Numerical methods for the estimation of multifractal singularity spectra on sampled data: A comparative study

DOI10.1016/j.jcp.2005.12.004zbMath1093.94010OpenAlexW2110119822MaRDI QIDQ2495781

Antonio Turiel, Conrad J. Pérez-Vicente, Jacopo Grazzini

Publication date: 30 June 2006

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2005.12.004

zbMATH Keywords

waveletsnumerical methodsfractalsmultifractalssingularity analysiswavelet transform modulus maxima (WTMM)WTMM

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical methods for wavelets (65T60) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

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Uses Software

• WaveLab

Cites Work

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