Presentation 2003/11/14
Test for Local Fractal Dimension Using Variance Analysis and its Applications
Kenichi KAMIJO, Chihiro KAI, Takafumi SUGIHARA,
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Abstract(in English) The sliding measurement for local fractal dimension has been already proposed in the previous paper. Using the method, the characteristics or manners of the fluctuation in a given time series can be investigated by "process unit" in which a short discrete time series is taken from the original observed series for the calculations. In order to detect an abnormal fluctuation pattern in the given time series as soon as possible, the test for difference among the local fractal dimensions has been proposed using variance analysis in this paper. Various computer simulations in random processes and the orbits of the logistic dynamical systems have been carried out. This method has been applied to the climate fluctuation, for example, the omen phenomena for snowfall in Kanto plain in Japan. Several remarkable features in local fractal dimension, temperature and humidity have been found out from the position of the post-prediction informatics.
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Keyword(in English) local fractal dimension / sliding measurement / finite short time series / variance analysis / F-test
Paper # NLP2003-101
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Conference Information
Committee NLP
Conference Date 2003/11/14(1days)
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Paper Information
Registration To Nonlinear Problems (NLP)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Test for Local Fractal Dimension Using Variance Analysis and its Applications
Sub Title (in English)
Keyword(1) local fractal dimension
Keyword(2) sliding measurement
Keyword(3) finite short time series
Keyword(4) variance analysis
Keyword(5) F-test
1st Author's Name Kenichi KAMIJO
1st Author's Affiliation ()
2nd Author's Name Chihiro KAI
2nd Author's Affiliation
3rd Author's Name Takafumi SUGIHARA
3rd Author's Affiliation
Date 2003/11/14
Paper # NLP2003-101
Volume (vol) vol.103
Number (no) 463
Page pp.pp.-
#Pages 6
Date of Issue