Self-service counting inference method of fractal-sequence parameter estimation
A technology of parameter estimation and statistical inference, applied in the direction of reasoning methods, etc., can solve problems such as lack of physical foundation and insufficient efficiency of differential models
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[0013] (1) Prepare time series x t , using random moving grid method for 1000 resampling;
[0014] (2) Calculate the estimated value of each re-sampling sequence parameter to obtain its self-help probability distribution;
[0015] (3) Use percent position confidence interval to estimate [θ * a / 2 , θ * (1-a) / 2 ] and t-method confidence interval make an estimate;
[0016] (4) Use the percentile acceptance domain and t method The receptive field performs hypothesis testing on it.
[0017] The following takes the fractal Brownian motion sequence as an example to verify. Fractional Brownian motion is a typical Gaussian process with self-similar properties, and has the characteristics of long-range correlation, incremental stationarity and regularity. The scale or self-similar feature is characterized by the parameter H, also known as the Hurst index. H is between [0, 1]. The larger the value of H, the smoother the sequence, and vice versa. When H=1 / 2, the process is Br...
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