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Wavelet leader based multifractal analysis

Authors:

Abstract

We introduce a new multifractal formalism based on wavelet leaders and study its properties. Comparing it against previously formulated wavelet coefficient based multifractal formalism, we show first that this wavelet leader based formalism allows the multifractal spectrum to be obtained over its entire range, and second that it does not cease to hold when applied to processes embodying unusual chirp-type (or oscillating) singularities (as opposed to the more common cusp-type ones). We illustrate these results and properties on four examples of multifractal deterministic functions or stochastic processes containing a graduation of the major difficulties. We show that this new multifractal formalism benefits from excellent theoretical and practical performance. Matlab routines implementing it are available upon request.
WAVELET LEADER BASED MULTIFRACTAL ANALYSIS
Bruno Lashermes
(1)
,St
´
ephane Jaffard
(2)
, Patrice Abry
(1)
(1) Laboratoire de Physique (2) Laboratoire d’Analyse et de Math
´
ematiques Appliqu
´
ees
CNRS - NS Lyon, France CNRS - Univ. Paris XII, Cr
´
eteil, France
{blasherm,pabry}@ens-lyon.fr jaffard@univ-paris12.fr
ABSTRACT
We introduce a new multifractal formalism based on wavelet lead-
ers and study its properties. Comparing it against previously for-
mulated wavelet coefcient based multifractal formalism, we show
rst that this wavelet leader based formalism allows rst to obtain
the multifractal spectrum over its entire range, and second that it
does not cease to hold when applied to processes embodying un-
usual chirp-type (or oscillating) singularities (as opposed to the
more common cusp-type ones). We illustrate these results and
properties on four examples of multifractal deterministic functions
or stochastic processes containing a graduation of the major dif-
culties. We show that this new multifractal formalism benets
from excellent theoretical and practical performance. Matlab rou-
tines implementing it are available upon request.
1. MOTIVATION
Scale invariance or scaling is a paradigm that has been largely
used in the past ten years to describe/analyse/model data produced
by a wide variety of applications of very different nature (heart
rhythms, hydrodynamic turbulence, computer network trafc, -
nancial markets, ...). After seminal works historically developed
in the eld of hydrodynamics turbulence [1, 2, 3], the multifractal
framework became a major concept and tool involved in the prac-
tical analysis of scaling in data.
Following its original formulation in turbulence, the multifractal
formalism has been based on the increments of the studied func-
tion. It is however now well-known that it benets from signicant
theoretical and practical improvements when written with wavelet
coefcients. It is usually computed either from a discrete wavelet
transform (DWT) or from a modulus maxima wavelet transform
(MMWT).
We propose here the formulation of a new multifractal formalism
based on wavelet leaders. We explain how and why it overcomes
two major difculties partially or unsatisfactorily solved by pre-
vious formulations: It enables to determine the multifractal spec-
trum over its entire range and it works equally well for processes
containing usual cusp-type singularities and for those presenting
less common chirp-type singularities. Its extension to higher di-
mensions is straightforward and it has an extremely low compu-
tational cost. The wavelet leader based multifractal formalism
brings a real enhancement in multifractal analysis both from con-
ceptual or practical viewpoints compared to previous formulations
and should denitely be systematically used.
2. MULTIFRACTAL AND WAVELET COEFFICIENTS
H
¨
older Exponent and Singularity Spectrum.
Let {X(t)}
tR
denote the sample path of the function or stochas-
tic process of interest. Its local regularity is commonly studied
via the notion of pointwise H
¨
older exponent. X(t), which is as-
sumed to be locally bounded, belongs to C
α
(t
0
) at t
0
R, with
α 0, if there exist a constant C>0 and a polynomial P sat-
isfying deg(P ) and such that, in a neighbourhood of t
0
:
|X(t) P (t t
0
)|≤C|t t
0
|
α
. The H
¨
older exponent of X at t
0
is dened as h(t
0
)=sup{α : X C
α
(t
0
)}. A straightforward
example is given by the cusp-type function X(t)=A+B|tt
0
|
h
,
whose H
¨
older exponent in t
0
is simply h (when h is not a even in-
teger).
The uctuations, along time t, of the H
¨
older exponent h are usu-
ally described through the singularity (or multifractal) spectrum,
labelled D(h) and dened as the Hausdorff dimension of the set
of points where the H
¨
older exponent takes the value h. For the
denition of the Hausdorff dimension as well as for further details
on multifractals, the reader is referred to e.g., [4, 5].
Multifractal Formalism. The determination of the multifractal
spectrum from an observed sample path X(t) is a crucial prac-
tical issue. However, a direct numerical determination based on
the denition of the H
¨
older exponent turns out to be impossible.
