Study of sample characteristics, obtained by the multifractal fluctuation analysis

Kirichenko L.О.

The study of applicability of the Multifractal Detrended Fluctuation Analysis in proper detecting of mono- and multifractal character of data is perform. Shown that the estimated multifractal characteristics obtained by time series of a short length have errors. This can lead to misinterpretation of the numerical results. The multifractal analysis of the temperature series of Kiev is performed.

Full text (pdf)