The fractal energy measurement and the singularity energy spectrum analysis

Gang Xiong, Shuning Zhang and Xiaoniu Yang

Physica A: Statistical Mechanics and its Applications, 2012, vol. 391, issue 24, 6347-6361

Abstract: The singularity exponent (SE) is the characteristic parameter of fractal and multifractal signals. Based on SE, the fractal dimension reflecting the global self-similar character, the instantaneous SE reflecting the local self-similar character, the multifractal spectrum (MFS) reflecting the distribution of SE, and the time-varying MFS reflecting pointwise multifractal spectrum were proposed. However, all the studies were based on the depiction of spatial or differentiability characters of fractal signals. Taking the SE as the independent dimension, this paper investigates the fractal energy measurement (FEM) and the singularity energy spectrum (SES) theory. Firstly, we study the energy measurement and the energy spectrum of a fractal signal in the singularity domain, propose the conception of FEM and SES of multifractal signals, and investigate the Hausdorff measure and the local direction angle of the fractal energy element. Then, we prove the compatibility between FEM and traditional energy, and point out that SES can be measured in the fractal space. Finally, we study the algorithm of SES under the condition of a continuous signal and a discrete signal, and give the approximation algorithm of the latter, and the estimations of FEM and SES of the Gaussian white noise, Fractal Brownian motion and the multifractal Brownian motion show the theoretical significance and application value of FEM and SES.

Keywords: Fractal energy measurement; Singularity energy spectrum; Fractal sub-band signal; Stochastic multifractal Spectrum; Hausdorff measure (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S037843711200725X
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:391:y:2012:i:24:p:6347-6361

DOI: 10.1016/j.physa.2012.07.056

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().