Regularity of Irregularity: Testing for Monofractality by Multifractal Tools
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abstract
Multifractality is a generalization of monofractality in which the regularity attribute has a distribution. Multifractals have become popular as flexible models in modeling real-life data of high frequency. We developed a method of testing whether the data of high frequency is consistent with monofractality using meaningful descriptors coming from a wavelet-generated multifractal spectrum. We discuss theoretical properties of the descriptors, their computational implementation, the use in data mining, the effectiveness in the context of simulations, an application in turbulence, and analysis of coding/noncoding regions in DNA sequences.