| Presentation | 1997/1/23 A Prediction Method for Multi-dimensional Fractal Signal by Using Scale Expansion Kazuyoshi IKEDA, Shozo TOKINAGA, Akio MIYAZAKI, Nobuyuki Shimazu, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | This report deals with the prediction method for multi-dimensional signal bearing fractal geometry. The prediction error and the estimation of parameters are also discussed. At first, multi-dimensional signal is represented by the convolution of the impulse responce expanded by a set of scaling function and the input signal. Then, by using the scale expansion for each axis the future signal are estimated. As a result, it, is shown that 1-step ahead prediction is very well, and n-step ahead prediction where forecast, is used as an observation is limited in a range. The parameters such as the fractal dimension are estimeted by using the wavelet coefficients of the signal. Application for the portfolio management and the segmentation of the texture are shown. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Fractal / Multi-dimension / Prediction / Fractal dimension / stock price |
| Paper # | DSP96-111,SAT96-106,RCS96-117 |
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| Conference Information | |
| Committee | DSP |
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| Conference Date | 1997/1/23(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Vice Chair | |
| Secretary | |
| Assistant | |
| Paper Information | |
| Registration To | Digital Signal Processing (DSP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A Prediction Method for Multi-dimensional Fractal Signal by Using Scale Expansion |
| Sub Title (in English) | |
| Keyword(1) | Fractal |
| Keyword(2) | Multi-dimension |
| Keyword(3) | Prediction |
| Keyword(4) | Fractal dimension |
| Keyword(5) | stock price |
| 1st Author's Name | Kazuyoshi IKEDA |
| 1st Author's Affiliation | Faculty of Economics, Kyushu University() |
| 2nd Author's Name | Shozo TOKINAGA |
| 2nd Author's Affiliation | Faculty of Economics, Kyushu University |
| 3rd Author's Name | Akio MIYAZAKI |
| 3rd Author's Affiliation | Graduate School of Information and System Sciences, Kyushu University |
| 4th Author's Name | Nobuyuki Shimazu |
| 4th Author's Affiliation | Graduate School of Information and System Sciences, Kyushu University |
| Date | 1997/1/23 |
| Paper # | DSP96-111,SAT96-106,RCS96-117 |
| Volume (vol) | vol.96 |
| Number (no) | 477 |
| Page | pp.pp.- |
| #Pages | 7 |
| Date of Issue | |