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| A Novel Method of Calculating the Correlative Dimension of Time-Series |
| Dang Jian-wu①; Huang Jian-guo② |
| ①Electronics School, Jiangxi University of Finance & Economics, Nanchang 330013, China;②Northwestern Polytechnical University 22#, Xi’an 710072, China |
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Abstract In this paper, a novel method of calculating the correlative dimension of time-series is proposed. With this method, the fractal scaleless band of time-series can be identified and the correlative dimension of time series can be calculated according to the parameters given. The results of theory analysis and Monte Carlo simulation show that the method is efficient and objective in identifying the fractal scaleless band of time-series and calculating the correlative dimension of time series.
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Received: 15 January 2004
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2005, Vol. 27 
