1
$\begingroup$

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

$\endgroup$
6
  • 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

0

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Browse other questions tagged or ask your own question.