On the mathematical validity of the Higuchi method

DOI10.1016/J.PHYSD.2019.132265MaRDI QIDQ2222754zbMATH OpenOpenAlexWikidataFDO

Authors Lukas Liehr, Peter Massopust

Publication date 27 January 2021

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.10558

zbMATH Keywords

total variationbox-counting dimensionfractal functionWeierstrass functionHiguchi method

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Functions of bounded variation, generalizations (26A45) Hausdorff and packing measures (28A78) Fractals (28A80)

Abstract: In this paper, we discuss the Higuchi algorithm which serves as a widely used estimator for the box-counting dimension of the graph of a bounded function $f:[0,1]oR$. We formulate the method in a mathematically precise way and show that it yields the correct dimension for a class of non-fractal functions. Furthermore, it will be shown that the algorithm follows a geometrical approach and therefore gives a reasonable estimate of the fractal dimension of a fractal function. We conclude the paper by discussing the robustness of the method and show that it can be highly unstable under perturbations.

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Cites work

• scientific article; zbMATH DE number 1994007 (Why is no real title available?)
• Approach to an irregular time series on the basis of the fractal theory
• Fractal functions, fractal surfaces, and wavelets
• Interpolation and approximation with splines and fractals
• On the geometry of random Cantor sets and fractal percolation

Cited in

(1)

• Is a two-dimensional generalization of the higuchi algorithm really necessary?

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