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Title: Multifractal Analysis on Fibonacci Series Based on the Multifractal Detrended Fluctuation Analysis
Source: International Conference on Engineering and Business Management 2012(Part 5 Innovative Technology) (pp 3780-3783)
Author(s): Bo Zhong, Department of Mathematics,School of Science, Beijing Jiaotong University, Beijing, China, 100044
Pingping Yuan, Department of Mathematics,School of Science, Beijing Jiaotong University, Beijing, China, 100044
Pengjian Shang, Department of Mathematics,School of Science, Beijing Jiaotong University, Beijing, China, 100044
Abstract: Fibonacci Series which is generated by σ substitution is analyzed by Multifractal Detrended Fluctuation Analysis (MF-DFA). By analyzing the corresponding decimal Fibonacci Series, we show that the multifractal detrended fluctuation analysis method can reliably determine the multifractal scaling behavior of the series. Those will provide an important theoretic foundation for researching multifractality in substitution series.
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