Extracting fractal components from time series
DOI10.1016/0167-2789(93)90083-DzbMATH Open0783.58048OpenAlexW2031337067MaRDI QIDQ688175FDOQ688175
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
Recommendations
Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamic critical phenomena in statistical mechanics (82C27)
Cites Work
- Fractional Brownian Motions, Fractional Noises and Applications
- Testing for nonlinearity in time series: the method of surrogate data
- Deterministic Nonperiodic Flow
- Relationship between the fractal dimension and the power law index for a time series: A numerical investigation
- Title not available (Why is that?)
- Approach to an irregular time series on the basis of the fractal theory
- A two-dimensional mapping with a strange attractor
- Title not available (Why is that?)
- Self-Affine Fractals and Fractal Dimension
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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