic extraction of relevant features from time series.
- [Facebook Prophet](https://github.com/facebook/prophet) - Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
- [pmdarima](https://github.com/alkaline-ml/pmdarima) - A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
- [hurst-calculator](https://github.com/Osamwonyi18/hurst-calculator) - Rescaled Range (R/S) analysis for estimating the Hurst exponent of a time series. Classifies series as mean-reverting, random walk, or trending. NumPy-only, single-file Python.
## Visualization