This is rst because by denition the H
¨
older exponent of a mul-
tifractal path varies widely from one time to another and second
because actual empirical data come with practical limitations such
as discrete time sampling and nite resolution. To overcome such
difculties, Parisi and Frisch, in a seminal work in turbulence [2],
proposed to overcome such difculties by introducing a multifrac-
tal formalism: it consists in reaching the multifractal spectrum
through auxiliary easily computable quantities: the structure func-
tions (see below). Their original proposition was based on incre-
ments X(t + τ ) X(t) of X(t), they are now advantageously
replaced by wavelet coefcients d
X
(j, k).
Wavelet coefcients and H
¨
older Regularity. It has long been
recognised that wavelet coefcients constitute ideal quantities to
study the regularity of a path (see e.g., [6, 4, 5]). Let us briey
recall how and why. Let ψ
0
(t) denote a reference pattern with
fast exponential decay and called the mother-wavelet.Itisalso
characterised by a strictly positive integer N 1, called its num-
ber of vanishing moments,dened as k =0, 1,...,N 1,
R
R
t
k
ψ
0
(t)dt 0 and
R
R
t
N
ψ
0
(t)dt =0.Let{ψ
j,k
(t)=
2
j
ψ
0
(2
j
t k),j N,k N} denote templates of ψ
0
di-
lated to scales 2
j
and translated to time positions 2
j
k. The discrete
wavelet transform (DWT) of X is dened through its coefcients:
d
X
(j, k)=
Z
R
X(t)2
j
ψ
0
(2
j
t k) dt. (1)
For further details on the wavelet transforms, the reader is referred
to e.g., [7]. It has been shown that on condition that N>h,
when X C
α
(t
0
) then there exists a constant C>0 such that
IV - 1610-7803-8874-7/05/$20.00 ©2005 IEEE ICASSP 2005
|d
X
(j, k)|≤C2
jh
(1 + |2
j
t
0
k|
h
). Loosely speaking, it is
commonly read as the fact that when X has H
¨
older exponent h
at t
0
=2
j
k, the corresponding wavelet coefcients d
X
(j, k) are
of the order of magnitude |d
X
(j, k)|∼2
jh
. This is precisely the
case of the cusp like function mentioned above. Further results re-
lating the decrease along scales of wavelet coefcients and H
¨
older
exponent can be found in e.g., [8].
Wavelet Coefcient based Multifractal Formalism.
Wavelet coefcient based structure functions and scaling expo-
nents are dened as:
S
d
(q, j)=
1
n
j
n
j
X
k=1
|d
X
(j, k)|
q
, (2)
ζ
d
(q)=liminf
j0
log
2
S
d
(q, j)
j
«
, (3)
where n
j
is the number of available d
X
(j, k) at octave j: n
j
n
0
2
j
.Bydenition of the multifractal spectrum, there are about
(2
j
)
D(h)
points with H
¨
older exponent h, hence with wavelet co-
efcients of the order |d
X
(j, k)|(2
j
)
h
. They contribute to
S
d
(q, j) as 2
j
(2
j
)
qh
(2
j
)
D(h)
=(2
j
)
1+qhD(h)
. Therefore,
S
d
(q, j) will behave as c
q
(2
j
)
ζ
d
(q)
and a standard steepest de-
scent argument yields a Legendre transform relationship between
the multifractal spectrum D(h) and the scaling exponents ζ
d
(q):
ζ
d
(q)=inf
h
(1 + qh D(h)). The Wavelet Coefcient based
Multifractal Formalism (hereafter WCMF) is standardly said to
hold when the following equality is valid:
D(h)=inf
q=0
(1 + qh ζ
d
(q)) . (4)
Limitations. However, the wavelet coefcient based multifractal
formalism suffers from two major drawbacks, illustrated in Sec-
tion 4 below.
First, by denition, wavelet decompositions necessarily yield a
large number of close to 0 coefcients. This implies that the com-
putation of S
d
(q, j) for negative qs will be numerically instable.
In a stochastic framework, it would translate into the fact that the
wavelet coefcients are random variables with a strictly positive
probability density function at the origin and hence innite mo-
ments of order q<1. In both cases, it implies practically that
wavelet coefcient based structure functions cannot be used for
q<1. The Legendre transform indicates that it will prevent us
from measuring the, roughly speaking, right part of D(h) (i.e., the
part of D such that h>h
0
, where h
0
corresponds to the value of
h where inf
q
(1 + qh ζ
d
(q)) is the largest).
Second and foremost, while valid for cusp-type singularities, the
wavelet coefcient based multifractal formalism fails to hold for
instance when the analysed X(t) embodies oscillating (or chirp-
type) singularities, i.e., when X(t) is of the form: X(t)=|t
t
0
|
α
sin
`
1/|t t
0
|
β
´
.
