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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| Auteurs principaux: | , , , , |
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| Format: | article |
| Langue: | EN |
| Publié: |
MDPI AG
2021
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| Sujets: | |
| Accès en ligne: | https://doaj.org/article/f3d92cf3fb314ae0932fef09426a9c00 |
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