Please use this identifier to cite or link to this item: http://openarchive.nure.ua/handle/document/9452
Title: Time Series Classification Based on Fractal Properties
Authors: Булах, В. А.
Кіріченко, Л. О.
Радівілова, Т. А.
Keywords: multifractal time series
binomial stochastic cascade
classification of time series
Hurst exponent
Random Forest
Issue Date: 2018
Citation: Bulakh V. Time Series Classification Based on Fractal Properties / V. Bulakh, L. Kirichenko, T. Radivilova // Data Stream Mining & Processing : proceedings of the 2018 IEEE Second International Conference, 2018. Lviv. – P. 198–201.
Abstract: The article considers classification task of fractal time series by the meta algorithms based on decision trees. Binomial multiplicative stochastic cascades are used as input time series. Comparative analysis of the classification approaches based on different features is carried out. The results indicate the advantage of the machine learning methods over the traditional estimating the degree of self-similarity.
URI: http://openarchive.nure.ua/handle/document/9452
Appears in Collections:Кафедра прикладної математики (ПМ)

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