论文的研究重点是从三个不同的方面将多重分形谱及其参数应用于股价波动性的预测研究。
And from there different aspects, this thesis forecasts the fluctuation of stock-price with multifractal spectra and its parameters.
基于随机分形理论,采用分数布朗运动模型,应用R/S分析技术和基于小波变换的谱参数估计方法计算地震道信号的赫斯特指数。
The thesis based on random fractal theory, utilizing fractional Brownian motion model, using R/S analysis technique and wavelet transform method to estimate Hurst exponent which dep.
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。
Applying characteristic parameters of multifractal Spectrum, this paper depicts multifractal characteristic of crude oil and fuel oil futures price system.
本文研究分析了不同的多重分形算法,确定使用更简便、快速有效的多重分形谱改进算法来求取往复压缩机的故障特征参数。
This paper compared different arithmetic of multifractal, and the improved multifractal arithmetic was used to compute fault feature parameter of reciprocating compressor.
分析表明:在对材料的组织结构进行研究的问题中,多重分形谱是一种有意义的表征参数,能够从多分形角度对材料的组织结构开展定量化的分析与解释。
In analyzing material structure, the multifractal spectrum is ac hara cteristic parameter which enables the quantitative analysis and explanation ofm ater ial structure from multifractal perspective.
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.
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.
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