In fractal geometry, the Higuchi dimension (or Higuchi fractal dimension (HFD)) is an approximate value for the box-counting dimension of the graph of a real-valued function or time series. This value is obtained via an algorithmic approximation so one also talks about the Higuchi method. It has many applications in science and engineering and has been applied to subjects like characterizing primary waves in seismograms, clinical neurophysiology and analyzing changes in the electroencephalogram in Alzheimer's disease.
Formulation of the method The original formulation of the method is due to T. Higuchi. Given a time series X : { 1 , … , N } → R {\displaystyle X:\{1,\dots ,N\}\to \mathbb {R} } consisting of N {\displaystyle N} data points and a parameter k m a x ≥ 2 {\displaystyle k_{\mathrm {max} }\geq 2} the Higuchi Fractal dimension (HFD) of X {\displaystyle X} is calculated in the following way: For each k ∈ { 1 , … , k m a x } {\displaystyle k\in \{1,\dots ,k_{\mathrm {max} }}\} and m ∈ { 1 , … , k } {\displaystyle m\in \{1,\dots ,k}\} define the length L m ( k ) {\displaystyle L_{m}(k)} by
L m ( k ) = N − 1 ⌊ N − m k ⌋ k 2 ∑ i = 1 ⌊ N − m k ⌋ | X N ( m + i k ) − X N ( m + ( i − 1 ) k ) | . {\displaystyle L_{m}(k)={\frac {N-1}{\lfloor {\frac {N-m}{k}}\rfloor k^{2}}}\sum _{i=1}^{\lfloor {\frac {N-m}{k}}\rfloor }|X_{N}(m+ik)-X_{N}(m+(i-1)k)|.}
The length L ( k ) {\displaystyle L(k)} is defined by the average value of the k {\displaystyle k} lengths L 1 ( k ) , … , L k ( k ) {\displaystyle L_{1}(k),\dots ,L_{k}(k)} ,
L ( k ) = 1 k ∑ m = 1 k L m ( k ) . {\displaystyle L(k)={\frac {1}{k}}\sum _{m=1}^{k}L_{m}(k).}
The slope of the best-fitting linear function through the data points { ( log 1 k , log L ( k ) ) } {\displaystyle \left\{\left(\log {\frac {1}{k}},\log L(k)\right)\right\}} is defined to be the Higuchi fractal dimension of the time-series X {\displaystyle X} .
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