What does fractal dimension values of 1.02 and 1.6 indicate?
How is fractional differencing related to fractal dimension?

  • 2
    $\begingroup$ Could you indicate which fractal dimension you are referring to? There are many. $\endgroup$
    – whuber
    Sep 7, 2016 at 14:33
  • $\begingroup$ I used the formula FD=2-H. where H is Hurst exponent that is calculated using R/S analysis $\endgroup$ Sep 7, 2016 at 14:35
  • $\begingroup$ Your first question is likely answered here: "A value H in the range 0.5–1 indicates a time series with long-term positive autocorrelation, meaning both that a high value in the series will probably be followed by another high value and that the values a long time into the future will also tend to be high". For the second part, I am not familiar with the term "fractional differencing". Can you expand your question with more details? Please also include the information in your comment to whuber in the question body. $\endgroup$
    – GeoMatt22
    Sep 7, 2016 at 14:38
  • $\begingroup$ I am clear about Hurst exponent and its values. But I am not clear what does fractal dimension computation contribute to the series. Fractional differencing is differencing the time series with fractional value $\endgroup$ Sep 7, 2016 at 14:43
  • $\begingroup$ @GeoMat22, here is a question on the definition of fractional differencing: "Understanding fractional-differencing formula". $\endgroup$ Sep 7, 2016 at 14:44


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