基于分形的时间序列模式挖掘方法及其应用

Mining Time Series Model Based on Fractal Theory and Its Application

研究了某些时间序列所具有的分形特征 ,分析了利用分形理论中的 R/S分析发现具有分形特征的时间序列模式的方法 .用 R/S方法可以从具有分形特征的时间序列中寻找变化规律 ,从而预测时间序列未来的发展趋势 .通过实例说明分形中的

The fractal feature in time series and the method for finding time series model with the R/S in fractal theory are studied. The variety rules and the development trend can be found in the time series with fractal feature using R/S method. Finally, the result can be obtained through example that R/S is a effective method in data mining.