作者
Lyudmyla Kirichenko, Tamara Radivilova, Vitalii Bulakh
发表日期
2018/10/9
研讨会论文
2018 International Scientific-Practical Conference Problems of Infocommunications. Science and Technology (PIC S&T)
页码范围
719-724
出版商
IEEE
简介
The article considers classification task of fractal time series by the random forest method. It is proposed to classify time series as features to use the quantitative characteristics of recurrent plots. Time series of fractal Brownian motion were selected as input time series. The comparative analysis of different time series classification was held. The difference between fractal Brownian motion and fractal Gaussian noise in probabilities determining class and significant features are quite large. For fractal Brownian motion, it is enough recurrence features, while for fractal Gaussian noise it is necessary to use the estimate of H (except persistent series). The average probabilities for fractal Brownian motion are higher than for fractal Gaussian noise. For fractal Brownian motion, the most important features are ones of laminarity and determinism. For fractal Gaussian noise the laminar measure is not important, but the measures …
引用总数
20192020202120222023891153
学术搜索中的文章
L Kirichenko, T Radivilova, V Bulakh - … of Infocommunications. Science and Technology (PIC …, 2018