Title

Time Series Data Analysis Using Fractional Calculus Concepts and Fractal Analysis

Document Type

Conference Proceeding

Publication Date

2009

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.

Comments

Presented at the 2009 IEEE International Conference on Systems, Man, and Cybernetics, San Antonio, TX.

DOI

10.1109/ICSMC.2009.5346218