3. MULTIFRACTAL AND WAVELET LEADERS
Wavelet Leaders. To overcome those two drawbacks, it has re-
cently been suggested that the relevant quantities the multifrac-
tal formalism should be based on are not wavelet coefcients but
wavelet leaders [9].
From now on, let us assume that ψ
0
is a compact support mother
wavelet and that the {2
j/2
ψ
0
(2
j
t k),j N,k N} form
an orthonormal basis. Let us dene an alternative indexing for
the dyadic intervals λ (= λ
(j,k)
)=
ˆ
k2
j
, (k +1)2
j
´
, so that
d
λ
d
X
(j, k). Finally, let 3λ denote the union of the interval λ
and its 2 adjacent dyadic intervals: 3λ
j,k
= λ
j,k1
λ
j,k
λ
j,k+1
.
One has |d
λ
|≤
R
|X(t))||ψ
j,k
(t)|dt C ψ
0
L
1
X
L
as
soon as X L
, and the quantities,
L
X
(j, k) L
λ
=sup
λ
3λ
|d
λ
| (5)
are thus nite. They are referred to as wavelet leaders.Inall
generality, we now have that X C
α
(t =2
j
k) is equivalent to
the fact that the wavelet leaders L
X
(j, k) decay as power laws of
the scales 2
jh
(up to a logarithmic correction), cf. [4].
Multifractal Formalism. Let S
L
(q, j) denote the wavelet leader
based structure functions and ζ
L
(q) the corresponding scaling ex-
ponents:
S
L
(q, j)=
1
n
j
n
j
X
k=1
|L
X
(j, k)|
q
, (6)
ζ
L
(q)=liminf
j0
log
2
S
L
(q, j)
j
«
. (7)
Arguments similar to those of the previous section yield
ζ
L
(q)=inf
h
(1 + qh D(h)) . (8)
This leads to a Wavelet Leader based Multifractal Formalism (here-
after WLMF), stated as:
D(h)=inf
q=0
(1 + qh ζ
L
(q)) . (9)
It is mathematically proven that inf
q=0
(1 + qh ζ
L
(q)) actsasa
sharp upper bound for D(h) for all functions or processes (on con-
dition that they satisfy some mild uniform regularity conditions)
[9]. This is in contrast with the WCMF for which much weaker
mathematical results hold.
WCMF vs WLMF. As opposed to the WCMF, the WLMF over-
comes the two drawbacks mentioned above: It holds both for pos-
itive and negative qs and when the function or process under study
embodies chirp-type singularities and enables to obtain in any case
the whole range of the multifractal spectrum [9]. This will be illus-
trated in Section 4. Furthermore, tracking, for q>0, the discrep-
ancies between ζ
d
(q) and ζ
L
(q) or between their Legendre trans-
forms is likely to enable us to detect whether the process under
study contains chirp-like singularities or simply cusp-like singu-
larities.
However, numerically deriving the ζ
L
(q)s requires the knowledge
of wavelet coefcients on a wider range of scales than that nec-
essary to get the ζ
d
(q)s: indeed, in order to be meaningful, the
computation of L
λ
at a given scale requires that of the wavelet co-
efcients d
λ
over several scales below.
Higher dimensions. For sake of simplicity, the presentation was
proposed here for 1D processes or functions. However, the wavelet
leader multifractal formalism can be straightforwardly extended to
arbitrary higher dimensions d 1, {X(t)}
tR
d
, simply by adapt-
ing the denitions of the wavelet coefcients and leaders as well as
that of the Legendre transform, inf
q
(d+hq ζ
L
(q)). An example
in the case d =2will be given in Section 4.
Modulus Maxima of the Wavelet Transform. The wavelet leader
approach is highly reminiscent of the Modulus Maxima of the
Wavelet Transform technique (MMWT) initially introduced by S.
Mallat [7] and developed in the context of multifractal analysis by
Arneodo et al.[6]. It is based on the continuous wavelet transform
(CWT) dened in the upper half plane {(a, t): a>0,t R}:
T
X
(a, t)=
1
a
Z
X(u)ψ
t u
a
«
du. (10)
IV - 162
It consists in nding local maxima of the functions t →|T
X
(a, t)|
along time t for each given scale a and in chaining maxima along
scales at given time positions. Structure functions are then based
on this skeleton. This MMWT based multifractal formalism is
known to solve the q<0 issue [6, 10], it has also been shown
to work on examples containing oscillating singularities [10]. The
main difference between the leader and the modulus maxima ap-
proaches lies in the fact that in this latter method, the spacing be-
tween local maxima need not be of the order of magnitude of the
scale a or even be regularly spaced. Therefore, the MMWT scal-
ing exponents can differ from those obtained with leaders (see [4]
where counterexamples are constructed). It follows that no mathe-
matical result such as the one in Eq. (9) is expected to hold for the
MMWT method.
