Multifractal system

A multifractal system is a generalization of a fractal system in which a single exponent (the fractal dimension) is not enough
to describe its dynamics; instead, a continuous spectrum of exponents (the so-called singularity spectrum) is needed.[1]

Multifractal systems are common in nature. They include the length of coastlines, mountain topography,[2] fully developed
turbulence, real-world scenes, heartbeat dynamics,[3] human gait[4] and activity,[5] human brain activity,[6][7][8][9][10][11][12]
and natural luminosity time series.[13] Models have been proposed in various contexts ranging from turbulence in fluid
dynamics to internet traffic, finance, image modeling, texture synthesis, meteorology, geophysics and more. The origin of
multifractality in sequential (time series) data has been attributed to mathematical convergence effects related to the central
limit theorem that have as foci of convergence the family of statistical distributions known as the Tweedie exponential
dispersion models,[14] as well as the geometric Tweedie models.[15] The first convergence effect yields monofractal
sequences, and the second convergence effect is responsible for variation in the fractal dimension of the monofractal
sequences.[16] A Strange attractor that exhibits
multifractal scaling
Multifractal analysis is used to investigate datasets, often in conjunction with other methods of fractal and lacunarity analysis.
The technique entails distorting datasets extracted from patterns to generate multifractal spectra that illustrate how scaling
varies over the dataset. Multifractal analysis has been used to decipher the generating rules and functionalities of complex
networks.[17] Multifractal analysis techniques have been applied in a variety of practical situations, such as predicting
earthquakes and interpreting medical images.[18][19][20]

Definition
In a multifractal system , the behavior around any point is described by a local power law:

The exponent is called the singularity exponent, as it describes the local degree of singularity or regularity around the
point .[21]
Example of a multifractal electronic
The ensemble formed by all the points that share the same singularity exponent is called the singularity manifold of eigenstate at the Anderson
exponent h, and is a fractal set of fractal dimension the singularity spectrum. The curve versus is called the localization transition in a system
singularity spectrum and fully describes the statistical distribution of the variable . with 1367631 atoms.

In practice, the multifractal behaviour of a physical system is not directly characterized by its singularity spectrum .
Rather, data analysis gives access to the multiscaling exponents . Indeed, multifractal signals generally obey a scale invariance property that yields
power-law behaviours for multiresolution quantities, depending on their scale . Depending on the object under study, these multiresolution quantities, denoted by
, can be local averages in boxes of size , gradients over distance , wavelet coefficients at scale , etc. For multifractal objects, one usually observes a
global power-law scaling of the form:

at least in some range of scales and for some range of orders . When such behaviour is observed, one talks of scale invariance, self-similarity, or multiscaling.[22]

Estimation

Using so-called multifractal formalism, it can be shown that, under some well-suited assumptions, there exists a correspondence between the singularity spectrum
and the multi-scaling exponents through a Legendre transform. While the determination of calls for some exhaustive local analysis of the data,
which would result in difficult and numerically unstable calculations, the estimation of the relies on the use of statistical averages and linear regressions in log-
log diagrams. Once the are known, one can deduce an estimate of thanks to a simple Legendre transform.

Multifractal systems are often modeled by stochastic processes such as multiplicative cascades. The are statistically interpreted, as they characterize the
evolution of the distributions of the as goes from larger to smaller scales. This evolution is often called statistical intermittency and betrays a departure
from Gaussian models.

Modelling as a multiplicative cascade also leads to estimation of multifractal properties.Roberts & Cronin 1996 This methods works reasonably well, even for
relatively small datasets. A maximum likely fit of a multiplicative cascade to the dataset not only estimates the complete spectrum but also gives reasonable
estimates of the errors.[23]

Estimating multifractal scaling from box counting

Multifractal spectra can be determined from box counting on digital images. First, a box counting scan is done to determine how the pixels are distributed; then,
this "mass distribution" becomes the basis for a series of calculations.[24][25][26] The chief idea is that for multifractals, the probability of a number of pixels ,
appearing in a box , varies as box size , to some exponent , which changes over the image, as in Eq.0.0 (NB: For monofractals, in contrast, the exponent does
not change meaningfully over the set). is calculated from the box-counting pixel distribution as in Eq.2.0.

