Finite-Resolution Effects in p -Leader Multifractal Analysis

DOI10.1109/TSP.2017.2690391MaRDI QIDQ4628053zbMATH OpenOpenAlexFDO

Authors Herwig Wendt, Patrice Abry, Stéphane Jaffard, Clothilde Mélot, Roberto Leonarduzzi

Publication date 6 March 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.01430

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: Multifractal analysis has become a standard signal processing tool,for which a promising new formulation, the p-leader multifractal formalism, has recently been proposed. It relies on novel multiscale quantities, the p-leaders, defined as local l^p norms of sets of wavelet coefficients located at infinitely many fine scales. Computing such infinite sums from actual finite-resolution data requires truncations to the finest available scale, which results in biased p-leaders and thus in inaccurate estimates of multifractal properties. A systematic study of such finite-resolution effects leads to conjecture an explicit and universal closed-form correction that permits an accurate estimation of scaling exponents. This conjecture is formulated from the theoretical study of a particular class of models for multifractal processes, the wavelet-based cascades. The relevance and generality of the proposed conjecture is assessed by numerical simulations conducted over a large variety of multifractal processes. Finally, the relevance of the proposed corrected estimators is demonstrated on the analysis of heart rate variability data.

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• A multifractal formalism for non-concave and non-increasing spectra: the leaders profile method
• Some prevalent sets in multifractal analysis: how smooth is almost every function in \(T_p^\alpha(x)\)

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