基于多重分形参量Cq的股票市场分析 关键词：多重分形；多重分形谱；广义分形维数Dq；参量C [gap=1025]Key words：multifractal；multifractal spectrum；generalized fractal dimension Dq；parameter Cq
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与主流金融理论主要集中在对价格波动的直接刻画上不同，通过计算价格波动的多标度分形谱(Multifractal Spectrum)，可以从其丰富的谱参数(如多标度分形谱的谱宽、最大和最小Hausdorff维数差值、分形谱的偏斜度等指标)中，提炼出价格波动在不同时...
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coarse multifractal spectrum 粗线条多重分形谱
relative multifractal spectrum 相对多重分形谱
local multifractal spectrum 局部多重分形谱
multifractal singularity spectrum 多重分形奇异谱面积
Then studied the distributions of spectrum parameter versus the netwok traffic. Further presented the correlations between multifractal spectrum and logarithm of mean traffic.
首先构造出局域网流量的多重分形谱，并分析其特点；然后分析了谱参数与平均流量变化图的分布特点；进一步研究了多重分形谱参数与平均流量对数的关联关系。
参考来源 - 局域网流量的多重分形谱分析及关联性研究—《计算机应用研究》—2008年第10期—龙源期刊网Finally, we obtain the Laplace equation of anisotropy diffusion DLA cluster. in DLA cluster with linseed, we receive the pattern structure, count their fractal dimension, obtain their multifractal spectrum.
得到了线种DLA集团中DLA生长的斑图结构,计算出他们的分形维数,获得多重分形谱。
参考来源 - 无序系统中的分形生长研究Secondly, Multifractal Model of Asset Returns was introduced to research Shenzhen stock market and scaling function and multifractal spectrum was used to demonstrate the multifractality of stock market returns serial.
接着,围绕深圳股票市场引入并构建资产收益率多标度模型,运用标度函数和多标度频谱方法研究发现股票市场收益序列具有多标度分形特征。
参考来源 - 股票市场收益序列分布特征研究·2,447,543篇论文数据，部分数据来源于NoteExpress
An extending method is here used to correct the deviation of gray level setting-up so as to improve the multifractal spectrum.
采用外延的方法修正灰度设置的偏移可以对多重分形谱有所改善。
Applying characteristic parameters of multifractal Spectrum, this paper depicts multifractal characteristic of crude oil and fuel oil futures price system.
通过引入多重分形谱特征参数，刻画了原油和燃料油期货价格系统的多重分形特征。
Topologic bifurcation situation of maxima lines is also discussed. In the end, an estimation for multifractal spectrum is proposed in terms of wavelet module maxima lines.
探讨了分形测度小波变换极大值线的拓扑分岔情况，并提出了一种基于小波变换模极大值的多重分形谱估算方法。
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