On a more practical side, the computation of the MMWT involves
that of a CWT plus maxima tracking and chaining operations. This
results in a high computational cost. The WLMF can be imple-
mented using the fast pyramidal algorithm underlying the DWT
and has thus a signicantly lower computational cost. Further-
more, as already mentioned, the wavelet leader approach can be
easily theoretically and practically generalised to higher dimen-
sions. This is far less the case for the MMWT method.
4. ILLUSTRATIONS AND EXAMPLES
Methodology. The goal of this section is to illustrate the wavelet
coefcient and wavelet leader multifractal formalisms, on 4 well-
chosen reference examples. They consist of both deterministic
functions and stochastic processes and contain either cusp-like or
chirp-like singularities. Their multifractal spectra D(h) are known
theoretically and so are their ζ
L
(q) through Eq. (7) or Eq. (8).
The DWT is computed using least asymmetric compact support
orthonormal Daubechies wavelets with N =3[7]. The scaling
exponents and multifractal spectra obtained from the WCMF and
WLMF will be denoted
ˆ
ζ
d
(q),
ˆ
ζ
L
(q),
ˆ
D
d
(h) and
ˆ
D
L
(h) respec-
tively. The
ˆ
ζ
d
(q) and
ˆ
ζ
L
(q) are computed via linear regressions in
log of structure functions versus log of scales diagrams, as thor-
oughly described in [11, 12], a standard Legendre transform al-
gorithm is then used to get
ˆ
D
d
(h) and
ˆ
D
L
(h). The orders qs
are chosen in a range that avoid the occurrence of the so-called
linearisation effect that necessarily takes place in any scaling ex-
ponent estimation procedure (cf. [11, 12]). Results reported and
compared in Fig. 1 and 2, are obtained on sample paths of duration
nbpoints and, for the case of stochastic processes, by averaging
over nbreal = 1000 replications to ensure statistical convergence
of the measures. Matlab routines implementing both the process
synthesis procedures and the WCMF and WLMF analysis proce-
dures were developped by ourseleves and are available upon re-
quest.
Fractional Brownian Motion (FBM). Our rst example consists
of the FBM with self-similarity parameter H (see e.g., [5]). FBM
is a stochastic process that is almost surely everywhere singular
with constant H
¨
older exponent h(t)=H, t R. Therefore,
its D(h) reduces to a single point (h = H, D =1)(ζ
L
(q)=
qH,q R). Moreover, it contains only cusp-like singularities.
Fig. 1 (rst row) shows that the
ˆ
ζ
d
(q) depart from qH when q<
1, the corresponding Legendre transform yields the inaccurate
ˆ
D
d
(h)=1h+H, h [H, H +1]. The WCMF hence produces
an incorrect determination of D(h) while the WLMF results in a
perfect one (here, nbpoints =2
20
).
Canonical Mandelbrot’s Cascade (CMC). CMC constitute the
historical archetype for stochastic multifractal processes [3, 1].
They are built on an iterative split/multiply cascade scheme (see
e.g., [5, 3, 1]). They contain only cusp-like singularities and are
everywhere singular with bell-shaped D(h).Wechosehereafrac-
tionally integrated 2D cascade, (this is why its D(h) ranges from
0 to 2) with log-normal characteristics, i.e., D(h)=2 (h
H)
2
/(2σ
2
) and hence ζ
L
(q)=qH σ
2
q
2
/2. The 2D frac-
tional integration (cf. [9]) of parameter 1 ensures that the anal-
ysed process contains singularities with h>0 only. Again, the
WCMF yields an incorrect determination of the scaling exponents
for q<1 and of D(h) for its upper (or right) part while the
WLMF produces a very relevant one (cf. Fig. 1, second row, here
nbpoints =2
10
×2
10
). Note that the MMWT would also produce
a correct determination of D(h) at the prices of signicant con-
ceptual difculties (for the 2D extension) and of a huge increase
of the computational cost (2D CWT plus local maxima detection
and chaining).
Riemann’s Function. It is a deterministic function, dened as
X(t)=
P
nN
sin(2πn
2
t)
n
2
, providing us with a reference example
for chirp-like singularities. Its D(h) consists of D(h)=4(h
0.5),h [0.5, 0.75] plus an isolated point (h =1.5,D =0).
This latter point constitute a signature of the existence of chirp-
like singularities. Fig. 1, third row, shows that the WCMF and
the WLMF coincide on the linear part of the spectrum but that
the WCMF totally misses the isolated point while the WCMF cor-
rectly recovers it. Equivalently, this corresponds to the discrepancy
between
ˆ
ζ
d
(q) and
ˆ
ζ
L
(q) for q<0 (here, nbpoints =2
20
,the
summation is practically truncated to 100 terms).
