| dc.contributor | 應物所 | en_US |
| dc.creator (作者) | 蕭又新 | zh_TW |
| dc.creator (作者) | Liaw,Sy-Sang;Chiu,Feng-Yuan;Wang,Cheng-Yen;Shiau,You-Hsien | en_US |
| dc.date (日期) | 2010.12 | en_US |
| dc.date.accessioned | 25-Sep-2014 12:22:22 (UTC+8) | - |
| dc.date.available | 25-Sep-2014 12:22:22 (UTC+8) | - |
| dc.date.issued (上傳時間) | 25-Sep-2014 12:22:22 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/70160 | - |
| dc.description.abstract (摘要) | We use the modified inverse random midpoint displacement (mIRMD) method to calculate the fractal dimensions of time sequences of arbitrary length. We show that monofractals, crossover-fractals, and the superposition of a fractal, with either a differentiable or periodic function, can be easily identified from the results calculated by the mIRMD. We compare our method with the method of detrended fluctuation analysis (DFA) and point out their differences. We apply our method to real financial and physiological data by considering the movements of the S&P 500 stock index and the electrocardiograph of a patient with ventricular fibrillation. | en_US |
| dc.format.extent | 755215 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Chinese Journal of Physics,48,814-828 | en_US |
| dc.title (題名) | Fractal Analysis of Stock Index and Electrocardiograph | en_US |
| dc.type (資料類型) | article | en |
