HigFracDim

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