Wednesday, January 12, 2022

What is a multifractal systeem?

Multifractal system is a generalization of a fractal system in which a single exponent (the fractal dimension) is not enough to describe its dynamics; instead, a continuous spectrum of exponents (the so-called singularity spectrum) is needed.

Multifractal systems are often modeled by stochastic processes such as multiplicative cascades.

Modelling as a multiplicative cascade also leads to estimation of multifractal properties.Roberts & Cronin 1996 This methods works reasonably well, even for relatively small datasets. A maximum likely fit of a multiplicative cascade to the dataset not only estimates the complete spectrum but also gives reasonable estimates of the errors.

Multifractal spectra can be determined from box counting on digital images.

Multifractal systems are common in nature. They include the length of coastlines, mountain topography, fully developed turbulence, real-world scenes, heartbeat dynamics,human gaitand activity, human brain activity, and natural luminosity time series.

Models have been proposed in various contexts ranging from turbulence in fluid dynamics to internet traffic, finance, image modeling, texture synthesis, meteorology, geophysics and more.

The origin of multifractality in sequential (time series) data has been attributed to mathematical convergence effects related to the central limit theorem that have as foci of convergence the family of statistical distributions known as the Tweedie exponential dispersion models, as well as the geometric Tweedie models.

The first convergence effect yields monofractal sequences, and the second convergence effect is responsible for variation in the fractal dimension of the monofractal sequences.


Multifractal analysis is used to investigate datasets, often in conjunction with other methods of fractal and lacunarity analysis. The technique entails distorting datasets extracted from patterns to generate multifractal spectra that illustrate how scaling varies over the dataset.

In essence, multifractal analysis applies a distorting factor to datasets extracted from patterns, to compare how the data behave at each distortion. This is done using graphs known as multifractal spectra, analogous to viewing the dataset through a “distorting lens”, as shown in the illustration.

Multifrctal analysis has been used to decipher the generating rules and functionalities of complex networks. Multifractal analysis techniques have been applied in a variety of practical situations, such as predicting earthquakes and interpreting medical images.

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