Fractal Dimension and Histogram Method: Algorithm and Some Preliminary Results of Noise-Like Time Series Analysis
In the present work a methodological background for the histogram method of time series analysis is developed. Connection between shapes of smoothed histograms constructed on the basis of short segments of time series of fluctuations and the fractal dimension of the segments is studied. It is shown that the fractal dimension possesses all main properties of the histogram method. Based on it a further development of fractal dimension determination algorithm is proposed. This algorithm allows more precision determination of the fractal dimension by using the «all possible combination» method. The application of the method to noise-like time series analysis leads to results, which could be obtained earlier only by means of the histogram method based on human expert comparisons of histograms shapes.