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Time Series Data Analysis Using Fractional Calculus Concepts and Fractal Analysis
IEEE International Conference on Systems, Man and Cybernetics
Document Type
Conference Proceeding
Publication Date
1-1-2009
Disciplines
Abstract
A study is conducted on time series data analysis relating the concept of the fractional calculus to fractals and to the fractal dimension. A new definition of the fractal dimension is provided based on a property of the fractional derivative. Using fractional Gaussian noise and fractional Brownian motion, simulations show the information content of a time series can be easily manipulated by the fractional derivative method and generated in real time.
DOI
10.1109/ICSMC.2009.5346218
Citation Information
D. W. Repperger, K. A. Farris, Christopher C. Barton and S. F. Tebbens. "Time Series Data Analysis Using Fractional Calculus Concepts and Fractal Analysis" IEEE International Conference on Systems, Man and Cybernetics (2009) p. 3311 - 3315 ISSN: 1062-922X Available at: http://works.bepress.com/christopher_barton/9/
Presented at the 2009 IEEE International Conference on Systems, Man, and Cybernetics, San Antonio, TX.