Investigation of Multifractal Properties of Additive Data Stream

Autor: Ivanisenko, Igor, Kirichenko, Lyudmyla, Radivilova, Tamara
Rok vydání: 2019
Předmět:
Zdroj: 2016 IEEE First International Conference on Data Stream Mining & Processing (DSMP), Lviv, 2016, pp. 305-308
Druh dokumentu: Working Paper
DOI: 10.1109/DSMP.2016.7583564
Popis: The work presents results of a numerical study of fractal characteristics of multifractal stream at addition of stream, which does not have multifractal properties. They showed that the generalized Hurst exponent of total stream tends to one of original multifractal stream with increase in signal/noise ratio.
Comment: 4 pages, 5 figures, 7 equations. arXiv admin note: text overlap with arXiv:1904.05925
Databáze: arXiv