On the mathematical validity of the Higuchi method

DOI10.1016/J.PHYSD.2019.132265zbMATH Open1453.28003arXiv1906.10558OpenAlexW2991650425WikidataQ126787348 ScholiaQ126787348MaRDI QIDQ2222754FDOQ2222754

Authors: Lukas Liehr, Peter Massopust 

Publication date: 27 January 2021

Published in: Physica D (Search for Journal in Brave)

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.

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

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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)

Cites Work

• Title not available (Why is that?)
• Approach to an irregular time series on the basis of the fractal theory
• Interpolation and approximation with splines and fractals
• On the geometry of random Cantor sets and fractal percolation
• Fractal functions, fractal surfaces, and wavelets

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