Detrended fluctuation analysis for fractals and multifractals in higher dimensions

被引：199

作者：

Gu, Gao-Feng ^{[1
]}

Zhou, Wei-Xing

机构：

[1] E China Univ Sci & Technol, Sch Business, Shanghai 200237, Peoples R China

[2] E China Univ Sci & Technol, Res Ctr Syst Engn, Shanghai 200237, Peoples R China

[3] E China Univ Sci & Technol, Sch Sci, Shanghai 200237, Peoples R China

来源：

PHYSICAL REVIEW E | 2006年 / 74卷 / 06期

关键词：

D O I：

10.1103/PhysRevE.74.061104

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

One-dimensional detrended fluctuation analysis (DFA) and multifractal detrended fluctuation analysis (MFDFA) are widely used in the scaling analysis of fractal and multifractal time series because they are accurate and easy to implement. In this paper we generalize the one-dimensional DFA and MFDFA to higher-dimensional versions. The generalization works well when tested with synthetic surfaces including fractional Brownian surfaces and multifractal surfaces. The two-dimensional MFDFA is also adopted to analyze two images from nature and experiment, and nice scaling laws are unraveled.

引用

页数：8

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