PMO OpenIR
evaluationofdimensionoffractaltimeserieswiththeleastsquaremethod
Qiao Bingqiang1; Liu Siming1; Zeng Houdun1; Li Xiang1; Dai Benzhong2
2017
Source Publicationsciencechinaphysicsmechanicsastronomy
ISSN1674-7348
Volume60Issue:4Pages:3
AbstractProperties of fractional Brownian motions (fBms) have been investigated by researchers in different fields, e.g. statistics, hydrology, biology, finance, and public transportation, which has helped us better understand many complex time series observed in nature. The Hurst exponent H (0 < H < 1) is the most important parameter characterizing any given time series F(t), where t represents the time steps, and the fractal dimension D is determined via the relation D = 2 – H.
Language英语
Document Type期刊论文
Identifierhttp://libir.pmo.ac.cn/handle/332002/30229
Collection中国科学院紫金山天文台
Affiliation1.中国科学院紫金山天文台
2.云南大学
First Author Affilication中国科学院紫金山天文台
Recommended Citation
GB/T 7714
Qiao Bingqiang,Liu Siming,Zeng Houdun,et al. evaluationofdimensionoffractaltimeserieswiththeleastsquaremethod[J]. sciencechinaphysicsmechanicsastronomy,2017,60(4):3.
APA Qiao Bingqiang,Liu Siming,Zeng Houdun,Li Xiang,&Dai Benzhong.(2017).evaluationofdimensionoffractaltimeserieswiththeleastsquaremethod.sciencechinaphysicsmechanicsastronomy,60(4),3.
MLA Qiao Bingqiang,et al."evaluationofdimensionoffractaltimeserieswiththeleastsquaremethod".sciencechinaphysicsmechanicsastronomy 60.4(2017):3.
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