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• [P833] Time Series Data Analysis Using Fractional Calculus Concepts and Fractal Analysis
  Author(s): Daniel William Repperger
  
  

  Abstract
  A study is conducted on time series data analysis relating the concept of the fractional calculus to fractals and to the fractal dimension. A new definition of the fractal dimension is provided based on a property of the fractional derivative. Using fractional Gaussian noise and fractional Brownian motion, simulations show the information content of a time series can be easily manipulated by the fractional derivative method and generated in real time.

  
   

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