Multifractality in space–time statistical models

Ruiz-Medina, Maria D., Angulo, Jose M., & Anh, Vo V. (2008) Multifractality in space–time statistical models. Stochastic Environmental Research and Risk Assessment, 22(S1), pp. 81-86.

View at publisher


This paper introduces two families of space–time random models with multifractal spatial characteristics, respectively generated in continuous and discrete time, and both defined on multifractal spatial domains. The definition of the first class is given in terms of a Feller semigroup generated by a pseudodifferential operator of variable order. In the second case, the spatial process at time t + 1 is obtained by applying a variable order blurring operator to the spatial process at time t and adding the innovation given by a spatiotemporal process uncorrelated in time. Spatial multifractal properties of the two classes of space–time processes introduced are analyzed. The implementation of space–time filtering and prediction techniques is also discussed.

Impact and interest:

10 citations in Scopus
5 citations in Web of Science®
Search Google Scholar™

Citation counts are sourced monthly from Scopus and Web of Science® citation databases.

These databases contain citations from different subsets of available publications and different time periods and thus the citation count from each is usually different. Some works are not in either database and no count is displayed. Scopus includes citations from articles published in 1996 onwards, and Web of Science® generally from 1980 onwards.

Citations counts from the Google Scholar™ indexing service can be viewed at the linked Google Scholar™ search.

Full-text downloads:

877 since deposited on 06 Oct 2008
12 in the past twelve months

Full-text downloads displays the total number of times this work’s files (e.g., a PDF) have been downloaded from QUT ePrints as well as the number of downloads in the previous 365 days. The count includes downloads for all files if a work has more than one.

ID Code: 15030
Item Type: Journal Article
Refereed: Yes
Keywords: Local Holder exponent, Multifractal spectrum, Semigroup theory, Spatiotemporal filtering and prediction
DOI: 10.1007/s00477-007-0155-9
ISSN: 1436-3259
Subjects: Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400) > Stochastic Analysis and Modelling (010406)
Divisions: Past > QUT Faculties & Divisions > Faculty of Science and Technology
Copyright Owner: Copyright 2007 Springer
Copyright Statement: The original publication is available at SpringerLink
Deposited On: 06 Oct 2008 00:00
Last Modified: 27 Jan 2015 04:07

Export: EndNote | Dublin Core | BibTeX

Repository Staff Only: item control page