Izvestiya of Saratov University.

Physics

ISSN 1817-3020 (Print)
ISSN 2542-193X (Online)


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Pavlov A. N., Anishchenko V. S. Multifractal Analysis of Signals Based on Wavelet-Transform. Izvestiya of Sarat. Univ. Physics. , 2007, vol. 7, iss. 1, pp. 3-25. DOI: 10.18500/1817-3020-2007-7-1-3-25

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Multifractal Analysis of Signals Based on Wavelet-Transform

Autors: 
Pavlov Alexyi Nikolaevich, Saratov State University
Anishchenko Vadim Semenovich, Saratov State University
Abstract: 

Main ideas of multifractal analysis based on the wavelet-transform are presented (the wavelettransform modulus maxima method). Possibilities and limitations of the given approach at analysis of complex signals are studied. Advantages of multifractal technique over the classical correlation analysis are discussed for the case of nonstationary and short data. Phenomena of the multifractality loss in the dynamics of different systems are considered.

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