Random Fractals and the Stock Market

Unifractal Cartoons - Example 2

For comparison, here is another example with dt1 = 0.3, this time taking H = 0.75.
From the scaling condition we see dt2 must satisfy
0.30.75 - (dt2)0.75 + (1 - 0.3 - dt2)0.75 = 1
Mathematica can find dt2 using the command
FindRoot[0.3^0.75 + x^0.75 + (1 - 0.3 - x)^0.75 == 1,{x,2}]
This gives
dt2 = x = 0.0598602
Then from dt1 + dt2 + dt3 = 1, we obtain
dt3 = 1 - 0.3 - dt2 = 0.64014.
We calculate the dYi from these by the unifractal scaling relation |dYi| = (dti)H, and the up, down, up ordering of the generator segments.
dY1 = 0.30.75 = 0.40536
dY2 = -(0.05986020.75) = -0.121019, and
dY3 = (0.64014)0.75 = 0.715659.
The turning points are
(a, b) = (dt1, dY1) = (0.3, 0.40536), and
(c, d) = (dt1 + dt2, dY1 + dY2) = (0.3598602, 0.284341).
The generator is on the left; the 8th iterate, sampled at 3128 points, is on the right.

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