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Fractal methods and the problem of estimating scaling exponents: A new approach based on upper and lower linear bounds

Antoine Saucier and François Soumis

Chaos, Solitons & Fractals, 2006, vol. 28, issue 5, 1337-1346

Abstract: The characterization of irregular objects with fractal methods often leads to the estimation of the slope of a function which is plotted versus a scale parameter. The slope is usually obtained with a linear regression. The problem is that the fit is usually not acceptable from the statistical standpoint. We propose a new approach in which we use two straight lines to bound the data from above and from below. We call these lines the upper and lower linear bounds. We propose to define these bounds as the solution of an optimization problem. We discuss the solution of this problem and we give an algorithm to obtain its solution. We use the difference between the upper and lower linear bounds to define a measure of the degree of linearity in the scaling range. We illustrate our method by analyzing the fluctuations of the variogram in a microresistivity well log from an oil reservoir in the North Sea.

Date: 2006
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:28:y:2006:i:5:p:1337-1346

DOI: 10.1016/j.chaos.2005.08.045

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