Multifractal surrogate-data generation algorithm that preserves pointwise Hölder regularity structure, with initial applications to turbulence

An algorithm is described that can generate random variants of a time series while preserving the probability distribution of original values and the pointwise Hoelder regularity. Thus, it preserves the multifractal properties of the data. Our algorithm is similar in principle to well-known algorith...

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Bibliographic Details
Main Author: Chris Keylock
Format: Default Article
Published: 2017
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Other built environment and design not elsewhere classified
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Built Environment and Design not elsewhere classified
Online Access:https://hdl.handle.net/2134/33289
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https://hdl.handle.net/2134/33289

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