Random Wavelet Series (RWS). RWS are multifractal stochas-
tic processes that were very recently introduced in [13] and that
are not based on an iterative multiplicative cascade. They are ev-
erywhere singular and contain chirp-like singularities (note that
this cannot be reached with iterative multiplicative constructions).
We chose here RWS such that their D(h) consists of a piece of
parabola together with a linear part (see solid line in Fig. 1, bot-
tom row, left). The fact that D(h) departs from the parabola when
approaching its abruptly ending point at its maximum D =1con-
stitutes a signature for the chirp-type nature of the singularities in
RWS. Fig. 1, bottom row shows that the WCMF creates a right
part of D(h) that does not actually exists (again, it corresponds to
the discrepancy between
ˆ
ζ
d
(q) and
ˆ
ζ
L
(q) for q<0) while
ˆ
D
L
(h)
satisfactorily recovers the theoretical D(h). Notably, the ending
point of D(h) is clearly captured by
ˆ
D
L
(h) while totally missed
by
ˆ
D
d
(h) that continues toward its right (here, nbpoints =2
15
).
Fig. 2 shows an important difference between the CMC example
(cusp-type singularities) and the RWS one (chirp-type singulari-
ties). For CMC, the left parts of
ˆ
D
L
(h) and
ˆ
D
d
(h) (i.e., the parts
obtained from the positive qsoftheζ
L
(q) and ζ
d
(q) via the Leg-
endre transform) are close. For RWS, they signicantly differ, in
particular
ˆ
D
d
(h) clearly misses the linear part of D(h) and the
end point at D =1while
ˆ
D
L
(h) does not. Such a discrepancy
between the left parts of
ˆ
D
L
(h) and
ˆ
D
d
(h) may therefore be used
to assess the presence of chirp-type singularities in the analysed
data.
5. CONCLUSION AND PERSPECTIVE
We gave here the denition of a new multifractal formalism based
on the leaders of the wavelet coefcients of a discrete wavelet
transform. It enables a precise determination of the multifractal
IV - 163
spectrum over its full range for very large classes of processes, in-
cluding those containing oscillating (or chirp-like) singularities. It
has a very low computational cost and can be easily implemented
for processes in any dimension. Compared to other previously ex-
isting multifractal formalisms, it benets from more accurate the-
oretical results and brings a real enhacement from a practical point
of view. Its ability to detect the existence of chirp-like singulari-
ties is under current investigation. The statistical performance of
estimation procedures, based on wavelet leaders, for the scaling
exponents and multifractal spectra of stochastic processes will be
further studied. The occurence of the linearisation effect [11, 12]
will specically be investigated. Applications to the analysis of
data coming from hydrodynamic turbulence and internet trafcare
considered. Matlab routines implementing practically this wavelet
leader multifractal formalism are available upon request.
6. REFERENCES
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[4] S. Jaffard, “Multifractal formalism for functions, S.I.A.M.
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[6] A. Arneodo, E. Bacry, and J.F. Muzy, “The thermodynamics
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[8] S. Jaffard, “Exposants de h
¨
older en des points donn
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es et
coefcients d’ondelettes, C. R. Acad. Sci. S
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er. I Math., vol.
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[9] S. Jaffard, “Wavelet tecnhiques in multifractal analysis, to
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[10] A. Arneodo, E. Bacry, S. Jaffard, and J.F. Muzy, “Oscillating
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formalism, J. Stat. Phys., vol. 87(1–2), pp. 179–209, 1997.
[11] B. Lashermes, P. Abry, and P. Chainais, “New insights on the
estimation of scaling exponents, Int. J. of Wavelets, Mul-
tiresolution and Information Processing, to appear, 2004.
[12] B. Lashermes, P. Abry, and P. Chainais, “Scaling exponents
estimation for multiscaling processes, in ICASSP 2004,
Montr
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eal, Canada, 2004.
[13] J.-M. Aubry and S. Jaffard, “Random wavelet series,
Comm. Math. Phys., vol. 227, pp. 483–514, 2002.
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6
4
2
0
2
0 0.5 1
0
0.5
1
Fig. 1. Illustration of the MultiFractal Formalisms. From top
to bottom, Fractional Brownian Motion (FBM), Canonical Man-
delbrot’s Cascade (CMC), Riemann’s function, Random Wavelet
Series (RWS); left column: scaling exponents ζ
L
(q),
ˆ
ζ
d
(q),
ˆ
ζ
L
(q),
right column: multifractal spectra D(h),
ˆ
D
d
(h),
ˆ
D
L
(h); solid
line and isolated points: theory, (+) and (o) wavelet coefcient
and wavelet leader based multifractal spectra, respectively.
