Paper Infomation
A Statistical Method for Determining the Fractal Dimension of Time Series
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Author: Xinmeng Wang, Junjie Bai, Haiyue Jin, Yicheng Hong
Abstract: In this paper, we present a new method for determining the fractal dimension of time series and the algorithm of H index (Hurst index).
Keywords: Time Series, Fractal Dimension, H Index, R/S Analysis Method
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