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Article Dans Une Revue Applied and Computational Harmonic Analysis Année : 2019

Multivariate multifractal analysis

Résumé

We show how a joint multifractal analysis of a collection of signals unravels correlations between the locations of their pointwise singularities. The multivariate multifractal formalism, reformulated in the general setting supplied by multireso-lution quantities, provides a framework which allows to estimate joint multifractal spectra. General results on joint multifractal spectra are derived, and illustrated by the theoretical derivation and practical estimation of the joint multifractal spectra of simple mathematical models, including correlated binomial cascades.
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Dates et versions

hal-02346541 , version 1 (07-11-2019)

Identifiants

Citer

Stéphane Jaffard, Stephane Seuret, Herwig Wendt, Roberto Leonarduzzi, Stéphane G. Roux, et al.. Multivariate multifractal analysis. Applied and Computational Harmonic Analysis, 2019, 46 (3), pp.653-663. ⟨10.1016/j.acha.2018.01.004⟩. ⟨hal-02346541⟩
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