1 1.5
1.8
2
0.4 0.6
0.8
1
Fig. 2. Cusp-like vs Chirp-like singularities. Left, for a CMC
(with cusp-like singularities only), both
ˆ
D
d
(h) and
ˆ
D
L
(h) are
equally satisfactorily close to D(h). Right, for a RWS (with chirp-
like singularities), signicant discrepancies between
ˆ
D
d
(h) and
ˆ
D
L
(h) can be observed (with
ˆ
D
L
much closer to D) and can be
interpreted as a way to detect chirp-type singularities.
IV - 164
... A bounded function : ℝ ⟶ ℝ is ( 0 ) if there is a constant > 0 and a polynomial that satisfies degree ( ) < such that, in a neighborhood of 0 , the relation | ( ) − ( − 0 )| ≤ | − 0 | . The Hölder exponent of at 0 is ℎ ( 0 ) = sup{ : ∈ ( 0 )} [58]. It measures the local regularity of at the point 0 . ...
... On the other hand, it is not possible to do it from its definition. This is due to the fact that, in general, in multifractal signals, the local regularity varies abruptly between one instant and the next, and the limitations of finite resolution and sampling period do not make their discrimination possible [58]. To solve this problem, we use the introduction of MFF, which offers an alternative way to obtain a spectrum of singularities using an easily computable element: structure-function (SF). ...
... To solve this problem, we use the introduction of MFF, which offers an alternative way to obtain a spectrum of singularities using an easily computable element: structure-function (SF). As mentioned in [58], a wavelet leader (WL) based MFF was proposed. This approach overcomes many of the disadvantages of the previous method. ...
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In recent years, several methods have been established for the automatic detection of the characteristics of electrocardiogram (ECG) signals based on mathematical tools, among which the Fourier Transform, the Continuous Wavelet Transform (CWT), the Discrete Wavelet Transform (DWT) stand out among others. This type of procedure is important because it can be more efficiently detected if a certain patient has heart disease, such as an arrhythmia or ischemia. The primary goal of this paper is the development and implementation of a classification approach based on hybrid features i. e., Dual-Tree Complex Wavelet Transform (DTCWT), SVD-Entropy, Autoregressive modeling, and Multifractal analysis based feature extraction. To accomplish the better classification, the extracted features are further classified by Random Forest Classifier, K-Nearest Neighbors (KNN), and Bayesian Optimized-KNN classifiers utilizing the MIT-BIH database. Highest accuracy achieved in random forest classifier is 98.29 %.The results obtained show the feasibility and practical efficiency of the methodology as a tool to aid in the diagnosis of heart disease in hospital environments.
... Lashermes et al. [13] proposed a new multifractal analysis method based on wavelet leaders, which has solid theoretical mathematical support and avoids complex calculations. This new method provides a powerful way to extract multifractal features, which has been successfully applied for the fault diagnosis of rotating mechanisms [14], heart rate variability (HRV) [15], and structural damage detection [16]. ...
... The wavelet leaders are defined as the local highest values of the wavelet coefficients in the 3 neighborhood, taking values at all finer scales [13,24]: ...
... The pointwise p-exponent h p (x 0 ) at x 0 on signal X can be expressed as [27,28] The multifractal p-spectrum D (p) (h) can be expressed as Equation (13) shows that the value h of the Hausdorff dimension dim H at x 0 determines the p-leader multifractal spectrum ( D (p) (h)). ...
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An efficient stability analysis contributes to the improvement of machining stability and chatter suppression. First, this paper presents three chatter detection approaches that were developed on the application of wavelet transforms. Second, the feasibility of the methods for chatter detection is verified by combining numerical simulations and experimental research. Finally, the recognition performance of the three methods is compared. The analysis results indicate that the proposed three methods can distinguish different machining states. The p -leader multifractal method (PLMM) provides the best recognition performance but takes the longest time, the wavelet leader multifractal method (WLMM) comes second, and the wavelet packet method (WPM) is the worst but takes the shortest amount of time. Therefore, the PLMM can be used for identifying signals with high accuracy requirements, whereas the WLMM or WPM can be used otherwise.
... Other scaling estimators have also been developed, including time-domain methods (DFA; Peng et al., 1994Peng et al., , 1995 and wavelet-based techniques (Abry & Veitch, 1998;Abry et al., 1995). In addition, more advanced techniques have been used to describe the spectrum of time-varying scaling exponents h instead of a single exponent H (Lashermes et al., 2005;. These techniques have been applied to functional neuroimaging data obtained from both healthy and patient cohorts (Ciuciu et al., 2012;He, 2011He, , 2014Van de Ville et al., 2010;Wink et al., 2008). ...
