Based on Fractal Market Hypothesis, we studied the behaviors of thestock market in the methods of fractal theory that was one branch of complex system. Ourdiscussion focused on the characteristics of fractal system: long-term correlation andstatistical similarity.
基于分形市场假说，我们使用分形的方法来研究金融市场，主要考察了分形系统波动的长程相关和自相似性。
参考来源 - 基于分形市场假说对上证综指的实证分析First, the paper introduces the theory of the modified R/S method. Second, by using empirical method,it points out that the distribution of the change of foreign exchange rate is not normal distribution and the dependence is not standing out.
首先对修正的R/S方法进行了介绍;然后通过实证研究指出国际汇率变化不服从正态分布并且汇率波动的相关性不显著;最后运用修正的R/S方法实证研究了国际汇率波动的分形特征,与使用传统R/S方法所得结论不同,通过实证说明外汇波动并不存在明显的长程相关性。
参考来源 - 国际汇率分形特征的实证研究:修正的R/S分析·2,447,543篇论文数据，部分数据来源于NoteExpress
计算结果表明，睡眠脑电序列具有长程相关性，而且是多重分形过程。
The result shows that the sleep EEG series has the multifractal features as well as long range correlation.
实际资料分析表明，气候距平具有长程相关，比天气有更好的记忆性。
The analysis based on observation data shows that climate anomaly has longer range correlation and better memory than weather.
运用DFA方法对上海综合指数和深圳成分指数三种形式的收益率进行长程相关性研究。
This paper researches the long-rang correlation properties of three forms' returns of Shanghai synthesis index and Shenzhen composition index by use of the method of DFA.
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