Multifractal methodology
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Abstract: Various methods have been developed independently to study the multifractality of measures in many different contexts. Although they all convey the same intuitive idea of giving a "dimension" to sets where a quantity scales similarly within a space, they are not necessarily equivalent on a more rigorous level. This review article aims at unifying the multifractal methodology by presenting the multifractal theoretical framework and principal practical methods, namely the moment method, the histogram method, multifractal detrended fluctuation analysis (MDFA) and modulus maxima wavelet transform (MMWT), with a comparative and interpretative eye.
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Cites work
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Cited in
(32)- Multifractal detrended fluctuation analysis of nonstationary time series
- Multifractality of river runoff and precipitation: comparison of fluctuation analysis and wavelet methods
- Multifractional theories: an unconventional review
- Multifractal analysis of hydrologic data using wavelet methods and fluctuation analysis
- A multifractal formalism
- Pattern formation of vascular network in a mathematical model of angiogenesis
- A risk measure of the stock market that is based on multifractality
- Estimation of multifractality based on natural time analysis
- Corrupted bifractal features in finite uncorrelated power-law distributed data
- Critique of the test of multifractality as applied to biological data
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- Multidimensional models for methodological validation in multifractal analysis
- Multifractal surfaces: Lucena and Stanley approaches
- scientific article; zbMATH DE number 5856117 (Why is no real title available?)
- Regularity of irregularity: Testing for monofractality by multifractal tools
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- scientific article; zbMATH DE number 1001682 (Why is no real title available?)
- Multifractal detrended moving average analysis of global temperature records
- Multiwavelet scale multidimensional recurrence quantification analysis
- scientific article; zbMATH DE number 1014690 (Why is no real title available?)
- Theq-dependent detrended cross-correlation analysis of stock market
- Effect of filters on multivariate multifractal detrended fluctuation analysis
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- The scaling properties of high-frequency wind speed records based on multiscale multifractal analysis
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- Comparison between two types of multifractal modeling
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- A review of univariate and multivariate multifractal analysis illustrated by the analysis of marathon runners physiological data
- Scale dependence of distributions of hotspots
- A box-counting red herring
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