Time Series Classification Based on Fractal Properties

Публікація:
Time Series Classification Based on Fractal Properties

dc.contributor.author	Булах, В. А.
dc.contributor.author	Кіріченко, Л. О.
dc.contributor.author	Радівілова, Т. А.
dc.date.accessioned	2019-06-19T08:42:30Z
dc.date.available	2019-06-19T08:42:30Z
dc.date.issued	2018
dc.description.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.	uk_UA
dc.identifier.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.	uk_UA
dc.identifier.uri	http://openarchive.nure.ua/handle/document/9452
dc.language.iso	en	uk_UA
dc.subject	multifractal time series	uk_UA
dc.subject	binomial stochastic cascade	uk_UA
dc.subject	classification of time series	uk_UA
dc.subject	Hurst exponent	uk_UA
dc.subject	Random Forest	uk_UA
dc.title	Time Series Classification Based on Fractal Properties	uk_UA
dc.type	Thesis	uk_UA
dspace.entity.type	Publication