A note on time series data analysis using a fractional calculus technique

Marcela Pavlíčková, I. Petráš
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引用次数: 4

Abstract

This paper deals with a time series data analysis using the concept of the fractional calculus. Simulations show the information content of a time series can be easily manipulated by the fractional derivative method. A useful Matlab functions are provided as well.
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关于使用分数阶微积分技术进行时间序列数据分析的说明
本文用分数阶微积分的概念对时间序列数据进行了分析。仿真结果表明,分数阶导数方法可以很容易地处理时间序列的信息量。并给出了一个实用的Matlab函数。
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