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政大機構典藏 > 理學院 > 應用物理研究所 > 期刊論文 > Item 140.119/70160

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/70160

Title:	Fractal Analysis of Stock Index and Electrocardiograph
Authors:	蕭又新 Liaw,Sy-Sang;Chiu,Feng-Yuan;Wang,Cheng-Yen;Shiau,You-Hsien
Contributors:	應物所
Date:	2010.12
Issue Date:	2014-09-25 12:22:22 (UTC+8)
Abstract:	We use the modified inverse random midpoint displacement (mIRMD) method to calculate the fractal dimensions of time sequences of arbitrary length. We show that monofractals, crossover-fractals, and the superposition of a fractal, with either a differentiable or periodic function, can be easily identified from the results calculated by the mIRMD. We compare our method with the method of detrended fluctuation analysis (DFA) and point out their differences. We apply our method to real financial and physiological data by considering the movements of the S&P 500 stock index and the electrocardiograph of a patient with ventricular fibrillation.
Relation:	Chinese Journal of Physics,48,814-828
Data Type:	article
Appears in Collections:	[應用物理研究所 ] 期刊論文

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