Investigation of the accuracy of fractal data processing in the computer program Fractan
Abstract
Investigation of the accuracy of fractal data processing in the computer program Fractan
Incoming article date: 27.05.2017In this paper, the analisys Investigation accuracy of the calculation of the Hurst exponent in the Fractan computer program for various variants of creating a time series was performed. Possible reasons for the deviation of the theoretical value from the calculated in the program Fractan are presented. In order to improve the accuracy of fractal analysis, it was proposed to develop its own computer program.
Keywords: Fractan, time series, fractal analysis, fractal dimension, Hurst index, R / S analysis