Research on Measuring Fluctuation Fractal Dimension of Time Series Data——Taking Stock Markets as Examples
In order to better analyze the rule and characteristics of time series data,this paper designs a method to measure the fluctuation fractal dimension of time series data based on fractal theory,from calculat-ing the fractal dimension of a single stock to analyzing the distribution characteristics of the fractal dimension of the whole market,the application of the algorithm is illustrated.The study of algorithm application shows that the fractal dimension data of stock fluctuation in China's stock market obey the mixed distribution of two normal distributions,which accords with the Chinese characteristics of"government+market",the fractal di-mension of stock price fluctuation also reflects the differential positioning and function of China's two stock exchange markets,which verifies the effectiveness of the algorithm.
fractal dimensionprice fluctuationscomparison between China and USdistribution
万方数据
