Direct Multifractal Spectrum Calculation from the Wavelet Transform
نویسنده
چکیده
We present a direct method of calculation of the multifractal spectrum from the wavelet decomposition. Information pertinent to singular structures in time series is captured by the WTMM method and the local effective Hölder exponent is evaluated locally for each singular point of the time series. The direct multifractal spectrum is obtained from the scaling of the histograms of the local effective Hölder exponent. In addition, we illustrate the possibility of estimation of the spectrum from the entire continuous wavelet transform. 1991 Mathematics Subject Classification: 80-08, 82-08, 92-08 1991 ACM Computing Classification System: H.1.m, I.m, J.2, J.3
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