Fractal Spectrum Structure of Random Time Series
نویسندگان
چکیده
منابع مشابه
Analytical Determination of Fractal Structure in Stochastic Time Series
Abstract Current methods for determining whether a time series exhibits fractal structure (FS) rely on subjective assessments on estimators of the Hurst exponent (H). Here, I introduce the Bayesian Assessment of Scaling, an analytical framework for drawing objective and accurate inferences on the FS of time series. The technique exploits the scaling property of the diffusion associated to a tim...
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ژورنال
عنوان ژورنال: Zisin (Journal of the Seismological Society of Japan. 2nd ser.)
سال: 1989
ISSN: 0037-1114,1883-9029,2186-599X
DOI: 10.4294/zisin1948.42.1_1