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
DOI: https://doi.org/10.1007/978-1-4614-1806-1_30

Article Outline

Glossary

Definition of the Subject

Introduction

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

Acknowledgment

Bibliography

Keywords

Covariance Ozone Respiration Convolution Geophysics 
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Notes

Acknowledgment

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