Multifractal estimation---maximum likelihood 2D
by Prof Tony Roberts
Home page
Financial math book
best LaTeX introduction
Modelling emergence
Holistic discretisation 1
Holistic discretisation 3
SDE normal form
SDE slow manifold
Multifractal analyser
Lego Fractals
Research publications
Other homes
Mathematical Sciences
Faculty ECMS
University of Adelaide
Paste your data points into the box below, then click
Also enter the magic word "a z o n a l" into this box:
Enter your data into the box to the left
Your data must represent a 2D set of points.
Your data must be
two
columns of numbers;
and no more than
400
rows;
then click the submit button above to analyse.
Wait for a minute
Your data is analysed after submission:
taking up to perhaps a minute execution time;
this is compute intensive, so
have patience;
and you will then
see a data summary returned in a web page.
The theory behind the analysis
A. J. Roberts and A. Cronin,
Unbiased estimation of multi-fractal dimensions of finite data sets
,
Physica A
, vol.233, pp.867--878, 1996.
I construct many artificial multiplicative multifractals and remember those that generate fractals that look much like your data. The reported fractal properties are those of multifractals that best look like your data.