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Accepted 1997 July 19. Received 1997 July 17; in original form 1997 March 20
S U M M A RY
Fractal analysis is now common in many disciplines, but its actual application is often
a¡ected by methodological errors which can bias the results. These problems are com-
monly associated with the evaluation of the fractal dimension D and the range of scale
invariance R.
We show that by applying the most common algorithms for fractal analysis
1 IN T ROD U C T I O N
One of the most striking characteristics in geology is the self-
similarity shown by many natural objects, that is their scale
invariance. For instance, in a picture of a geological outcrop
one cannot detect the scale of length, unless a reference object
is included in the ¢eld. Another common feature is the
jaggedness and irregularity of almost every natural object. A
di¤culty that has always dogged naturalists stems from the
impossibility of classical geometry to cope with actual shapes,
making classi¢cation of objectsöhistorically, the staple of
naturalistic sciencesövery di¤cult. The capability of fractal
geometry to account for scale invariance and, at least in
principle, to ¢ll this gap, justi¢es its great success.
The concept of fractal dimension, on which fractal geometry
hinges, arises from simple theoretical considerations based on
the self-similarity of any object. Let us consider, as a practical
example of a self-similar object, a segment (Fig. 1). Choosing
an integer b, it is always possible to `cover' the segment with
N~b equal parts. Each part can be obtained from the original
segment through the similarity ratio r(N)~1/b~1/N. Next a
rectangle is considered, which can be covered by N~b2 equal
Figure 1. Self-similarity in (a) a linear segment, (b) a square and
parts; here the similarity ratio is r(N)~1/b~1/N 1=2 . The same (c) the Koch curve. The value of the object's dimension stems from the
procedure applied to a parallelepiped yields a similarity ratio application of the similarity ratio (see text), which yields integer values
r(N)~1/N 1=3 ; one can generalize this result for any dimension for Euclidean ¢gures (a) and (b), and a non-integer value for the fractal
D, where the ratio is r(N)~1/N 1=D. one (c).
Again, it is convenient to turn eq. (4) into outline of the object, a common problem with incomplete
geological exposure.
log (N(g))~a{D log (g) . (5)
To calculate D, one covers the object with a grid of squares 2.2 Linear regression: the key to fractal dimension
(or, in the case of three-dimensional surfaces, of cubes) initially
of side g1, then counts the number N(g1 ) of squares that All the methods for measuring scale invariance in a range and
include part of the object. The measurement is then carried out its characterizing parameter, the fractal dimension D, rely on
using side g2 , obtaining N(g2 ) squares. This step is repeated linear regression. This technique attempts to verify whether a
S times, using squares of increasingly shorter side. Eventually, linear relationship exists in the data, in other words, whether
one calculates the regression line between the independent a linear model can be used to describe the data. We have seen
variable log (gi ) and the dependent variable log (N(gi )), where that the equations governing the main algorithms for fractal
i~1, . . . , S. D is given by the absolute value of the line analysis are power laws, which can be turned into linear laws
slope. after logarithmic transformations.
The BC algorithm is also at the root of all the main There seems to be widespread ignorance of the basic
de¢nitions of fractal dimension. In fact, high-order dimen- assumptions behind regression analysis. A most common
sions, such as the capacity, information and correlation pitfall is interpreting R2 uncritically as an indicator of the
dimensions (Mandelbrot 1983; Grassberger & Procaccia 1983), appropriateness of the linear model. This is not correct (cf :
can all be calculated through the BC algorithm according to Draper & Smith 1981). The key tool in studying the adequacy
the moments formula: of linear regression is the analysis of residuals. For instance,
Figure 3. The parabola y~x2 plotted against a linear regression line of the form y~b1 xzb0 , with b1 ~0:98 and b0 ~{0:15. There are three
systematic clusters of residuals above [regions (a) and (c)] and [region (b)] below the line, showing that the linear model ¢ts the parabola poorly despite
the high regression coe¤cient (R2 ~0:936, see main text).
signs of the residuals are (see Fig. 3): 10z, 29{ and 11z, that application of the algorithms yields necessarily at least two
is the number of runs is three. The probability that such a low data points, through which one can always ¢t a straight line.
number of runs could occur by chance is less than 0.01, and This is illustrated in Fig. 4, which represents the results of a box
thus the linear model must be rejected despite its high counting analysis performed on a tectonic map (Formazione
regression coe¤cient. Having too few runs is the most common Marnoso Arenacea, central Apennines, Italy). The tectonic
situation in fractal analysis. map is shown in Fig. 4a.
