Estimating the Local Singularity Strengths of Fractal Function with Wavelet Spectrum
Zhaorui Wang, Shan-wei Lü, Taketsune Nakamura · 2006
Fractal functions usually have variable singularity strengths characterized by time-varying local Holder exponents. To determine these strengths is thus attractive and challenging. We present a novel algorithm for estimating these singularity strengths in terms of local wavelet spectrum based on maximal overlap discrete wavelet transform. The validity and stability are verified by Monte-Carlo experiments and real-world applications