Detrended fluctuation analysis for fractals and multifractals in higher dimensions

作者:Gu Gao Feng*; Zhou Wei Xing
来源:Physical Review E, 2006, 74(6): 061104.
DOI:10.1103/PhysRevE.74.061104

摘要

One-dimensional detrended fluctuation analysis (DFA) and multifractal detrended fluctuation analysis (MFDFA) are widely used in the scaling analysis of fractal and multifractal time series because they are accurate and easy to implement. In this paper we generalize the one-dimensional DFA and MFDFA to higher-dimensional versions. The generalization works well when tested with synthetic surfaces including fractional Brownian surfaces and multifractal surfaces. The two-dimensional MFDFA is also adopted to analyze two images from nature and experiment, and nice scaling laws are unraveled.