Search Results - subject:"fractal dimension"

Efektivita kapitálových trhu̇ : fraktální dimenze, hurstu̇v exponent a entropie

Kríštoufek, Ladislav; Vošvrda, Miloslav S. - In: Politická ekonomie : teorie, modelování, aplikace 60 (2012) 2, pp. 208-221

Persistent link: https://www.econbiz.de/10010374013

Estimating the fractal dimension of time series of currence values using area division method

Przekota, Grzegorz; Przekota, Daniel - In: Operations Research and Decisions 3-4 (2004), pp. 67-82

dimension, called fractal dimension, determines how the time series fills its space. It is used, e.g., to characterise series of … this method. The authors estimated the fractal dimension for chosen time series of currency values with length of 1000 and …

Persistent link: https://www.econbiz.de/10008777202

Modeling large Mexican urban metropolitan areas by a Vicsek Szalay approach

Murcio, Roberto; Rodríguez-Romo, Suemi - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 16, pp. 2895-2903

A modified Vicsek–Szalay model is introduced. From this, experiments are performed in order to simulate the spatial morphology of the largest metropolitan area of México: a set of clusters formed by the Valle de México metropolitan area (VMMA), Puebla metropolitan area (PMA) and Toluca...

Persistent link: https://www.econbiz.de/10011064282

Fractal dimension and b-value mapping in the Andaman-Sumatra subduction zone

Roy, Sohini; Ghosh, Uma; Hazra, Sugata; Kayal, J. - In: Natural Hazards 57 (2011) 1, pp. 27-37

Sea Ridge (ASR), Sumatra and Java fault systems. Prominent N–S to NW–SE to E–W trending fractal dimension contours all …

Persistent link: https://www.econbiz.de/10010996478

FROM STANDARD MACROECONOMICS TO NON-LINEAR MACROECONOMICS

Albu, Lucian Liviu - In: Studies in Business and Economics 5 (2010) 1, pp. 5-33

Last period a number of studies try to many demonstrate how the non-linear models can be useful to investigate the behavioural of dynamic economic systems. Using some adequate non-linear models could be a good way to find more refined solutions to actually unsolved problems or ambiguities in...

Persistent link: https://www.econbiz.de/10008560012

Fractal dimension of time series as a measure of investment risk

Orzeszko, Witold - In: Acta Universitatis Nicolai Copernici, Ekonomia 41 (2010), pp. 57-70

A concept of fractal dimension as a measure of risk in securities trading is presented in this paper. The two methods … of calculating fractal dimension of time series – R/S analysis and segment-variation method are described and applied to …

Persistent link: https://www.econbiz.de/10010610809

Fractal protein structure revisited: Topological, kinetic and thermodynamic relationships

Tejera, E.; Machado, A.; Rebelo, I.; Nieto-Villar, J. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 21, pp. 4600-4608

The present work explored the definitions and calculations of fractal dimensions in protein structures and the corresponding relationships with the protein class, secondary structure contents, fold type as well as kinetic and thermodynamic parameters like the folding and unfolding rate, the...

Persistent link: https://www.econbiz.de/10010588642

Assessing severity of obstructive sleep apnea by fractal dimension sequence analysis of sleep EEG

Zhang, J.; Yang, X.C.; Luo, L.; Shao, J.; Zhang, C.; Ma, J. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 20, pp. 4407-4414

relationship between the sleep architecture and fractal dimension (FD) of sleep EEG. In particular, we applied the FD analysis to …

Persistent link: https://www.econbiz.de/10010872606

Fractal dimensions of time sequences

Liaw, Sy-Sang; Chiu, Feng-Yuan - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 15, pp. 3100-3106

We present a simple and efficient way for calculating the fractal dimension D of any time sequence sampled at a … displacement widely used in generating fractal Brownian motion for a given D. The efficiency of our method makes the fractal … dimension a practical tool in analyzing the abundant data in natural, economic, and social sciences. …

Persistent link: https://www.econbiz.de/10011062563

Topological crossovers in the forced folding of self-avoiding matter

Balankin, Alexander S.; Matamoros, Daniel Morales; … - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 9, pp. 1780-1790

sheets only, because the fractal dimension of the set of folded elasto-plastic sheets is the thickness dependent due to the …

Persistent link: https://www.econbiz.de/10011063343