Hurst exponent evaluated via calculated by box-counting method on short time series example fractal dimension
Journal Title: Vìsnik Nacìonalʹnogo unìversitetu "Lʹvìvsʹka polìtehnìka". Serìâ Ìnformacìjnì sistemi ta merežì - Year 2015, Vol 814, Issue
Abstract
The three versions of box counting algorithm for determining the fractal dimension of a spreadsheet Ms Excel is implemented. Values of Hearst exponent have been obtained for ten short individual time series, by the designed algorithm, based on the equation D = 2-H. The values of Hearst exponent received by means of general methods are given. The research results prove that the exact value of the fractal dimension and Hearst exponent can be obtained using the third version of the algorithm.
Authors and Affiliations
Lilya Nych, R. M. Kaminsky
Keywords
Related Articles
- EP ID EP617517
- DOI -
- Views 132
- Downloads 0
Information model of sociological research in the web environment
This paper is devoted to solving the task of creation the consolidated information resource for sociological research. Show the consolidated resource on which it will be designed and created.
The methods of context processing in intelligent systems
Context-based methods represent an important part of toolkit used to build intelligent systems. In the article existent definitions of context for a system with a single decision making agent were discussed. Available fo...
Decision Support System for Financial Markets’ Investment Risks Analysis
The article describes the features of the VaR methodology for assessing investment risks in the financial markets of securities. Developed decision support information system allows to calculate expected and unexpected l...
The use of content analysis for textual data sets processing
This article presents the content analysis techniques for online newspapers. The model describes the processing of information resources in content analysis and simplifies automation technology of content management. In...
The Intelligent System of Analysis of Architectural and Construction Company
The intelligent system of analysis of architectural and construction company is described in the article. The informative model of such system is projected. Goals, objectives and scope of such a system are defined.