We would like to stress that ¢nding a range in a data set Taking all the points into account and ¢tting a simple
where a straight line can be ¢tted is always possible; in fact, regression line, we have D~1:249 (Fig. 4b). Fitting two
Figure 4. (Top) Tectonic map representing a portion of the central Apennines (Formazione Marnoso Arenacea, Italy). The map shows the outcrops
of faults as a series of lines on the surface. (Middle) Fractal analysis performed on the data from the map shown in (a). Note that also in this case we
obtain only three systematic clusters runs of residuals, respectively (a) below, (b) above and (c) below the best-¢t line. (Bottom) The same data plotted
against two regression lines ¢tted to di¡erent parts of the data range.
separate regression lines, in the ranges 0¦x¦2:5 and 3¦x¦6, The ¢rst requirement is the veri¢cation that a true line runs
which individually look more linear, yields D~0:974 and through the data. The problem here is aggravated by the fact
D~1:468 (Fig. 4c). Finally, using only the ¢rst and last point that both the WR and the BC methods have extreme points
yields D~1:199. Which D is the right one? None, and, in corresponding to the ¢rst and last step (largest and least
addition, we cannot even establish the correctness of the result divider spread or box side). Thus, by the curve which in general
since in all the cases we have used too few points, which connects these two points, there will always be a portion that
makes the runs test useless. In fact, no test is powerful with few `looks approximately' linear. One has to be cautious and
data: with fewer than *15 data points, the runs test cannot ensure that the data really show linearity, that is self-similarity.
yield meaningful results, even in this case where there is a If any of the conditions discussed above do not hold, the
signi¢cant range of scales in the data (six orders of magnitude value of D that one ¢nds cannot be supported by any test. This
in length according to Fig. 4b.) implies that a fractal analysis carried out on few data su¡ers
The lack of su¤cient data points is the real serious problem from a fundamental methodological £aw: scale invariance may
in fractal analysis. The chief di¤culty is that the algorithms are be present, but too few data make it impossible to discriminate
often implemented by hand, which is extremely tedious and it from the case where it is not present. Thus, using too few
time-consuming. Thus, it is very unlikely that one will perform data is a two-fold trap: calculations are easier and positive
all the steps necessary to obtain an adequate number of data results are apparently guaranteed. Unfortunately, what is
points. Employing computer programs is the only feasible really guaranteed is a wealth of incorrect and/or meaningless
alternative, and we have developed a package which deals results. Some examples of this, extracted from the literature,
directly with digitized images, implements a virtual screen are reported in a later section.
(size 2040|2048, increasable) with a high resolution, and
includes a recursive zooming capability. These features allows
3.1 Obtaining bad results
us to perform an adequate fractal analysis by always using a
su¤cient number of data points. (The procedure is detailed in In order to show how fractal analysis is often actually per-
Appendix B.) formed, as opposed to how it ought to be performed, we shall
give one example of WR and one of BC. Both analyses will be
compared with similar examples found in the literature,
3 CA L C U L ATI NG D I N PR AC TIC E
showing how easily badly incorrect results can be obtained.
