Wavelet Leaders: A new method to estimate the multifractal singularity spectra |
| |
Authors: | E Serrano |
| |
Institution: | a Centro de Matemática Aplicada, ECyT, Universidad Nacional de San Martín, Irigoyen 3100, San Martín, Pcia. de Buenos Aires, Argentina b Instituto del Desarrollo Humano, Universidad Nacional de General Sarmiento, Juan María Gutiérrez 1150, Los Polvorines, Pcia. de Buenos Aires, Argentina |
| |
Abstract: | Wavelet Leaders is a novel alternative based on wavelet analysis for estimating the Multifractal Spectrum. It was proposed by Jaffard and co-workers improving the usual wavelet methods. In this work, we analyze and compare it with the well known Multifractal Detrended Fluctuation Analysis. The latter is a comprehensible and well adapted method for natural and weakly stationary signals. Alternatively, Wavelet Leaders exploits the wavelet self-similarity structures combined with the Multiresolution Analysis scheme. We give a brief introduction on the multifractal formalism and the particular implementation of the above methods and we compare their effectiveness. We expose several cases: Cantor measures, Binomial Multiplicative Cascades and also natural series from a tonic-clonic epileptic seizure. We analyze the results and extract the conclusions. |
| |
Keywords: | 64 60 al 43 60 Hj 98 75 -k |
本文献已被 ScienceDirect 等数据库收录! |
|