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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Detalles Bibliográficos
Autores principales: Mariani, Maria C., Kubin, William, Asante, Peter K., Guthrie, Joe A., Tweneboah, Osei K.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8622546/
https://www.ncbi.nlm.nih.gov/pubmed/34828203
http://dx.doi.org/10.3390/e23111505

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8622546/
https://www.ncbi.nlm.nih.gov/pubmed/34828203
http://dx.doi.org/10.3390/e23111505

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