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分形分析×循环量化分析 (RQA)×
领域复杂系统复杂系统
方法族Machine learningMachine learning
起源年份19832007
提出者Benoit MandelbrotMarwan, Romano, Thiel & Kurths
类型Geometric complexity quantificationNonlinear time-series characterization
开创性文献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 ↗
别名Box-Counting Analysis, Fractal Dimension Estimation, Multifractal Analysis, Fraktal AnalizRQA, Recurrence Plot Analysis, Nonlinear Recurrence Analysis, Tekrarlama Kantifikasyon Analizi
相关22
摘要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方法对比: Fractal Analysis · Recurrence Quantification Analysis. 于 2026-06-15 检索自 https://scholargate.app/zh/compare