In the work, a comparative correlation and fractal analysis of time series of Bitcoin crypto currency rate and community activities in social networks associated with Bitcoin was conducted. A significant correlation between the Bitcoin rate and the community activities was detected. Time series fractal analysis indicated the presence of self-similar and multifractal properties. The results of researches showed that the series having a strong correlation dependence have a similar multifractal structure.
@article{arxiv.1905.01018,
title = {Fractal Time Series Analysis of Social Network Activities},
author = {Lyudmyla Kirichenko and Vitalii Bulakh and Tamara Radivilova},
journal= {arXiv preprint arXiv:1905.01018},
year = {2019}
}