Публікація: Time Series Classification Based on Fractal Properties
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Дата
2018
Назва журналу
ISSN журналу
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Видавництво
Анотація
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.
Опис
Ключові слова
multifractal time series, binomial stochastic cascade, classification of time series, Hurst exponent, Random Forest
Бібліографічний опис
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.