La méthode de Higuchi pour la dimension fractale

Abstract Applied to irregular time series, Higuchi’s fractal dimension estimator is considered as one of the most efficient one. According to Higuchi (Physica D 31 (1988) 277–283), this estimator is based on the length of the series. This paper exhibits some ambiguities about this interpretation and shows that for most generally used signals, this estimator does not use signal length but properties of its increments.