Kendal, Wayne S. - In: Physica A: Statistical Mechanics and its Applications 401 (2014) C, pp. 22-33
Multifractals can be defined as fractal systems that express a range of fractal dimensions. The origins of multifractality in time series data have conventionally been attributed to fat-tailed probability distributions, and to long-range correlations. Multifractal sequences can be generated from...