中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
evaluationofdimensionoffractaltimeserieswiththeleastsquaremethod

文献类型:期刊论文

作者Qiao Bingqiang1; Liu Siming1; Zeng Houdun1; Li Xiang1; Dai Benzhong2
刊名sciencechinaphysicsmechanicsastronomy
出版日期2017
卷号60期号:4页码:3
ISSN号1674-7348
英文摘要Properties 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.
语种英语
源URL[http://libir.pmo.ac.cn/handle/332002/30228]  
专题中国科学院紫金山天文台
作者单位1.中国科学院紫金山天文台
2.云南大学
推荐引用方式
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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来源:紫金山天文台

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