Time Series Classification Based on Fractal Properties
Електронного архіву Харківського національного університету радіоелектроніки (Open Access Repository of KHNURE)
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Time Series Classification Based on Fractal Properties
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| Creator |
Булах, В. А.
Кіріченко, Л. О. Радівілова, Т. А. |
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| Subject |
multifractal time series
binomial stochastic cascade classification of time series Hurst exponent Random Forest |
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| Description |
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. |
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| Date |
2019-06-19T08:42:30Z
2019-06-19T08:42:30Z 2018 |
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| Type |
Thesis
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| Identifier |
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.
http://openarchive.nure.ua/handle/document/9452 |
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| Language |
en
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