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Multifractal analysis aims to characterize signals, functions, images or fields, via the fluctuations of their local regularity along time or space, hence capturing crucial features of their temporal/spatial dynamics. Multifractal analysis…

Multifractal analysis studies signals, functions, images or fields via the fluctuations of their local regularity along time or space, which capture crucial features of their temporal/spatial dynamics. It has become a standard signal and…

Classical Analysis and ODEs · Mathematics 2016-08-03 Roberto Leonarduzzi , Herwig Wendt , Patrice Abry , Stéphane Jaffard , Clothilde Melot , Stéphane G. Roux , Maria E. Torres

The goal of multifractal analysis is to characterize the variations in local regularity of functions or signals by computing the Hausdorff dimension of the sets of points that share the same regularity. While classical approaches rely on…

Classical Analysis and ODEs · Mathematics 2025-10-02 Esser Céline , Lambert Thelma , Vedel Béatrice

The theory of orthonormal wavelet bases is a useful tool in multifractal analysis, as it provides a characterization of the different exponents of pointwise regularities (H{\"o}lder, p-exponent, lacunarity, oscillation, etc.). However, for…

Classical Analysis and ODEs · Mathematics 2023-05-31 Guillaume Saës

We develop the mathematical properties of a multifractal analysis of data based on the weak scaling exponent. The advantage of this analysis is that it does not require any a priori global regularity assumption on the analyzed signal, in…

Signal Processing · Electrical Eng. & Systems 2025-03-24 Patrice Abry , Phipippe Ciuciu , Merlin Dumeur , Stéphane Jaffard , Guillaume Saës

Multifractal analysis has become a standard signal processing tool,for which a promising new formulation, the p-leader multifractal formalism, has recently been proposed. It relies on novel multiscale quantities, the p-leaders, defined as…

Numerical Analysis · Mathematics 2017-05-05 Roberto Leonarduzzi , Herwig Wendt , Patrice Abry , Stéphane Jaffard , Clothilde Melot

We review the central results concerning wavelet methods in multifractal analysis, which consists in analysis of the pointwise singularities of a signal, and we describe its recent extension to multivariate multifractal analysis, which…

Signal Processing · Electrical Eng. & Systems 2022-09-30 Stéphane Jaffard , Guillaume Saës , Wejdene Ben Nasr , Florent Palacin , Véronique Billat

We show the relevance of a multifractal-type analysis for pointwise convergence and divergence properties of wavelet series: Depending on the sequence space which the wavelet coefficients sequence belongs to, we obtain deterministic upper…

Functional Analysis · Mathematics 2017-01-12 Céline Esser , Stéphane Jaffard

The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series containing non-uniform structures with only isolated…

Data Analysis, Statistics and Probability · Physics 2020-04-08 Paweł Oświęcimka , Stanisław Drożdż , Mattia Frasca , Robert Gębarowski , Natsue Yoshimura , Luciano Zunino , Ludovico Minati

Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…

Functional Analysis · Mathematics 2018-11-09 Roberto Leonarduzzi , Patrice Abry , Herwig Wendt , Stéphane Jaffard , Hugo Touchette

We achieve the multifractal analysis of a class of complex valued statistically self-similar continuous functions. For we use multifractal formalisms associated with pointwise oscillation exponents of all orders. Our study exhibits new…

Mathematical Physics · Physics 2015-05-13 Julien Barral , Xiong Jin

In this paper, we introduce a notion of weak pointwise Holder regularity, starting from the de nition of the pointwise anti-Holder irregularity. Using this concept, a weak spectrum of singularities can be de ned as for the usual pointwise…

Functional Analysis · Mathematics 2011-04-05 Marianne Clausel--Lesourd , Samuel Nicolay

The two-dimensional multifractal detrended fluctuation analysis is applied to reveal the multifractal properties of the fracture surfaces of foamed polypropylene/polyethylene blends at different temperatures. Nice power-law scaling…

Materials Science · Physics 2009-01-03 Chuang Liu , Xiu-Lei Jiang , Tao Liu , Ling Zhao , Wei-Xing Zhou , Wei-Kang Yuan

We present the applications of variation -- wavelet analysis to polynomial/rational approximations for orbital motion in transverse plane for a single particle in a circular magnetic lattice in case when we take into account multipolar…

Accelerator Physics · Physics 2007-05-23 Antonina N. Fedorova , Michael G. Zeitlin

Inhomogeneous multinomial measures on the mixed symbolic spaces and the real line are given. By counting the zeros of the corresponding generalized Dirichlet polynomials, one obtains a probability measure whose Olsen's functions $b$ and $B$…

Metric Geometry · Mathematics 2013-12-02 Shuang Shen

We study multifractality in a broad class of disordered systems which includes, e.g., the diluted x-y model. Using renormalized field theory we analyze the scaling behavior of cumulant averaged dynamical variables (in case of the x-y model…

Statistical Mechanics · Physics 2009-11-10 Olaf Stenull

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

We study multifractal properties in time evolution of a single particle subject to repeated measurements. For quantum systems, we consider circuit models consisting of local unitary gates and local projective measurements. For classical…

Quantum Physics · Physics 2024-10-28 Kohei Yajima , Hisanori Oshima , Ken Mochizuki , Yohei Fuji

We discuss properties of random fractals by means of a set of numbers that characterize their universal properties. This set is the generalized singularity specturm that consists of the usual spectrum of mulitfractal dimensions and the…

Condensed Matter · Physics 2009-10-30 Francisco J. Solis , Louis Tao

Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…

Statistical Finance · Quantitative Finance 2020-07-01 Jarosław Klamut , Ryszard Kutner , Tomasz Gubiec , Zbigniew R. Struzik
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