Multifractal methodology

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• 作者：Hadrien Salat^a ; ^{hadrien.salat.14@ucl.ac.uk} ; Roberto Murcio^b ; ^{r.murcio@ucl.ac.uk} ; Elsa Arcaute^a ; ^{e.arcaute@ucl.ac.uk}
• 关键词：Multifractal analysis ; Multifractal moment method ; Multifractal histogram method ; Multifractal detrended fluctuation analysis ; Multifractal modulus maxima wavelet transform method
• 刊名：Physica A: Statistical Mechanics and its Applications
• 出版年：2017
• 出版时间：1 May 2017
• 年：2017
• 卷：473
• 期：Complete
• 页码：467-487
• 全文大小：2153 K
• 卷排序：473

文摘

An in depth comparison between the 4 main multifractal methods is proposed. A didactic link is established between multifractal theory and methodology. The codes to implement different methods to compute multifractality are provided.