evaluationofdimensionoffractaltimeserieswiththeleastsquaremethod
文献类型:期刊论文
作者 | Qiao Bingqiang1; Liu Siming1![]() |
刊名 | sciencechinaphysicsmechanicsastronomy
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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. |
入库方式: OAI收割
来源:紫金山天文台
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