... They include two "monofractal" approaches that describe scaling behavior in terms of a single exponent H, along with a "multifractal" approach that summarizes the data in terms of a spectrum of time-varying scaling exponents. The techniques are detrended fluctuations analysis (DFA;Peng et al., 1994Peng et al., , 1995, wavelet monofractal analysis (WMA;Abry & Veitch, 1998;Abry et al., 1995), and wavelet leader multifractal analysis (WLM;Lashermes et al., 2005;. Details of the estimation procedures and the subsequent analysis results are presented in Appendix 2 in the Supporting Information. ...
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Introduction Post‐acute coronavirus disease 2019 (COVID‐19) syndrome (PACS) is a growing concern, with headache being a particularly debilitating symptom with high prevalence. The long‐term effects of COVID‐19 and post‐COVID headache on brain function remain poorly understood, particularly among non‐hospitalized individuals. This study focused on the power‐law scaling behavior of functional brain dynamics, indexed by the Hurst exponent (H). This measure is suppressed during physiological and psychological distress and was thus hypothesized to be reduced in individuals with post‐COVID syndrome, with greatest reductions among those with persistent headache. Methods Resting‐state blood oxygenation level‐dependent (BOLD) functional magnetic resonance imaging data were collected for 57 individuals who had COVID‐19 (32 with no headache, 14 with ongoing headache, 11 recovered) and 17 controls who had cold and flu‐like symptoms but tested negative for COVID‐19. Individuals were assessed an average of 4–5 months after COVID testing, in a cross‐sectional, observational study design. Results No significant differences in H values were found between non‐headache COVID‐19 and control groups., while those with ongoing headache had significantly reduced H values, and those who had recovered from headache had elevated H values, relative to non‐headache groups. Effects were greatest in temporal, sensorimotor, and insular brain regions. Reduced H in these regions was also associated with decreased BOLD activity and local functional connectivity. Conclusions These findings provide new insights into the neurophysiological mechanisms that underlie persistent post‐COVID headache, with reduced BOLD scaling as a potential biomarker that is specific to this debilitating condition.
... Using this realization, finer scale values of can be estimated by extending a linear fit of log 2 | ( , )| vs. to small . More sophisticated methods than simple linear regression for estimating , such as modulus maximum methods [18] and wavelet leader methods [19] that use more specific local information, have been developed. However, for the purposes of generating prior parameter functions, the straightforward linear regression method was found to be effective. ...
... Other obvious extensions would be to try to generate more robust Holder exponent estimates by utilizing modulus maximum [18] and wavelet leader [19] methods, as well as to do a more detailed exploration of the effect of using different wavelet bases, or a generalization to wavelet packets (though here the independence assumption might be problematic). Other investigators have argued that the effectiveness of the analysis of particular image classes can depend sensitively on the type of wavelet used. ...
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Bayesian image restoration has had a long history of successful application but one of the limitations that has prevented more widespread use is that the methods are generally computationally intensive. The authors recently addressed this issue by developing a method that performs the image enhancement in an orthogonal space (Fourier space in that case) which effectively transforms the problem from a large multivariate optimization problem to a set of smaller independent univariate optimization problems. The current paper extends these methods to analysis in another orthogonal basis, wavelets. While still providing the computational efficiency obtained with the original method in Fourier space, this extension allows more flexibility in adapting to local properties of the images, as well as capitalizing on the long history of developments for wavelet shrinkage methods. In addition, wavelet methods, including empirical Bayes specific methods, have recently been developed to effectively capture multifractal properties of images. An extension of these methods is utilized to enhance the recovery of textural characteristics of the underlying image. These enhancements should be beneficial in characterizing textural differences such as those occurring in medical images of diseased and healthy tissues. The Bayesian framework defined in the space of wavelets provides a flexible model that is easily extended to a variety of imaging contexts.
... To overcome these problems, a methodology has been proposed by Jaffard, along with Lashermes and Abry, to the estimation of holder exponent and its relation with holder regularity (Jaffard, 1994(Jaffard, , 1997(Jaffard, , and 2004Lashermes et al., 2005;Lashermes et al., 2008). The formulation is based on local suprema from wavelet coefficients (w j,k ) obtained by discrete wavelet transform is termed as wavelet leader d j,k , can be defined as (Wendt and Abry, 2007;Jaffard et al., 2006) ...
