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Separating monofractals from multifractals. Δh values obtained by MF-DFA (as difference of Hölder exponents at q = + 15 and q = −15) are shown for monofractals with length of 210 (blue), 212 (green), 214 (red). It is clearly shown that longer signals are characterized by lower Δh, and its value below 0.2 means that true multifractality is unlikely present (Grech and Pamula, 2012). Signals were created by DHM at extended Hurst exponents of 0–1.9 with a step of 0.1.
