改进的消除波动趋势分析法  

Improvement of Multifractal Detrended Fluctuation Analysis

作　　者：庞宇磊[1] 薛晓朕[1] 商朋见[1] 

机构地区：[1]北京交通大学理学院软件学院

出　　处：《科学技术与工程》2010年第3期634-637,642,共5页Science Technology and Engineering

基　　金：科技部“973”基金(2004CB318005)资助

摘　　要：分形理论是非线性科学研究中一门十分重要的理论,现在已经被广泛应用于各种研究领域,如气象学,生物学,地理学,经济学等等。对传统的DFA方法进行了改进,将其推广到了二维,并以交通时间序列为研究对象,全面刻画了交通数据的特点。比较传统的DFA与改进后的方法之间的异同。通过计算,得出了二维DFA幂律指数间的内在关系。Fractal theory is a new branch of nonlinear science and has been used in many kinds of science fields, such as meteorology, biology, geography, economics and so on. The improvement is made on the Muhifractal Detrended Fluctuation and the traditional DFA method to 2-dimensional space is extended, thus providing a comprehensive way to study the behavior of traffic time series. And then the difference between the traditional DFA and the improved method are compared. By caculating, the relationship of the power law exponent between the traditional DFA and the 2-dimentional space can be arrived.

关 键 词：多分形 消除波动趋势分析 长程相关性 广义HURST指数 

分 类 号：O211.6[理学—概率论与数理统计]