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An algorithm for calculating generalized fractal dimension of a time series using the general information function is presented. The algorithm is based on a strings sort technique and requires O(Nlog2N) computations. A rough estimate for the number of points needed for the fractal dimension...
Persistent link: https://www.econbiz.de/10010873474
We demonstrate that the methods of signal (time series) analysis developed in nonlinear and symbolic dynamics when applied to financial data in Econophysics give new possibilities of interpretation of those data. Analogies with interpretation of biosignals in Medical Physics may be observed....
Persistent link: https://www.econbiz.de/10010590499
Processes with long-range dependence (LRD) have gained wide applications in many fields of science and technologies ranging from hydrology to network traffic. Two key properties of such processes are LRD that is characterized by the Hurst parameter H and self-similarity (SS) that is measured by...
Persistent link: https://www.econbiz.de/10010590734
Technical analysis (TA) has been used for a long time before the availability of more sophisticated instruments for financial forecasting in order to suggest decisions on the basis of the occurrence of data patterns. Many mathematical and statistical tools for quantitative analysis of financial...
Persistent link: https://www.econbiz.de/10010589480
As information technology has advanced, people are turning to electronic media more frequently for communication, and social relationships are increasingly found on online channels. However, there is very limited knowledge about the actual evolution of the online social networks. In this paper,...
Persistent link: https://www.econbiz.de/10011059564
Texture is an important visual attribute used to describe images. There are many methods available for texture analysis. However, they do not capture the detail richness of the image surface. In this paper, we propose a new method to describe textures using the artificial crawler model. This...
Persistent link: https://www.econbiz.de/10010871948
This work applies the rescaled range analysis and fractal dimension technique to analyze the time series on silicon content in pig iron for detecting the inherent mechanism that governs blast furnace iron making process. The results show that there is time-dependent fractal feature and...
Persistent link: https://www.econbiz.de/10010871982
This work proposes the development and study of a novel technique for the generation of fractal descriptors used in texture analysis. The novel descriptors are obtained from a multiscale transform applied to the Fourier technique of fractal dimension calculus. The power spectrum of the Fourier...
Persistent link: https://www.econbiz.de/10010872028
Different sleep stages are associated with distinct dynamical patterns in EEG signals. In this article, we explored the relationship between the sleep architecture and fractal dimension (FD) of sleep EEG. In particular, we applied the FD analysis to the sleep EEG of patients with obstructive...
Persistent link: https://www.econbiz.de/10010872606
Two-dimensional spring square network model involving the nearest and second neighbour bonds is studied by numerical simulation with Gauss–Seidel iteration for brittle fracture Mode I. The material-dependent parameter, G0/G, is introduced in this simulation, and G and G0 are the parameters...
Persistent link: https://www.econbiz.de/10010872981