Salat, HPP;
Murcio Villanueva, R;
Arcaute, E;
(2017)
Multifractal methodology.
Physica A: Statistical Mechanics and its Applications
, 473
pp. 467-487.
10.1016/j.physa.2017.01.041.
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Abstract
Various methods have been developed independently to study the multifractality of measures in many different contexts. Although they all convey the same intuitive idea of giving a “dimension” to sets where a quantity scales similarly within a space, they are not necessarily equivalent on a more rigorous level. This review article aims at unifying the multifractal methodology by presenting the multifractal theoretical framework and principal practical methods, namely the moment method, the histogram method, multifractal detrended fluctuation analysis (MDFA) and wavelet transform modulus maxima (WTMM), with a comparative and interpretative eye.
| Type: | Article |
|---|---|
| Title: | Multifractal methodology |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1016/j.physa.2017.01.041 |
| Publisher version: | http://dx.doi.org/10.1016/j.physa.2017.01.041 |
| Language: | English |
| Additional information: | ©2017 The Authors. Published by Elsevier B.V. This is an open access article under the CC-BY license (http://creativecommons.org/licenses/by/4.0/). |
| Keywords: | Multifractal analysis; Multifractal moment method; Multifractal histogram method; Multifractal detrended fluctuation analysis; Multifractal modulus maxima wavelet transform method |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of the Built Environment UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of the Built Environment > Centre for Advanced Spatial Analysis |
| URI: | https://discovery.ucl.ac.uk/id/eprint/1534663 |
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