Detrended fluctuation analysis for fractals and multifractals in higher dimensions.

نویسندگان

  • Gao-Feng Gu
  • Wei-Xing Zhou
چکیده

One-dimensional detrended fluctuation analysis (DFA) and multifractal detrended fluctuation analysis (MFDFA) are widely used in the scaling analysis of fractal and multifractal time series because they are accurate and easy to implement. In this paper we generalize the one-dimensional DFA and MFDFA to higher-dimensional versions. The generalization works well when tested with synthetic surfaces including fractional Brownian surfaces and multifractal surfaces. The two-dimensional MFDFA is also adopted to analyze two images from nature and experiment, and nice scaling laws are unraveled.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Dimensions of self-affine fractals and multifractals generated by upper-triangular matrices

We consider calculation of the dimensions of self-affine fractals and multifractals that are the attractors of iterated function systems specified in terms of upper triangular matrices. Using methods from linear algebra we obtain explicit formulae for the dimensions that are valid in many cases.

متن کامل

Detrending moving average algorithm for multifractals.

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of nonstationary time series and the long-range correlations of fractal surfaces, which contains a parameter θ determining the position of the detrending window. We develop multifractal detrending moving average (MFDMA) algorithms for the analysis of one-dimensional multifractal measu...

متن کامل

A Multifractal Detrended Fluctuation Description of Iranian Rial-US Dollar Exchange Rate

The miltifractal properties and scaling behaviour of the exchange rate variations of the Iranian rial against the US dollar from a daily perspective is numerically investigated. For this purpose the multifractal detrended fluctuation analysis (MF-DFA) is used. Through multifractal analysis, the scaling exponents, generalized Hurst exponents, generalized fractal dimensions and singularity spectr...

متن کامل

Prefacè ` an Introduction to Multifractal Distribution Functions , in Fluctuations and Pattern for - Mation

The attractiveness of multifractals may to some extent be due to mystery. All mystery is eliminated , however , when one understands the nature of the formal manipulations. ' B. Mandelbrot 1 In November 1996 , the German national science foundation DFG 2 sponsored a workshop at the University of GG ottingen , entitled`Fractals and Dynamics '. This workshop concentrated on the great breadth of t...

متن کامل

In November 1996, the German national science foundation DFG

The attractiveness of multifractals may to some extent be due to mystery. All mystery is eliminated , however , when one understands the nature of the formal manipulations. ' B. Mandelbrot 1 In November 1996 , the German national science foundation DFG 2 sponsored a workshop at the University of GG ottingen , entitled`Fractals and Dynamics '. This workshop concentrated on the great breadth of t...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Physical review. E, Statistical, nonlinear, and soft matter physics

دوره 74 6 Pt 1  شماره 

صفحات  -

تاریخ انتشار 2006