| Presentation | 2005-09-16 Interpolation Financial Time Series using Fractal Dimension Ryuji Chiba, Ikuo Matsuba, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | The measured values recorded every day are available for various analyses. The missing value might be unavoidably generated in them the mechanical factor. In this case, it is necessary to interpolate the missing value to maintain the correlation of data. It is possible not to necessarily interpolate it though the interpolation has been done by the method of the auto-regressive model etc. with the correlation maintained. Then, it proposes the method of using the fractal dimension about the method of generating the interpolation value concerning the correction of the missing data in this text. And, finance and economic categories are targeted as the application example. It is known well that an economic time series has chaos. Chaos includes fractal, and better time series might be generated in the method of following to this fractal. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Time series data / Interpolation / Fractal dimension / Finance |
| Paper # | CAS2005-37,NLP2005-50 |
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| Conference Information | |
| Committee | NLP |
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| Conference Date | 2005/9/9(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Nonlinear Problems (NLP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Interpolation Financial Time Series using Fractal Dimension |
| Sub Title (in English) | |
| Keyword(1) | Time series data |
| Keyword(2) | Interpolation |
| Keyword(3) | Fractal dimension |
| Keyword(4) | Finance |
| 1st Author's Name | Ryuji Chiba |
| 1st Author's Affiliation | Graduate School of Science and Technology, Chiba University() |
| 2nd Author's Name | Ikuo Matsuba |
| 2nd Author's Affiliation | Department of Information and Image Science, Faculty of Technology, Chiba University |
| Date | 2005-09-16 |
| Paper # | CAS2005-37,NLP2005-50 |
| Volume (vol) | vol.105 |
| Number (no) | 277 |
| Page | pp.pp.- |
| #Pages | 6 |
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