   
(Eq.0.0)
 = an arbitrary scale (box size in box counting) at which the set is examined

= the index for each box laid over the set for an

= the number of pixels or mass in any box, , at size

= the total boxes that contained more than 0 pixels, for each

the total mass or sum of pixels in all boxes for this  

   
(E

the probability of this mass at relative to the total mass for a box size  
 

is used to observe how the pixel distribution behaves when distorted in certain ways as in Eq.3.0 and Eq.3.1:

= an arbitrary range of values to use as exponents for distorting the data set

the sum of all mass probabilities distorted by being raised to this Q, for this box size  
 

When , Eq.3.0 equals 1, the usual sum of all probabilities, and when , every term is equal to 1, so the sum is equal to the
number of boxes counted, .

how the distorted mass probability at a box compares to the distorted sum over all boxes at this box size  

These distorting equations are further used to address how the set behaves when scaled or resolved or cut up into a series of -sized pieces and distorted by Q, to
find different values for the dimension of the set, as in the following:

An important feature of Eq.3.0 is that it can also be seen to vary according to scale raised to the exponent in Eq.4.0:

 
 
(Eq.4.0)

Thus, a series of values for can be found from the slopes of the regression line for the log of Eq.3.0 versus the log of for each , based on Eq.4.1:

(Eq.4.1)
 

For the generalized dimension:

   
(Eq.5.0)

   
(Eq.5.1)

   
(Eq.5.2)

 
 
(Eq.5.3)

is estimated as the slope of the regression line for log A ,Q versus log where:

 
 
(Eq.6.0)

Then is found from Eq.5.3.

The mean is estimated as the slope of the log-log regression line for versus , where:

   
(Eq.6.1)

In practice, the probability distribution depends on how the dataset is sampled, so optimizing algorithms have been developed to ensure adequate sampling.[24]

Applications
Multifractal analysis has been successfully used in many fields, including physical,[27][28] information, and biological sciences.[29] For example, the quantification
of residual crack patterns on the surface of reinforced concrete shear walls.[30]

Dataset distortion analysis

Multifractal analysis has been used in several scientific fields to characterize various types of datasets.[31][5][8] In essence,
multifractal analysis applies a distorting factor to datasets extracted from patterns, to compare how the data behave at each
distortion. This is done using graphs known as multifractal spectra, analogous to viewing the dataset through a "distorting
lens", as shown in the illustration.[24] Several types of multifractal spectra are used in practise.

DQ vs Q

One practical multifractal spectrum is the graph of DQ vs Q, where DQ is the generalized dimension for a dataset and Q is
an arbitrary set of exponents. The expression generalized dimension thus refers to a set of dimensions for a dataset (detailed
calculations for determining the generalized dimension using box counting are described below).
Multifractal analysis is analogous to
Dimensional ordering viewing a dataset through a series of
distorting lenses to home in on
The general pattern of the graph of DQ vs Q can be used to assess the scaling in a pattern. The graph is generally differences in scaling. The pattern
shown is a Hénon map.
decreasing, sigmoidal around Q=0, where D(Q=0) ≥ D(Q=1) ≥ D(Q=2). As illustrated in the figure, variation in this graphical
spectrum can help distinguish patterns. The image shows D(Q) spectra from a multifractal analysis of binary images of non-,
mono-, and multi-fractal sets. As is the case in the sample images, non- and mono-fractals tend to have flatter D(Q) spectra
than multifractals.

The generalized dimension also gives important specific information. D(Q=0) is equal to the capacity dimension, which—in
the analysis shown in the figures here—is the box counting dimension. D(Q=1) is equal to the information dimension, and
D(Q=2) to the correlation dimension. This relates to the "multi" in multifractal, where multifractals have multiple dimensions
in the D(Q) versus Q spectra, but monofractals stay rather flat in that area.[24][25]

f(α) versus α
DQ vs Q spectra for a non-fractal
Another useful multifractal spectrum is the graph of versus (see calculations). These graphs generally rise to a circle (empirical box counting
maximum that approximates the fractal dimension at Q=0, and then fall. Like DQ versus Q spectra, they also show typical dimension = 1.0), mono-fractal
patterns useful for comparing non-, mono-, and multi-fractal patterns. In particular, for these spectra, non- and mono- Quadric Cross (empirical box
fractals converge on certain values, whereas the spectra from multifractal patterns typically form humps over a broader counting dimension = 1.49), and
area. multifractal Hénon map (empirical
box counting dimension = 1.29).

