Extracting fractal components from time series

DOI10.1016/0167-2789(93)90083-DMaRDI QIDQ688175zbMATH OpenOpenAlexFDO

Authors Yoshiharu Yamamoto, Richard L. Hughson

Publication date 28 November 1993

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-2789(93)90083-d

zbMATH Keywords

spectral analysisfractal time seriesrandom phase relationship

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamic critical phenomena in statistical mechanics (82C27)

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Cites work

• scientific article; zbMATH DE number 41223 (Why is no real title available?)
• scientific article; zbMATH DE number 3794378 (Why is no real title available?)
• A two-dimensional mapping with a strange attractor
• Approach to an irregular time series on the basis of the fractal theory
• Deterministic Nonperiodic Flow
• Fractional Brownian Motions, Fractional Noises and Applications
• Relationship between the fractal dimension and the power law index for a time series: A numerical investigation
• Self-Affine Fractals and Fractal Dimension
• Testing for nonlinearity in time series: the method of surrogate data

Cited in

(9)

• A study of the fractal character in electronic noise processes
• Fractal analyses for `short' time series: A re-assessment of classical methods
• Approach to an irregular time series on the basis of the fractal theory
• Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series
• The robust fractal analysis of time series: concerning signal class and data length
• Relationship between the fractal dimension and the power law index for a time series: A numerical investigation
• Convex combinations of long memory estimates from different sampling rates
• Fractal time series -- A tutorial review
• Complexity pursuit: Separating interesting components from time series

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