Relationship between Continuum of Hurst Exponents of Noise-like Time Series and the Cantor Set
In this paper, we have modified the Detrended Fluctuation Analysis (DFA) using the ternary Cantor set. We propose a modification of the DFA algorithm, Cantor DFA (CDFA), which uses the Cantor set theory of base 3 as a scale for segment sizes in the DFA algorithm. An investigation of the phenomena ge...
Guardado en:
Autores principales: | , , , , |
---|---|
Formato: | article |
Lenguaje: | EN |
Publicado: |
MDPI AG
2021
|
Materias: | |
Acceso en línea: | https://doaj.org/article/f3d92cf3fb314ae0932fef09426a9c00 |
Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|