Time Series Data Analysis Using Fractional Calculus Concepts and Fractal Analysis

D. W. Repperger, K. A. Farris, C. C. Barton, S. Tebbens

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

A study is conducted on time series data analysis relating the concept of the fractional calculus to fractals and to the fractal dimension. A new definition of the fractal dimension is provided based on a property of the fractional derivative. Using fractional Gaussian noise and fractional Brownian motion, simulations show the information content of a time series can be easily manipulated by the fractional derivative method and generated in real time.

Original languageAmerican English
Title of host publication2009 IEEE International Conference on Systems, Man and Cybernetics
PublisherIEEE
Pages3311-3315
Number of pages5
ISBN (Electronic)978-1-4244-2794-9
ISBN (Print)978-1-4244-2793-2
DOIs
StatePublished - Dec 4 2009
Event2009 IEEE International Conference on Systems, Man and Cybernetics, SMC 2009 - San Antonio, TX, United States
Duration: Oct 11 2009Oct 14 2009

Publication series

NameConference Proceedings - IEEE International Conference on Systems, Man and Cybernetics
ISSN (Print)1062-922X

Conference

Conference2009 IEEE International Conference on Systems, Man and Cybernetics, SMC 2009
Country/TerritoryUnited States
CitySan Antonio, TX
Period10/11/0910/14/09

ASJC Scopus Subject Areas

  • Electrical and Electronic Engineering
  • Control and Systems Engineering
  • Human-Computer Interaction

Keywords

  • Complex systems
  • Fractals
  • Fractional calculus

Disciplines

  • Earth Sciences
  • Environmental Sciences

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