MULTIFRACTAL MEASURES OF TIME SERIES: f(α) SURFACES

DOI10.1142/S0218127410027106zbMath1202.28004OpenAlexW2081835228MaRDI QIDQ3065764

William Martino, Michael Frame

Publication date: 6 January 2011

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127410027106

zbMATH Keywords

time seriesiterated function systemmultifractal spectrum

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Fractals (28A80) Hausdorff and packing measures (28A78)

Cites Work

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• Multifractal geometry in stock market time series
• Multifractality in time series
• HIGHER BLOCK IFS 1: MEMORY REDUCTION AND DIMENSION COMPUTATIONS

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