Control effects of Morlet wavelet term on Weierstrass-Mandelbrot function model

L. Zhang; S. T. Liu; C. Yu

doi:10.1007/s12648-014-0497-3

Control effects of Morlet wavelet term on Weierstrass-Mandelbrot function model

L. Zhang, S. T. Liu, C. Yu

Research output: Contribution to journal › Article › peer-review

8 Citations (Scopus)

Abstract

In this paper, we have investigated the control problem of the Weierstrass-Mandelbrot function model with Morlet wavelet term. Based on the corollary for its convergence, we have formulated several theorems about the monotonous effects of Morlet wavelet term on scope of the series. In addition, effects of Morlet wavelet term on two important statistical characteristics: multifractality and Hurst exponent have been calculated. We have used simulation examples to illustrate the control effects.

Original language	English
Pages (from-to)	867-874
Number of pages	8
Journal	Indian Journal of Physics
Volume	88
Issue number	8
DOIs	https://doi.org/10.1007/s12648-014-0497-3
Publication status	Published or Issued - Aug 2014
Externally published	Yes

Keywords

Control
Fractal
Wavelet

ASJC Scopus subject areas

General Physics and Astronomy

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10.1007/s12648-014-0497-3

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title = "Control effects of Morlet wavelet term on Weierstrass-Mandelbrot function model",

abstract = "In this paper, we have investigated the control problem of the Weierstrass-Mandelbrot function model with Morlet wavelet term. Based on the corollary for its convergence, we have formulated several theorems about the monotonous effects of Morlet wavelet term on scope of the series. In addition, effects of Morlet wavelet term on two important statistical characteristics: multifractality and Hurst exponent have been calculated. We have used simulation examples to illustrate the control effects.",

keywords = "Control, Fractal, Wavelet",

author = "L. Zhang and Liu, {S. T.} and C. Yu",

note = "Funding Information: Acknowledgments This work is supported by the Foundation for the National Natural Science Foundation of China (No. 61273088) and development of Shandong University of Political Science and Law which is named by Fractal control of the risk of futures market (No. 2013Q07B).",

year = "2014",

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AU - Zhang, L.

AU - Liu, S. T.

AU - Yu, C.

N1 - Funding Information: Acknowledgments This work is supported by the Foundation for the National Natural Science Foundation of China (No. 61273088) and development of Shandong University of Political Science and Law which is named by Fractal control of the risk of futures market (No. 2013Q07B).

PY - 2014/8

Y1 - 2014/8

N2 - In this paper, we have investigated the control problem of the Weierstrass-Mandelbrot function model with Morlet wavelet term. Based on the corollary for its convergence, we have formulated several theorems about the monotonous effects of Morlet wavelet term on scope of the series. In addition, effects of Morlet wavelet term on two important statistical characteristics: multifractality and Hurst exponent have been calculated. We have used simulation examples to illustrate the control effects.

AB - In this paper, we have investigated the control problem of the Weierstrass-Mandelbrot function model with Morlet wavelet term. Based on the corollary for its convergence, we have formulated several theorems about the monotonous effects of Morlet wavelet term on scope of the series. In addition, effects of Morlet wavelet term on two important statistical characteristics: multifractality and Hurst exponent have been calculated. We have used simulation examples to illustrate the control effects.

KW - Control

KW - Fractal

KW - Wavelet

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JO - Indian Journal of Physics

JF - Indian Journal of Physics

IS - 8

ER -

Control effects of Morlet wavelet term on Weierstrass-Mandelbrot function model

Abstract

Keywords

ASJC Scopus subject areas

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