THE ROBUST FRACTAL ANALYSIS OF TIME SERIES: CONCERNING SIGNAL CLASS AND DATA LENGTH

DOI10.1142/S0218348X11005099zbMath1219.28009OpenAlexW2088563215MaRDI QIDQ3011235

E. Nikooee, N. Talebbeydokhti, A. Shamsai, G. R. Rakhshandehroo, M. H. Fattahi

Publication date: 28 June 2011

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x11005099

zbMATH Keywords

Hurst exponentfBmfGndata lengthsignal classtime series fractal analysis

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Fractals (28A80)

Cites Work

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• Fractal analyses for `short' time series: A re-assessment of classical methods
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• On some generalization of fractional Brownian motions
• Wavelet packet computation of the Hurst exponent
• Error Bounds on the Estimation of Fractal Dimension
• Fractional Brownian Motions, Fractional Noises and Applications

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