Multifractal measures of time series: f( ) surfaces

DOI10.1142/S0218127410027106zbMATH Open1202.28004OpenAlexW2081835228MaRDI QIDQ3065764FDOQ3065764

Authors William Martino, Michael Frame

Publication date 6 January 2011

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218127410027106

zbMATH Keywords

time seriesiterated function systemmultifractal spectrum

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Hausdorff and packing measures (28A78) Fractals (28A80)

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Cites work

• scientific article; zbMATH DE number 3964277 (Why is no real title available?)
• Higher block IFS 1: memory reduction and dimension computations
• Multifractal geometry in stock market time series
• Multifractality in time series
• Techniques in fractal geometry

Cited in

(1)

• Multifractal measures of time series: curvature surfaces of \(f(\alpha)\) curves

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