A Novel Method of Calculating the Correlative Dimension of Time-Series

Dang Jian-wu; Huang Jian-guo

Volume 27 Issue 6

Jun. 2005

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Dang Jian-wu, Huang Jian-guo. A Novel Method of Calculating the Correlative Dimension of Time-Series[J]. Journal of Electronics & Information Technology, 2005, 27(6): 879-883.

Citation:

Dang Jian-wu, Huang Jian-guo. A Novel Method of Calculating the Correlative Dimension of Time-Series[J]. Journal of Electronics & Information Technology, 2005, 27(6): 879-883.

Dang Jian-wu, Huang Jian-guo. A Novel Method of Calculating the Correlative Dimension of Time-Series[J]. Journal of Electronics & Information Technology, 2005, 27(6): 879-883.

Citation:

Dang Jian-wu, Huang Jian-guo. A Novel Method of Calculating the Correlative Dimension of Time-Series[J]. Journal of Electronics & Information Technology, 2005, 27(6): 879-883.

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A Novel Method of Calculating the Correlative Dimension of Time-Series

Dang Jian-wu^{①;黄建国},
Huang Jian-guo

Received Date: 2004-01-15
Rev Recd Date: 2004-07-29
Publish Date: 2005-06-19

Abstract

Abstract

In this paper, a novel method of calculating the correlative dimension of time-series is proposed. With this method, the fractal scaleless band of time-series can be identified and the correlative dimension of time series can be calculated according to the parameters given. The results of theory analysis and Monte Carlo simulation show that the method is efficient and objective in identifying the fractal scaleless band of time-series and calculating the correlative dimension of time series.

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References(1)

References

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