Fractal Time Series—A Tutorial Review
Fractal time series substantially differs from conventional one in its statistic properties. For instance, it may have a heavy-tailed probability distribution function (PDF), a slowly decayed autocorrelation function (ACF), and a power spectrum function (PSD) of 1/f type. It may have the statistical...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2010-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2010/157264 |