HigFracDim
Version 1.0.0 (1.86 KB) by
Brian Lord
This function computes the Higuchi Fractal Dimension of a time series
The Higuchi Fractal Dimension describes the degree of self-similarity along a 1D time series, according to a sequencing integer, k. The function returns the dimensionality value, D, where 1 <= D <= 2. A higher D corresponds to higher complexity. It is a time measure of complexity.
Higuchi, T. (1988). Approach to an Irregular Time Series on the Basis of the Fractal Theory. Physica D, 31, 277-283.
Accardo, A., Affinito, M., Carrozzi, M., & Bouquet, F. (1997). Use of the fractal dimension for the analysis of electroencephalographic time series. Biol Cybern, 77, 339-350. doi:10.1007/s004220050394
INPUTS
Parameters:
data = time series
kmax = maximum size of iteration
Standard value is kmax = 8
OUTPUTS
result = Higuchi fractal dimension value
Created by Brian Lord
University of Arizona
Cite As
Brian Lord (2024). HigFracDim (https://www.mathworks.com/matlabcentral/fileexchange/124331-higfracdim), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2022b
Compatible with any release
Platform Compatibility
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Version | Published | Release Notes | |
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1.0.0 |