Investigation of Multifractal Properties of Additive Data Stream

TL;DR

This paper numerically investigates how adding a non-multifractal data stream affects the multifractal properties of the combined stream, revealing that the generalized Hurst exponent approaches that of the original multifractal stream as the signal/noise ratio increases.

Contribution

It demonstrates the behavior of the generalized Hurst exponent in additive streams and how it converges to the original multifractal properties with higher signal/noise ratios.

Findings

The generalized Hurst exponent tends to that of the original multifractal stream.

Adding a non-multifractal stream influences the multifractal characteristics.

The effect depends on the signal/noise ratio.

Abstract

The work presents results of a numerical study of fractal characteristics of multifractal stream at addition of stream, which does not have multifractal properties. They showed that the generalized Hurst exponent of total stream tends to one of original multifractal stream with increase in signal/noise ratio.