Interpretation of the richardson plot in time series representation

William Blackburn, Miguel Segui Prieto, Alfons Josef Schuster

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In fractal analysis of a time series, the relationship between series length and ruler length may be represented graphically as a Richardson Plot. Fractal dimension measures can be estimated for particular ranges of ruler length, supported by the graphical representation. This paper discusses Richardson Plots which have been obtained for several types of time series. From these, patterns have been identified with explanations. There is particular focus on local maxima and minima. Significant influences found present are described as gradient and vertex effects. The task - and implications - of partitioning the range of ruler lengths in determining fractal dimension measures is briefly addressed.

Original languageEnglish
Title of host publicationIntelligent Data Engineering and Automated Learning - IDEAL 2000: Data Mining, Financial Engineering, and Intelligent Agents - 2nd International Conference, Proceedings
PublisherSpringer Verlag
Pages206-211
Number of pages6
Volume1983
ISBN (Print)3540414509, 9783540414506
Publication statusPublished - 2000
Externally publishedYes
Event2nd International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2000 - Shatin, N.T., Hong Kong
Duration: 2000 Dec 132000 Dec 15

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume1983
ISSN (Print)03029743
ISSN (Electronic)16113349

Other

Other2nd International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2000
Country/TerritoryHong Kong
CityShatin, N.T.
Period00/12/1300/12/15

ASJC Scopus subject areas

  • Computer Science(all)
  • Theoretical Computer Science

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