Публікація:
Generalized Approach to Analysis of Multifractal Properties from Short Time Series

dc.contributor.authorKirichenko, L.
dc.contributor.authorAbed Saif Ahmed, Alghawli
dc.contributor.authorRadivilova, T.
dc.date.accessioned2020-06-02T13:08:42Z
dc.date.available2020-06-02T13:08:42Z
dc.date.issued2020
dc.description.abstractThe paper considers a generalized approach to the time series multifractal analysis. The focus of research is on the correct estimation of multifractal characteristics from short time series. Based on numerical modeling and estimating, the main disadvantages and advantages of the sample fractal characteristics obtained by three methods: the multifractal fluctuation detrended analysis, wavelet transform modulus maxima and multifractal analysis using discrete wavelet transform are studied. The generalized Hurst exponent was chosen as the basic characteristic for comparing the accuracy of the methods. A test statistic for determining the monofractal properties of a time series using the multifractal fluctuation detrended analysis is proposed. A generalized approach to estimating the multifractal characteristics of short time series is developed and practical recommendations for its implementation are proposed. A significant part of the study is devoted to practical applications of fractal analysis. The proposed approach is illustrated by the examples of multifractal analysis of various real fractal time series.uk_UA
dc.identifier.citationLyudmyla Kirichenko, Abed Saif Ahmed Alghawli, Tamara Radivilova. Generalized Approach to Analysis of Multifractal Properties from Short Time Series. International Journal of Advanced Computer Science and Applications(IJACSA), Volume 11 Issue 5, 2020. P.183-198. doi: 10.14569/IJACSA.2020.0110527uk_UA
dc.identifier.urihttp://openarchive.nure.ua/handle/document/11937
dc.language.isoenuk_UA
dc.publisherХНУРЕuk_UA
dc.subjectfractal time seriesuk_UA
dc.subjectmultifractal analysisuk_UA
dc.subjectestimation of multifractal characteristicsuk_UA
dc.subjectgeneralized Hurst exponentuk_UA
dc.subjectpractical applications of fractal analysisuk_UA
dc.titleGeneralized Approach to Analysis of Multifractal Properties from Short Time Seriesuk_UA
dc.typeArticleuk_UA
dspace.entity.typePublication

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