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《JOURNAL OF UNIVERSITY OF SCIENCE AND TECHNOLOGY BEIJING》 1998-05
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Discriminating Fractals In Time Series

Liao Ming;Zhang Wenming;Fang Mei;Feng Yali(Resurces Engineering School,UST Beijing. Beijing 100083,China)  
Fractal theory is a new method to apply in time series analysis, but how to discriminate fractal time series from non-fractal time series is ambiguous. Several Parame- ters, such as Poincare map, Lyapunov exponent, correlation dimension, power spectrum density and Hunt exponent, are used to recognize if the time series are fractals. The relia- bilities of the parameters used above arc compared. If the dynamic system is known, it's fit to use the Poincare map and Lyapunov exponent; while if the dynamic system is unknown, it, s fit to use the power spectrum density and Hurst exponent. At last, the range of fractals applying in time series analysis is sketched.
【Fund】: 国家自然科学基金
【CateGory Index】: TB114
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