Discriminating Fractals In Time Series

Fractal theory is a new method to apply in time series analysis, but how to discriminate fractal time series from non-fractal time series is ambiguous. Several Parame-ters, such as Poincare map, Lyapunov exponent, correlation dimension, power spectrum density and Hunt exponent, are used to recognize if the time series are fractals. The relia-bilities of the parameters used above arc compared. If the dynamic system is known, it's fit to use the Poincare map and Lyapunov exponent; while if the dynamic system is unknown, it, s fit to use the power spectrum density and Hurst exponent. At last, the range of fractals applying in time series analysis is sketched.