Tebueva F. (North-Caucasus Federal University
(Stavropol)
)
Streblianskaia N. (North-Caucasus Federal University
(Stavropol)
)
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The article deals with the time series of natural processes which have the property of persistence. The study is aimed at the selection and adaptation of mathematical apparatus for prediction of persistent time series. It is proposed in the method of Brown smoothing factor correlated with the fractal dimension of the time series.
Keywords:Hurst exponent, fractal dimension, prediction
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Read the full article …
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Citation link: Tebueva F. , Streblianskaia N. Adaptive method for predicting short time series of natural processes // Современная наука: актуальные проблемы теории и практики. Серия: Естественные и Технические Науки. -2016. -№06. -С. 83-87 |
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