Extracting fractal components from time series

DOI10.1016/0167-2789(93)90083-DzbMath0783.58048OpenAlexW2031337067MaRDI QIDQ688175

Richard L. Hughson, Yoshiharu Yamamoto

Publication date: 28 November 1993

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-2789(93)90083-d

zbMATH Keywords

spectral analysisfractal time seriesrandom phase relationship

Mathematics Subject Classification ID

Ergodic theorems, spectral theory, Markov operators (37A30) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Dynamic critical phenomena in statistical mechanics (82C27)

Related Items (2)

Convex combinations of long memory estimates from different sampling rates ⋮ Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series

Cites Work

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• Testing for nonlinearity in time series: the method of surrogate data
• A two-dimensional mapping with a strange attractor
• Approach to an irregular time series on the basis of the fractal theory
• Relationship between the fractal dimension and the power law index for a time series: A numerical investigation
• Self-Affine Fractals and Fractal Dimension
• Deterministic Nonperiodic Flow
• Fractional Brownian Motions, Fractional Noises and Applications

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