A NOVEL R/S FRACTAL ANALYSIS AND WAVELET ENTROPY CHARACTERIZATION APPROACH FOR ROBUST FORECASTING BASED ON SELF-SIMILAR TIME SERIES MODELING (Q5025602)
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scientific article; zbMATH DE number 7468614
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOVEL R/S FRACTAL ANALYSIS AND WAVELET ENTROPY CHARACTERIZATION APPROACH FOR ROBUST FORECASTING BASED ON SELF-SIMILAR TIME SERIES MODELING |
scientific article; zbMATH DE number 7468614 |
Statements
A NOVEL R/S FRACTAL ANALYSIS AND WAVELET ENTROPY CHARACTERIZATION APPROACH FOR ROBUST FORECASTING BASED ON SELF-SIMILAR TIME SERIES MODELING (English)
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2 February 2022
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\((R/S)\) fractal analysis
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wavelet entropy
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Hurst exponent
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forecasting
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artificial neural network
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financial time series
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self-similarity
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