英文标题：
《Performance of multifractal detrended fluctuation analysis on short time
series》
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作者：
Juan Luis Lopez and Jesus Guillermo Contreras
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最新提交年份：
2013
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英文摘要：
The performance of the multifractal detrended analysis on short time series is evaluated for synthetic samples of several mono- and multifractal models. The reconstruction of the generalized Hurst exponents is used to determine the range of applicability of the method and the precision of its results as a function of the decreasing length of the series. As an application the series of the daily exchange rate between the U.S. dollar and the euro is studied.
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中文摘要：
针对几种单分形和多重分形模型的合成样本，评估了短时间序列多重分形去趋势分析的性能。通过对广义Hurst指数的重构，确定了该方法的适用范围及其结果的精度，并将其作为序列递减长度的函数。作为应用，本文研究了美元和欧元之间的日汇率序列。
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分类信息：

一级分类：Physics 物理学
二级分类：Data Analysis, Statistics and Probability 数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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