DocumentCode
2570105
Title
Time series data analysis using fractional calculus concepts and fractal analysis
Author
Repperger, D.W. ; Farris, Katheryn A. ; Barton, Chris C. ; Tebbens, Sarah
Author_Institution
711th Human Performance Wing, Air Force Res. Lab., Wright-Patterson AFB, OH, USA
fYear
2009
fDate
11-14 Oct. 2009
Firstpage
3311
Lastpage
3315
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.
Keywords
fractals; time series; fractal analysis; fractal dimension; fractional Brownian motion; fractional Gaussian noise; fractional calculus; fractional derivative method; time series data analysis; Cybernetics; Data analysis; Entropy; Fractals; Fractional calculus; Geology; Medical diagnostic imaging; Stochastic processes; Time series analysis; USA Councils; Fractals; complex systems; fractional calculus;
fLanguage
English
Publisher
ieee
Conference_Titel
Systems, Man and Cybernetics, 2009. SMC 2009. IEEE International Conference on
Conference_Location
San Antonio, TX
ISSN
1062-922X
Print_ISBN
978-1-4244-2793-2
Electronic_ISBN
1062-922X
Type
conf
DOI
10.1109/ICSMC.2009.5346218
Filename
5346218
Link To Document