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Fractals deal with special sets that exhibit complicated patterns in every scale. Fractal sets usually have a Hausdorff dimension different from its topological dimension. Examples include Julia sets, the Sierpinski triangle, the Cantor set. Fractals naturally appear in dynamical system, such as iterations in the complex plane, or as strange attractors to continuous dynamical systems, (see Lorentz attractor).
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Estimating the fractal dimension of a point cloud
You might look at Robert MacPherson and Benjamin Schweinhart's recent preprint "Measuring Shape with Topology", where they use topological methods (i.e. persistent homology) to estimate fractal dimens …