Generalized dimensions of species abundance distributions in space

One application of Dq versus Q in ecology is characterizing the distribution of species. Traditionally the relative species abundances is calculated for an area
without taking into account the locations of the individuals. An equivalent representation of relative species abundances are species ranks, used to generate a
surface called the species-rank surface,[32] which can be analyzed using generalized dimensions to detect different ecological mechanisms like the ones observed
in the neutral theory of biodiversity, metacommunity dynamics, or niche theory.[32][33]

See also
Fractional Brownian motion
Detrended fluctuation analysis
Tweedie distributions
Markov switching multifractal
Weighted planar stochastic lattice (WPSL)[34]

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doi.org/10.1103%2FPhysRevLett.62.1327). PMID 10039645 (http 21715624502). ISSN 1475-9217 (https://www.worldcat.org/issn/147
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Further reading
Falconer, Kenneth J. (2014). "17. Multifractal measures". Fractal geometry: mathematical foundations and applications (3. ed., 1. publ ed.).
Chichester: Wiley. ISBN 978-1-119-94239-9.
G, Evertsz C. J.; Mandelbrot, Benoît B. (1992). "Multifractal measures" (https://web.archive.org/web/20230713074018/https://users.math.yale.e
du/~bbm3/web_pdfs/136multifractal.pdf) (PDF). Chaos and Fractals New Frontiers of Science: 922–953.
Mandelbrot, Benoît B. (1997). Fractals and scaling in finance: discontinuity, concentration, risk. Selecta. New York, NY Berlin Heidelberg:
Springer. ISBN 978-0-387-98363-9.
Harte, David (2001-06-26). Multifractals (https://dx.doi.org/10.1201/9781420036008). Chapman and Hall/CRC. ISBN 978-0-429-12366-5.
Stanley H.E., Meakin P. (1988). "Multifractal phenomena in physics and chemistry" (http://polymer.bu.edu/hes/articles/sm88.pdf) (Review).
Nature. 335 (6189): 405–9. Bibcode:1988Natur.335..405S (https://ui.adsabs.harvard.edu/abs/1988Natur.335..405S). doi:10.1038/335405a0 (h
ttps://doi.org/10.1038%2F335405a0). S2CID 4318433 (https://api.semanticscholar.org/CorpusID:4318433).
Arneodo, Alain; Audit, Benjamin; Kestener, Pierre; Roux, Stephane (2008). "Wavelet-based multifractal analysis" (https://doi.org/10.4249%2Fs
cholarpedia.4103). Scholarpedia. 3 (3): 4103. Bibcode:2008SchpJ...3.4103A (https://ui.adsabs.harvard.edu/abs/2008SchpJ...3.4103A).
doi:10.4249/scholarpedia.4103 (https://doi.org/10.4249%2Fscholarpedia.4103). ISSN 1941-6016 (https://www.worldcat.org/issn/1941-6016).

External links
Veneziano, Daniele; Essiam, Albert K. (June 1, 2003). "Flow through porous media with multifractal hydraulic conductivity" (https://doi.org/10.1
029%2F2001WR001018). Water Resources Research. 39 (6): 1166. Bibcode:2003WRR....39.1166V (https://ui.adsabs.harvard.edu/abs/2003
WRR....39.1166V). doi:10.1029/2001WR001018 (https://doi.org/10.1029%2F2001WR001018). ISSN 1944-7973 (https://www.worldcat.org/iss
n/1944-7973).
Movies of visualizations of multifractals (http://www2.warwick.ac.uk/fac/sci/physics/research/theory/research/disqs/media)

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