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基于MF-DFA方法的黄金市场多重分形分析曹建军1,顾荣宝1(1.江苏省南京市南京财经大学金融学院)摘 要:运用多重分形消除趋势波动分析(MF-DFA)方法对上海黄金市场和伦敦黄金市场日收益率数据进行实证研究.分析结果表明:两个黄金市场均表现出多重分形特征,其中上海黄金市场的多重分形特征更为显著,风险性也相对较大.该分析结果为更好地认识和研究黄金市场的复杂结构,提供了新的思路.关键词:黄金市场； 多重分形分析； MF-DFA； 广义Hurst指数......
correlation and a further proof was given by analyzing the source of multifractal feature. The empirical results suggest that it is of important practical significance to bring the fractal market theory and other nonlinear theory into the analysis and explanation of the behavior in metal futures market. Key words: metal futures; price-volume correlation; long memory; MF-DCCA method; multifractal......
Mineralization-related geochemical anomalies derived from stream sediment geochemical data using multifractal analysis in Pangxidong area of Qinzhou-Hangzhou tectonic joint belt, Guangdong Province... to process and analyze the geochemical data. The raster maps of Au, Ag, Cu, As, Pb and Zn were obtained by the multifractal inverse distance weighted (MIDW) method. PCA was used to combine the Au, Ag, Cu......
项,提出EMD-MFDFA(multifractal detrended fluctuation analysis)的多重分形分析方法,并通过仿真分析EMD方法去趋势效果的有效性.然后将采用EMD-MFDFA方法提取的电机滚动轴承振动信号的多重分形特征向量作为训练集,利用混合遗传算法搜索全局最优的能力优化支持向量机(SVM)模型参数,建立电机滚动轴承的智能诊断模型.最后,通过对电机滚动轴承不同状态... on EMD and multifractal detrended fluctuation analysis JIA Feng1, WU Bing1, 2, XIONG Xiaoyan1, 2, XIONG Shibo1, 2 (1. Research Institute of Mechatronics Engineering, Taiyuan University of Technology......
矿井涌水量时间序列的多重分形维数谱计算 唐依民1,沈洪远1,杨喜陶1,肖江1 (1.湘潭工学院土木系,) 摘要:介绍了多重分形的概念,在 Chhabra和Jensen提出直接法的基础上,给出了以矿井涌水量时间序列的功率谱函数为特征量的多重分形谱的计算方法和步骤.利用6个矿井涌水量的实测数据对该方法的可行性和有效性进行了验证,同时说明了矿区地下水系统具有多重分形的特征. 关键词:矿井涌水量; 多重分形; 奇异性指数; 多重分形谱; 功率谱; [全文内容正在添加中] ......
interfaces were characterized for examining the final morphology. By calculating the fractal dimensions and multifractal spectra of welding interface, the fractal characteristics of interface were......
and multifractal. Meta-analysis is a comprehensive statistical method used in evidence-based medicine, which was used to evaluate the prospecting effectiveness of different geochemical anomalies... and multifractal methods 2 Meta分析及数据提取 2.1 Meta分析 Meta分析(Meta-analysis)是对同一主题的大量独立实验结果进行综合的统计方法,在同类研究的样本比较分析方面具有独特的优势[7].从统计的角度,该方法起到了增大样本量,提高检验效能的作用.尤其是当多个研究结果不一致或研究结果都没有统计学意义时,采用Meta分析可得到更加接近真实情......
chatelier effect [J]. Acta Materialia, 1996, 44: 4531-4541. [2] LEBYODKIN M A, ESTRIN Y. Multifractal analysis of the Portevin-Le chatelier effect: general approach and application to AlMg......
): 196-208. [22] DENG Jun, WANG Qing-fei, WAN Li, LIU Huan, YANG Li-qiang, ZHANG Jing. A multifractal analysis of mineralization characteristics of the Dayingezhuang disseminated-veinlet gold deposit in the Jiaodong gold province of China [J]. Ore Geology Reviews, 2011, 40(1): 54-64. [23] CHENG Qiu-ming. Multifractal modelling and spectrum analysis: Methods and applications to gamma ray spectrometer......
] KAVASSERI R G, NAGARAJAN R. A multifractal description of wind speed records [J]. Chaos Solitons & Fractals, 2005, 24(1): 165-173. [4] KOCAK K. Examination of persistence properties of wind speed... speed records over China [J]. Physics Letters A, 2009, 373(45): 4134-4141. [6] TELESCA L, LOVALLO M. Analysis of the time dynamics in wind records by means of multifractal detrended fluctuation......
