Evaluation of dimension of fractal time series with the least square method

• 来源期刊: 中国科学:物理学 力学 天文学（英文版）
• 年，卷（期）: 2017,（4）
• 页码范围: 62-64
• 页数: 3页
• 语种: 中文
• DOI: 10.1007/s11433-016-9002-8

摘要

Properties of fractional Brownian motions (fBms) have been investigated by researchers in different fields,e.g.statistics,hydrology,biology,finance,and public transportation,which has helped us better understand many complex time series observed in nature [1-4].The Hurst exponent H (0 ＜ H ＜ 1) is the most important parameter characterizing any given time series F(t),where t represents the time steps,and the fractal dimension D is determined via the relation D =2-H.