This paper presents an original and comprehensive comparative analysis of eight fractal analysis methods, including Box Counting, Compass, Detrended Fluctuation Analysis, Dynamical Fractal Approach, Hurst, Mass, Modified Mass, and Persistence. These methods are applied to artificially generated fractal data, such as Weierstrass–Mandelbrot functions and fractal Brownian motion, as well as natural datasets related to environmental and geophysical domains. The objectives of this research are to evaluate the methods’ capabilities in capturing fractal properties, their computational efficiency, and their sensitivity to data fluctuations. Main findings indicate that the Dynamical Fractal Approach consistently demonstrated the highest accuracy across different datasets, particularly for artificial data. Conversely, methods like Mass and Modified Mass showed limitations in complex fractal structures. For natural datasets, including meteorological and geological data, the fractal dimensions varied significantly across methods, reflecting their differing sensitivities to structural complexities. Computational efficiency analysis revealed that methods with linear or logarithmic complexity, such as Persistence and Compass, are most suited for larger datasets, while methods like DFA and Dynamic Fractal Approaches required higher computational resources. This study provides an original comparative study for researchers to select appropriate fractal analysis techniques based on dataset characteristics and computational limitations.
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