Time series classification based on fractal properties
Networking and Internet Architecture
2019-05-09 v1
Abstract
The article considers classification task of fractal time series by the meta algorithms based on decision trees. Binomial multiplicative stochastic cascades are used as input time series. Comparative analysis of the classification approaches based on different features is carried out. The results indicate the advantage of the machine learning methods over the traditional estimating the degree of self-similarity.
Cite
@article{arxiv.1905.03096,
title = {Time series classification based on fractal properties},
author = {Vitalii Bulakh and Lyudmyla Kirichenko and Tamara Radivilova},
journal= {arXiv preprint arXiv:1905.03096},
year = {2019}
}
Comments
4 pages, 2 figures, 3 equations, 1 table