Modified MF-DFA Model Based on LSSVM Fitting

Modified MF-DFA Model Based on LSSVM Fitting

This paper proposes a multifractal least squares support vector machine detrended fluctuation analysis (MF-LSSVM-DFA) model. The system is an extension of the traditional MF-DFA model. To address potential overfitting or underfitting caused by the fixed-order polynomial fitting in MF-DFA, LSSVM is e...

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Bibliographic Details
Main Authors: Minzhen Wang, Caiming Zhong, Keyu Yue, Yu Zheng, Wenjing Jiang, Jian Wang
Format: Article
Language:English
Published: MDPI AG 2024-05-01
Series:Fractal and Fractional
Subjects:
multifractal
multiplicative cascades
LSSVM
Online Access:https://www.mdpi.com/2504-3110/8/6/320

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https://www.mdpi.com/2504-3110/8/6/320

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