The method of distinction monofractal and multifractal process from time series
Електронного архіву Харківського національного університету радіоелектроніки (Open Access Repository of KHNURE)
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
The method of distinction monofractal and multifractal process from time series
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| Creator |
Kirichenko, L.
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| Subject |
monofractal and multifractal time series
multifractal detrended fluctuation analysis generalized Hurst exponent |
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| Description |
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.
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| Date |
2016-09-06T10:50:18Z
2016-09-06T10:50:18Z 2014 |
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| Type |
Article
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| Identifier |
Kirichenko L. The method of distinction monofractal and multifractal process from time series // Системні технології. – 2014. – №6 (95). – С. 55-61.
http://openarchive.nure.ua/handle/document/2156 |
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| Language |
en
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