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Methodological notes


Multifractal analysis of complex signals

,
International Research Institute of Nonlinear Dynamics, Department of Physics, N.G. Chernyshevskii; Saratov State University, ul. Astrakhanskaya 83, Saratov, 410012, Russian Federation

This paper presents the foundations of the continuous wavelet-transform-based multifractal analysis theory and the information necessary for its practical application. It explains generalizations of a multifractal concept to irregular functions, better known as the method of wavelet transform modulus maxima; it investigates the benefits and limitations of this technique in the analysis of complex signals; and it discusses the efficiency of the multifractal formalism in the investigation of nonstationary processes and short signals. The paper also considers the effects of the loss of multifractality in the dynamics of various systems.

Fulltext pdf (552 KB)
Fulltext is also available at DOI: 10.1070/PU2007v050n08ABEH006116
PACS: 05.45.−a, 05.45.Pq, 05.45.Tp (all)
DOI: 10.1070/PU2007v050n08ABEH006116
URL: https://ufn.ru/en/articles/2007/8/c/
000251514700003
2-s2.0-37049001827
2007PhyU...50..819P
Citation: Pavlov A N, Anishchenko V S "Multifractal analysis of complex signals" Phys. Usp. 50 819–834 (2007)
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Îðèãèíàë: Ïàâëîâ À Í, Àíèùåíêî Â Ñ «Ìóëüòèôðàêòàëüíûé àíàëèç ñëîæíûõ ñèãíàëîâ» ÓÔÍ 177 859–876 (2007); DOI: 10.3367/UFNr.0177.200708d.0859

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