Por favor, use este identificador para citar o enlazar a este item: http://hdl.handle.net/10261/27303
COMPARTIR / EXPORTAR:
logo share SHARE BASE
Visualizar otros formatos: MARC | Dublin Core | RDF | ORE | MODS | METS | DIDL | DATACITE

Invitar a revisión por pares abierta
Campo DC Valor Lengua/Idioma
dc.contributor.authorTuriel, Antonio-
dc.contributor.authorPérez-Vicente, Conrad J.-
dc.date.accessioned2010-08-27T10:26:55Z-
dc.date.available2010-08-27T10:26:55Z-
dc.date.issued2006-
dc.identifier.citationComplexus Mundi: Emergent Patterns in Nature 9: 73-82 (2006)en_US
dc.identifier.isbn978-981-256-666-9-
dc.identifier.urihttp://hdl.handle.net/10261/27303-
dc.description10 pages, 4 figuresen_US
dc.description.abstractThe application of the multifractal formalism to the study of some time series with scale invariant evolution has given rise to a rich framework of models and processing tools for the analysis of these signals. The formalism has been successfully exploited in different ways and with different goals: to obtain the effective variables governing the evolution of the series, to predict its future evolution, to estimate in which regime the series are, etc. In this paper, we discuss on the capabilities of a new, powerful processing tool, namely the computation of dynamical sources. With the aid of the source field, we will separate the fast, chaotic dynamics defined by the multifractal structure from a new, so-far unknown slow dynamics which concerns long cycles in the series. We discuss the results on the perspective of detection of sharp dynamic changes and forecastingen_US
dc.description.sponsorshipA. Turiel is funded by a Ramón y Cajal contract from the Spanish Ministry of Research. We acknowledge financial support from MCyT, contract BFM2003-08258en_US
dc.format.extent5867 bytes-
dc.format.mimetypeapplication/pdf-
dc.language.isoengen_US
dc.publisherWorld Scientific Publishingen_US
dc.rightsclosedAccessen_US
dc.titleDynamical Decomposition of Multifractal Time Series as Fractal Evolution and Long-Term Cycles: Applications to Foreign Currency Exchange Marketen_US
dc.typecapítulo de libroen_US
dc.identifier.doi10.1142/9789812774217_0007-
dc.description.peerreviewedPeer revieweden_US
dc.relation.publisherversionhttps://doi.org/10.1142/9789812774217_0007en_US
dc.type.coarhttp://purl.org/coar/resource_type/c_3248es_ES
item.fulltextNo Fulltext-
item.grantfulltextnone-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
item.openairetypecapítulo de libro-
item.languageiso639-1en-
Aparece en las colecciones: (ICM) Libros y partes de libros
Show simple item record

CORE Recommender

Page view(s)

318
checked on 06-may-2024

Google ScholarTM

Check

Altmetric

Altmetric


NOTA: Los ítems de Digital.CSIC están protegidos por copyright, con todos los derechos reservados, a menos que se indique lo contrario.