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Compute the multifractal spectrum by the wavelet leaders

Posted 2 years ago
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Hello,

I work in multifractal analysis of processes and I make my spectrum simulations or p-exponents calculations with Matlab. Indeed, H. Wendt developed a toolbox on Matlab to make these simulations (https://www.irit.fr/~Herwig.Wendt/software.html). But I have several problems:

  • I don’t like Matlab
  • Mathematica has developed many tools for wavelet analysis: CWT, DWT, etc.
  • I like Mathematica.

I would like to create two codes to determine the multifractal spectrum in two different ways: 1. Compute the spectrum with Wavelet Leaders. 2. Compute the spectrum with WTMM (Wavelet transform modulus maxima). In the thesis of H. Wendt (https://www.irit.fr/~Herwig.Wendt/data/ThesisWendt.pdf), these methods are explained in detail.

The aim for the moment is to create a code with Wavelet Leader and to run this code for sample processes: fBm (fractional Brownian motion), economic or images… I would like to have the experience of this community: Does such code exist? Are there any books? Your advice and remarks :).

Thanks!

Best regards,

Guillaume Saës

PS : Sorry for my English ^^

3 Replies

I have write two programs for multifractal analysis of series, one with DFA method and another with Wavelet method, but not with WTMM or with Wavelet Leaders. André Dauphiné

I hesitated to contact you Thank you very much ^^

Posted 2 years ago

HELLO, Please i need the Wavelets Package for Mathemetica 5.0 Who can help me?

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