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...

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Autores principales: Maria C. Mariani, William Kubin, Peter K. Asante, Joe A. Guthrie, Osei K. Tweneboah
Formato: article
Lenguaje:EN
Publicado: MDPI AG 2021
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Acceso en línea:https://doaj.org/article/f3d92cf3fb314ae0932fef09426a9c00
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