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프랙탈 분석×재발 정량 분석 (RQA)×
분야복잡계복잡계
계열Machine learningMachine learning
기원 연도19832007
창시자Benoit MandelbrotMarwan, Romano, Thiel & Kurths
유형Geometric complexity quantificationNonlinear time-series characterization
원전Mandelbrot, 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 ↗
별칭Box-Counting Analysis, Fractal Dimension Estimation, Multifractal Analysis, Fraktal AnalizRQA, Recurrence Plot Analysis, Nonlinear Recurrence Analysis, Tekrarlama Kantifikasyon Analizi
관련22
요약Fractal 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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