To sum up, in order to conduct a proper fractal analysis Let us consider the data shown in Table 1, which were
one must have enough points to have a meaningful linear obtained performing the WR on a line of total length 59 cm,
regression, and the points must span a su¤ciently wide
interval to be physically meaningful. As a rule of thumb,
(1) around 20 points are needed to substantiate the issue of
Table 1. Data obtained performing the Walker's Ruler algorithm on a
linear relation, and (2) at least two or three orders of magni-
linear segment, total length 59 cm. gi represents the spread of the
tude are needed for the self-similarity to be physically worth dividers and L(gi ) the corresponding line length. The following ruler
considering. What would be the meaning of ¢nding self- lengths were used: 20, 10, 5 and 2 cm.
similarity over half an order of magnitude? Not much. There
is no general rule, but common sense suggests that self- log(gi ) log(L(gi ))
2:995732 3:688879
similarity over less than two to three orders of magnitude is 2:302585 3:688879
not indicative of important physical phenomena, and should 1:609438 4:007333
therefore be disregarded. 0:693147 4:060443
for which D is obviously 1. The following ruler lengths were employing a computer. We have developed a suite of programs
used: 20, 10, 5 and 2 cm. From these data one obtains the implementing the BC algorithm (see Appendix B) and the
regression line y~{0:1864+0:058xz4:2155, R2 ~0.837; accompanying signi¢cance tests. We now repeat the analysis on
whence D~1.1864. Needless to say, this `fractal' dimension is the Koch curve, putting all the precautions discussed into
grossly wrong. We have made the mistake of using too few practice.
data points, and this is the reason why we have obtained an We create a map of the Koch curve covering the whole
incorrect value of D; moreover, we have chosen too narrow a interval. The program starts with a box side of 2048 pixels,
range of `scale invariance' (barely one order of magnitude). which is decreased at each step. We obtain the data shown in
This kind of careless analysis is very common in literature, Table 3, and we then calculate the parameters of the regression
and many examples could be cited irrespective of the author's line and the residuals. Applying eq. (A11) we calculate the
reputation. Probably the most famous is Mandelbrot (1967), probability PN of obtaining our sequence of runs, obtaining
who in his renowned work presented instances of WR per- 0.425.
formed with only ¢ve points. Other examples can be found in The requirements are met. We have reliably measured D to
the book edited by Scholz & Mandelbrot (1989): the article by be equal to 1:2712+0:0112. Since this holds over three orders
Norton & Sorenson (1989) is a case in point. The authors use of magnitude, we may interpret this as a physically meaningful
too few data in their analyses, and the inadequacy of the linear self-similarity. We can then fairly safely assume that the Koch
model is visually clear in the charts. In the same book, the curve is a fractal, which is, of course, well known.
article by Snow (1989) su¡ers from the second type of error: he If we were to perform such a fractal analysis on real
uses an adequate number of data points, but the ranges of scale objects, the main di¤culty would probably be the lack of
3.2 Obtaining good results Table 3. Data obtained performing the box counting algorithm on
All the above examples suggest that the main problems are the Koch curve. The computer used a box side of 2048 pixels; pthe
initial box side was 2048 and was decreased by dividing it by 2 at
caused by lack of data, either in the original source (for
each step.
example a catalogue of earthquakes in a region) or because of
the algorithm employed (for example the manual application log(gi ) log(N(gi ))
of WR or BC). In our opinion, if one cannot obtain enough 7:624619 0:000000
7:277939 0:693147
points for a reliable analysis, such an analysis is not worth 6:931472 0:693147
carrying out. 6:584791 1:609438
Provided the experimental data are not intrinsically lacking 6:238325 1:791759
nor marred by signi¢cant noise, the problem can be solved by 5:891644 2:197225
abandoning any manual approach to the algorithm and 5:545177 2:639057
5:198497 3:218876
4:852030 3:465736
4:510860 4:143135
4:158883 4:477337
Table 2. Data obtained performing the box counting algorithm on the 3:806662 4:912655
Koch curve using a 256|256 mm square containing the curve, and box 3:465736 5:288267
sides 128, 64, 32, 16 and 8 mm. gi represents the box side and N(gi ) the 3:135494 5:834811
number of boxes. 2:772589 6:269096
2:397895 6:824374
log(gi ) log(N(gi )) 2:079442 7:143618
4:852030 1:386294 1:791759 7:552237
4:158883 2:079442 1:386294 8:046549
3:465736 2:772589 1:098612 8:414939
2:772589 3:496508 0:693147 8:867287
2:079442 4:304065 0:000000 9:560152