Unbiased estimation of multi-fractal dimensions of finite data sets
chao-dyn
2009-10-28 v1 Chaotic Dynamics
Abstract
We present a novel method for determining multi-fractal properties from experimental data. It is based on maximising the likelihood that the given finite data set comes from a particular set of parameters in a multi-parameter family of well known multi-fractals. By comparing characteristic correlations obtained from the original data with those that occur in artificially generated multi-fractals with the {\em same} number of data points, we expect that predicted multi-fractal properties are unbiased by the finiteness of the experimental data.
Cite
@article{arxiv.chao-dyn/9601019,
title = {Unbiased estimation of multi-fractal dimensions of finite data sets},
author = {A. J. Roberts and A. Cronin},
journal= {arXiv preprint arXiv:chao-dyn/9601019},
year = {2009}
}
Comments
LaTeX, 17 pages, figures encapsulated as picture environments