Mathematics of Complexity and Dynamical Systems

2011 Edition
| Editors: Robert A. Meyers (Editor-in-Chief)

Fractal and Multifractal Time Series

  • Jan W. Kantelhardt
Reference work entry

Article Outline


Definition of the Subject


Fractal and Multifractal Time Series

Methods for Stationary Fractal Time Series Analysis

Methods for Non-stationary Fractal Time Series Analysis

Methods for Multifractal Time Series Analysis

Statistics of Extreme Events in Fractal Time Series

Simple Models for Fractal and Multifractal Time Series

Future Directions




Empirical Mode Decomposition Hurst Exponent Scaling Behavior Detrended Fluctuation Analysis Return Interval 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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We thank Ronny Bartsch, Amir Bashan, Mikhail Bogachev, Armin Bunde, Jan Eichner, Shlomo Havlin, Diego Rybski, Aicko Schumann, and Stephan Zschiegner for helpful discussions and contribution. This work has been supported by the Deutsche Forschungsgemeinschaft (grant KA 1676/3) and the European Union (STREP project DAPHNet, grant 018474-2).


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© Springer-Verlag 2012

Authors and Affiliations

  • Jan W. Kantelhardt
    • 1
  1. 1.Institute of PhysicsMartin-Luther-University Halle-WittenbergHalleGermany