Higuchi's method for fractional dimension

DOI10.1016/S0165-1684(97)00211-9MaRDI QIDQ1129042zbMATH OpenOpenAlexFDO

Authors E. Le Tavernier, M. Bulo, Patrice Y. Simard, Daniel Boichu

Publication date 13 August 1998

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1684(97)00211-9

zbMATH Keywords

fractional Brownian motionfractal dimensionHiguchi's methodirregular time series analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Applications of dynamical systems (37N99) Applications of global analysis to the sciences (58Z05)

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• On 2D generalization of Higuchi's fractal dimension
• Approach to an irregular time series on the basis of the fractal theory
• Analytical formulation of the fractal dimension of filtered stochastic signals
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