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Related Research On Mixed Multifractal Application And Weighted Hierachical Graph

Posted on:2018-04-22Degree:MasterType:Thesis
Country:ChinaCandidate:S X ShaoFull Text:PDF
GTID:2310330533459193Subject:Mathematics
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In this paper,we apply the mixed multifractal and mixed multifractal spectrum to study multifractal properties of crude oil,gold and exchange rate series and their inner relationships.Then,we study the weighted hierarchical graph and deduce the modified box dimension.depending on the weighted factor r and the number N of copies.Secondly,we mainly study their two average weighted receiving times.In Chapter 1,We elaborated the concept,properties and background of fractals and multifractals.In Chapter 2,We apply the classical multifractal and mixed multifractal spectrum to study multifractal properties of crude oil,gold and exchange rate series and their inner relationships.In Chapter 3,we study the weighted hierarchical graph and deduce the modified box dimension,which is depended on the we ighted factor r and the number N of copies.Next,we mainly study their two average weighted receiving times of the weighted hierarchical graph on random walk.
Keywords/Search Tags:multifractal, mixed multifractal analysis, fractal interpolation, fractal fitting, time series
PDF Full Text Request
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