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The scaling behaviour of physical properties of the earth’s subsurface e.g. porosity, permeability, density, etc significantly influence reservoir characteristics. The characterization of the parameters, by analysing nonlinear geophysical logs using the application of linear and traditional empirical relations, is very tedious, complicated, and yields less accurate results. In this perspective, wavelet-based fractals and multifractals techniques provide effective insights into local and global characteristics of heterogeneity of reservoir parameters. The results from the numerical experiment on simulated synthetic data reveal that the wavelet-based fractal and multifractals are more useful to delineate the shorter fluctuations in signal and heterogeneities of the reservoir. The scaling exponent and fractal density, a component of fractal analysis, have been estimated for each sample from power law relationship that facilitates the understanding of the local characteristics of the subsurface formation. On the other hand, the multifractal spectrum, a generalization curve of the hurst exponents, provides the global nature of heterogeneities corresponding to reservoir parameters. We analyse gamma ray, density, and neutron logs of three wells (well-204, 203, and 172) of the Limbodara oil field of Cambay Basin, India. The fractal density curve of gamma ray log is found like the low-pass filtered version of the original signal, and map the lithologies by clustering their similar values while the scaling exponent curve on either side of 0.5 of scaling exponent demarcates the lithological boundaries at the intersection points. The scaling exponent curve highlights the finer variations embedded in the signal and is feasible to enhance the thin layers of the reservoir. The multifractal spectrum of gamma-ray logs across three wells encompasses three major formations emphasizing that the Kalol formation exhibits higher degree of heterogeneity than other formations (Tarapur and Olpad). The multifractal spectrum of neutron and gas corrected log for each well of Kalol formation shows the greater influence on well- 203 and lowest influence on well-172, indicating the effective hydrocarbon bearing zones of the former well than the latter. This evidence that an increase in lithological heterogeneity enhances the quality of hydrocarbon reservoir as well as reduces the multifractality of porosity logs.
... which is referred to as the multifractal formalism, see [100] (we will discuss in Section 2.1 the "right" notion of fractional dimension needed here). Though the remarkable intuition which lies behind this formula proved extremely fruitful, it needs to be improved in order to be completely effective; indeed many natural processes used in signal or image modelling do not follow this formula if one tries to extend it to negative values of p, see [83]; additionally, the only mathematical result relating the spectrum of singularities and the Kolmogorov scaling function in all generality is very partial, see [57,62]. In Section 2.2 we will discuss (10), and see how it needs to be reformulated in terms of wavelet expansions in order to reach a fairly general level of validity. ...
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We review the central results concerning wavelet methods in multifractal analysis, which consists in analysis of the pointwise singularities of a signal, and we describe its recent extension to multivariate multifractal analysis, which deals with the joint analysis of several signals; we focus on the mathematical questions that this new techniques motivate. We illustrate these methods by an application to data recorded on marathon runners.
... The upshot of this research has been that MF-DFA and WTMM give roughly comparable results, with MF-DFA showing more robust performance and WTMM exhibiting greater fragility in how and where it can be applied [135][136][137]. Wavelet-based methods have inspired a more elegant method of using "wavelet leaders" [138] that overcomes many of the constraints on WTMM and shows comparable performance to MF-DFA for random processes that are not better described as monofractal [135]. ...
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A hallmark of dexterous, context-sensitive behavior is the capacity to blend and integrate information across various scales. Seamlessly pursuing multiple goals and navigating multiple task constraints involves a range of concerns across many scales: brief or bottom-up sensory corrections, long-term or top-down switches in intention and attention to goal satisfaction, and many adjustments in between. Dexterity develops through nonlinear interaction across these scales, constraining or releasing degrees of freedom. We begin to see echoes of this cross-scale interaction in monofractal results (e.g., as in Chapter 8). However, the appearance of a single power law from monofractal methods is only the first step in unpacking this interactivity. Cross-scale interactivity can generate a single power law, but a single power law is ambiguous–both to the presence and the degree of nonlinearity in cross-scale interactions. Whereas monofractal methods only test for one power law, multifractal methods generalize monofractal methods by testing for multiple power laws. For readers new to monofractal methods, although multifractal methods might feel a cumbersome proliferation of already-unfamiliar structures, the payoff of a step from monofractal to multifractal methods is immense: Elaborating from monofractal to multifractal allows distinguishing between linear and nonlinear interactions across the scales. It allows distilling from the originally monofractal result a clearer portrait of nonlinear cross-scale interactions, taking results from merely consistent with cross-scale interactions (or not) to specifically indicative of them (or not). Multifractal modeling allows empirical testing for context sensitivity, whether finer movement details depend on the longer-scale structure containing them. More importantly, to Bernsteinian perspectives, it provides a portrayal of dimensionality that allows understanding of the fluid cascading relationships governing the movement system as expressed initially by Bernstein. Multifractal modeling offers to firmly situate dexterity on cascade dynamics across all available scalds rather than an internal forward model. This chapter introduces algorithmic steps for estimating the multifractal spectrum and complete examples with classical movement time series.
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