DocumentCode
2207266
Title
Analysis of Freight Index Based on Fractal Theory
Author
Wan, Jiuwen ; Lu, Jing ; Gong, Xiaoxing
Author_Institution
Transp. & Manage. Coll., Dalian Maritime Univ., Dalian, China
fYear
2009
fDate
26-28 Dec. 2009
Firstpage
4742
Lastpage
4745
Abstract
This paper investigates the fractal characters of Baltic Dirty Tanker Index weekly return time series. BDS test and Rescaled Range Analysis are applied for studying non-linear dependence and random of the time series. The Hurst index and acyclic periodic is gained by R/S analysis. Conclusions show that there is non-linear dependence and non-random, also the series show inverse persistence.
Keywords
fractals; industrial economics; Baltic dirty tanker Index; Hurst index; R-S analysis; acyclic periodic; fractal theory; freight index analysis; rescaled range analysis; Educational institutions; Forward contracts; Fractals; Frequency estimation; Information analysis; Information science; Statistical analysis; Testing; Time series analysis; Wide area networks;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Science and Engineering (ICISE), 2009 1st International Conference on
Conference_Location
Nanjing
Print_ISBN
978-1-4244-4909-5
Type
conf
DOI
10.1109/ICISE.2009.306
Filename
5454503
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