Noise and/or weak multifractality??

General discussions and questions about recurrence plot related methods.

Noise and/or weak multifractality??

Postby tulku » Thu Dec 7, 2006 17:07

Is there any chance to distinguish between strong noise [probably 1/f ^(alpha) type - the pink or the red one] and weak multifractality using RPs?
My signal is probably only the pure, antipersistent noise (with Hurst exponent equal 0,33) I think, but to know it for sure, I must to exclude weak multifractality possibility first, which could be found in some cases of such hydrological signals, as a few sources reported.
Piotr
tulku
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