Please use this identifier to cite or link to this item: http://openarchive.nure.ua/handle/document/2156
Title: The method of distinction monofractal and multifractal process from time series
Authors: Kirichenko, L.
Keywords: monofractal and multifractal time series
multifractal detrended fluctuation analysis
generalized Hurst exponent
Issue Date: 2014
Citation: Kirichenko L. The method of distinction monofractal and multifractal process from time series // Системні технології. – 2014. – №6 (95). – С. 55-61.
Abstract: Based on the numerical analysis of the sample multifractal characteristics obtained by method of multifractal detrended fluctuation analysis the statistical criterion for accepting the hypothesis of monofractal properties of the time series is proposed. Results of investigations to identify mono- and multifractal properties of the time series of different nature are given.
URI: http://openarchive.nure.ua/handle/document/2156
Appears in Collections:Кафедра прикладної математики (ПМ)

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