We found a match
Your institution may have rights to this item. Sign in to continue.
- Title
ABOUT THE EFFECTIVENESS OF DIFFERENT METHODS FOR THE ESTIMATION OF THE MULTIFRACTAL SPECTRUM OF NATURAL SERIES.
- Authors
FIGLIOLA, ALEJANDRA; SERRANO, EDUARDO; PACCOSI, GUSTAVO; ROSENBLATT, MARIEL
- Abstract
Complex natural systems present characteristics of scalar invariance. This behavior has been experimentally verified and a large related bibliography has been reported. Multifractal Formalism is a way to evaluate this kind of behavior. In the past years, different numerical methods to estimate the multifractal spectrum have been proposed. These methods could be classified into those that originated from the wavelet analysis and others from numerical approximations like the Multifractal Detrended Fluctuation Analysis (MFDFA), proposed by Kantelhardt and Stanley. Recently, S. Jaffard and co-workers proposed the Wavelet Leaders (WL) method that exploits the potential of wavelet analysis and the efficiency of the Multiresolution Wavelet Schema. In a previous work, we checked that both methods are equivalent for estimating fractal properties in a series from singular measures. Now, we apply MFDFA and WL to natural signals with self-similar structures, but unknown multifractal spectrum. We observe that some differences appear in their respective estimations, particularly when the signals are corrupted with fractional Gaussian noise.
- Subjects
WAVELETS (Mathematics); HARMONIC analysis (Mathematics); BANACH algebras; CALCULUS; MATHEMATICS
- Publication
International Journal of Bifurcation & Chaos in Applied Sciences & Engineering, 2010, Vol 20, Issue 2, p331
- ISSN
0218-1274
- Publication type
Article
- DOI
10.1142/S0218127410025788