Fractional dynamic behavior in ethanol prices series
From MaRDI portal
Publication:1748163
DOI10.1016/j.cam.2018.01.007zbMath1462.62717OpenAlexW2794385875MaRDI QIDQ1748163
D. D. Quintino, C. M. C. jun. Inacio, José António Tenreiro Machado, Sergio A. David
Publication date: 9 May 2018
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2018.01.007
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
Related Items (6)
Fuzzy logic embedding of fractional order sliding mode and state feedback controllers for synchronization of uncertain fractional chaotic systems ⋮ BLOW-UP PHENOMENA PROFILE FOR HADAMARD FRACTIONAL DIFFERENTIAL SYSTEMS IN FINITE TIME ⋮ A combined measure to differentiate EEG signals using fractal dimension and MFDFA-Hurst ⋮ Synchronization of a Riemann-Liouville fractional time-delayed neural network with two inertial terms ⋮ Existence and Ulam-Hyers stability results of a coupled system of \(\psi\)-Hilfer sequential fractional differential equations ⋮ Stability and stabilization of fractional-order non-autonomous systems with unbounded delay
Cites Work
- Unnamed Item
- Unnamed Item
- Fractional state space analysis of temperature time series
- Determining Lyapunov exponents from a time series
- Nonlinear prediction of chaotic time series
- Chaos in fractional-order autonomous nonlinear systems.
- On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points
- Long memory processes and fractional integration in econometrics
- Partial chaos suppression in a fractional order macroeconomic model
- Analysis of temperature time-series: embedding dynamics into the MDS method
- On the exponential stability of Samuelson model on some classes of times scales
- An improved PC scheme for nonlinear fractional differential equations: error and stability analysis
- Fractional differencing
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Dynamic Analysis and Adaptive Sliding Mode Controller for a Chaotic Fractional Incommensurate Order Financial System
- LONG MEMORY AND SAMPLING FREQUENCIES: EVIDENCE IN STOCK INDEX FUTURES MARKETS
This page was built for publication: Fractional dynamic behavior in ethanol prices series