Multiple Segmenting Method for scaling exponent estimation in colored noise

Estimates the noise scaling exponent from a short time series

This code is an implementation of the Multiple Segmenting Method developed by Rohani and Miramontes (Mathematical Medicine and Biology, 2004) for estimation of the alpha scaling exponent from short noisy time series. This is achieved by obtaining multiple estimates of the Power Spectral Density (PSD) for segments of the original series, followed by a fitting process to obtain the final alpha estimate for the whole series. This method has been shown to be accurate for time series as short as 40 data points.