提出了一种新的概率函数计算方法，用于研究金融时间序列在方差波动方面的多重分形特征。
A new probabilistic function for studying the multi-fractal features on the volatility of variance of financial time series is proposed.
第四部分是多重分形谱参数在预测高频股价时间序列在下一个交易周波动幅度方面的应用。
The theoretical anomalous characteristics of multifractal spectra on high-frequency stock-price time series are firstly deduced during prices fluctuate sharply.
采用新型多重分支时间延迟神经网络进行混沌时间序列预测研究。
A new multi-branch time delay neural network is adopted to conduct prediction research on chaotic time series.
给出了离散时间序列多重分形除趋势涨落分析方法和霍尔德指数的计算方法，并用它们研究了气温时间序列。
We give multifractal detrended fluctuation analysis and Hlder analysis of discrete time series and use them to study the temperature time series fluctuations.
利用多重分形消除趋势分析法(MF -DFA)对纽约原油期货日收益率时间序列进行分析，发现纽约原油期货市场具有明显的多重分形特征。
The return series of New York oil futures market is analyzed based on multifractal detrended fluctuation analysis (MF-DFA) method, through which the obvious multifractal behavior has been found.
利用多重分形消除趋势分析法(MF -DFA)对纽约原油期货日收益率时间序列进行分析，发现纽约原油期货市场具有明显的多重分形特征。
The return series of New York oil futures market is analyzed based on multifractal detrended fluctuation analysis (MF-DFA) method, through which the obvious multifractal behavior has been found.
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