Numerical methods for the estimation of multifractal singularity spectra on sampled data: A comparative study

DOI10.1016/j.jcp.2005.12.004zbMath1093.94010MaRDI QIDQ2495781

Antonio Turiel, Conrad J. Pérez-Vicente, Jacopo Grazzini

Publication date: 30 June 2006

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2005.12.004

zbMATH Keywords

wavelets; numerical methods; fractals; multifractals; singularity analysis; wavelet transform modulus maxima (WTMM); WTMM

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis

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

65T60: Numerical methods for wavelets

94A08: Image processing (compression, reconstruction, etc.) in information and communication theory

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Uses Software

• WaveLab

Cites Work

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