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フラクタル解析×再帰定量化解析 (RQA)×
分野複雑系複雑系
系統Machine learningMachine learning
提唱年19832007
提唱者Benoit MandelbrotMarwan, Romano, Thiel & Kurths
種類Geometric complexity quantificationNonlinear time-series characterization
原典Mandelbrot, B. B. (1983). The Fractal Geometry of Nature. W. H. Freeman. ISBN: 978-0-7167-1186-5Marwan, N., Romano, M. C., Thiel, M., & Kurths, J. (2007). Recurrence plots for the analysis of complex systems. Physics Reports, 438(5–6), 237–329. DOI ↗
別名Box-Counting Analysis, Fractal Dimension Estimation, Multifractal Analysis, Fraktal AnalizRQA, Recurrence Plot Analysis, Nonlinear Recurrence Analysis, Tekrarlama Kantifikasyon Analizi
関連22
概要Fractal Analysis quantifies the self-similar, scale-invariant complexity of geometric objects and time series through the fractal dimension D and the Hurst exponent H. Introduced systematically by Benoit Mandelbrot in his 1983 landmark work, the framework extends classical Euclidean geometry to irregular shapes found in nature, finance, physiology, and materials science. It provides a single dimensionless index that captures how completely a pattern fills space across multiple scales.Recurrence Quantification Analysis (RQA) is a nonlinear method for characterizing the dynamics of a time series by quantifying the small-scale structure of its recurrence plot. Introduced in its modern, comprehensive form by Marwan, Romano, Thiel, and Kurths in 2007, RQA extracts scalar measures — such as recurrence rate, determinism, laminarity, and Shannon entropy — that capture periodicity, chaos, stationarity, and transitions in complex dynamical systems.
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ScholarGate手法を比較: Fractal Analysis · Recurrence Quantification Analysis. 2026-06-15に以下より取得 https://scholargate.app/ja/compare