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The wavelet transform modulus maxima (WTMM) used in the singularity analysisof one fractal function is extended to study the fractal correlation of twomultifractal functions. The technique is developed in the framework of jointpartition function analysis (JPFA) proposed by Meneveau et al. [1] and is shownto be equally effective. In addition, we show that another leading approachdeveloped for the same purpose, namely, relative multifractal analysis, can beconsidered as a special case of JPFA at a particular parameter setting.

Wavelet transform modulus maxima based fractal correlation analysis