fractal dimension

fractal dimension
A dimension in which it is the most suitable to make measurements on a fractal set.

Conventional statistical analyses presuppose that intrinsic variability is white noise. White noise yields a jagged and irregular line with a fractal dimension of 1.5, because successive observations are statistically independent of each other. Its fractal dimension indicates the extent to which white noise occupies 2-D space. White noise is uncorrelated noise. By contrast, the successive observations of pink noise tend to be positively correlated. This results in a less jagged trial series, and lower fractal dimensions that fall in the interval between 1 and 1.5.

See Also: dimension, fractal

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