ANALYSIS AND NUMERICAL COMPUTATION OF THE DIMENSION OF COLORED NOISE AND DETERMINISTIC TIME SERIES WITH POWER-LAW SPECTRA

被引：1
作者：
Zhang, Wen [1 ]
West, Bruce J. [1 ]
机构：
[1] Univ N Texas, Dept Phys, Denton, TX 76203 USA
来源：
FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY | 1994年 / 2卷 / 01期
关键词：
D O I：
10.1142/S0218348X94000053
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We investigate the box dimension of a graph of time series generated by trigonometric series with an inverse power-law spectrum. Such time series can either be random, in which case it is called colored noise, or determine in nature. We show analytically that both series can have fractal dimensions depending on the value of exponent in the power-law. However, the fractal dimension of colored noise is 0.5 higher than that of the corresponding deterministic series. We comment on calculating fractal dimensions and present a reliable numerical algorithm which yields a high degree of consistency between experimental and analytical results.
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页码：53 / 64
页数：12
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