Archivio Istituzionale della RicercaBox counting is commonly used as a method to determine the multifractal spectrum of measured time series. Here we show that delta-correlated signals, having an (hyper)exponential amplitude distribution, can generate a spurious detection of multifractality. The situation becomes even worse for nonlinearly-filtered, Linear autoregressive processes. Care should thus be exerted when claiming the presence of multifractality in measured data. (C) 2000 Elsevier Science B.V. All rights reserved.
A box-counting red herring / von Hardenberg, J; Thieberger, R; Provenzale, A. - In: PHYSICS LETTERS A. - ISSN 0375-9601. - 269:5-6(2000), pp. 303-308. [10.1016/S0375-9601(00)00265-6]
A box-counting red herring
von Hardenberg, J;
2000
Abstract
Box counting is commonly used as a method to determine the multifractal spectrum of measured time series. Here we show that delta-correlated signals, having an (hyper)exponential amplitude distribution, can generate a spurious detection of multifractality. The situation becomes even worse for nonlinearly-filtered, Linear autoregressive processes. Care should thus be exerted when claiming the presence of multifractality in measured data. (C) 2000 Elsevier Science B.V. All rights reserved.
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https://hdl.handle.net/11583/2814912