Fractal dimensions of time sequences

Physica A: Statistical Mechanics and its Applications

Volumn 388, Issue 15-16, 2009, Pages 3100-3106

  Liaw, Sy Sang ^a   Chiu, Feng Yuan ^a  

^a NATIONAL CHUNG HSING UNIVERSITY   (Taiwan)

Author keywords

Fractal Brownian motion; Fractal dimension; Random walk; Stock index; Time sequence

Indexed keywords

BROWNIAN MOVEMENT; INTERPOLATION; INVERSE PROBLEMS;

FRACTAL BROWNIAN MOTION; MIDPOINT DISPLACEMENT; PIECEWISE INTERPOLATION; POINT INTERPOLATION; RANDOM WALK; SIMPLE ANALYSIS; STOCK INDICES; TIME SEQUENCES;

FRACTAL DIMENSION;

EID: 67349110835     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2009.04.011     Document Type: Article

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