The method of distinction monofractal and multifractal process from time series

Публікація:
The method of distinction monofractal and multifractal process from time series

dc.contributor.author	Kirichenko, L.
dc.date.accessioned	2016-09-06T10:50:18Z
dc.date.available	2016-09-06T10:50:18Z
dc.date.issued	2014
dc.description.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.	uk_UA
dc.identifier.citation	Kirichenko L. The method of distinction monofractal and multifractal process from time series // Системні технології. – 2014. – №6 (95). – С. 55-61.	uk_UA
dc.identifier.uri	http://openarchive.nure.ua/handle/document/2156
dc.language.iso	en	uk_UA
dc.subject	monofractal and multifractal time series	uk_UA
dc.subject	multifractal detrended fluctuation analysis	uk_UA
dc.subject	generalized Hurst exponent	uk_UA
dc.title	The method of distinction monofractal and multifractal process from time series	uk_UA
dc.type	Article	uk_UA
dspace.entity.type	Publication