Multifractal time series analysis using the improved 0–1 test model

摘要: Abstract In this paper, we propose a new method of multifractal signal fluctuation analysis based on the 0–1 test that has previously been used for determining whether time series is deterministically chaotic or not. It shown works well both artificial and actual data, tests suggest several advantages over only test. Moreover, descriptive statistics provided to obtain inherited multifractality nonstationary series. Especially, technique validated be appropriate traffic flow data.