##
**Fractal time series – A tutorial review.**
*(English)*
Zbl 1191.37002

Summary: Fractal time series substantially differs from conventional one in its statistic properties. For instance, it may have a heavy-tailed probability distribution function (PDF), a slowly decayed autocorrelation function (ACF), and a power spectrum function (PSD) of \(1/f\) type. It may have the statistical dependence, either long-range dependence (LRD) or short-range dependence (SRD), and global or local self-similarity. This article will give a tutorial review about those concepts. Note that a conventional time series can be regarded as the solution to a differential equation of integer order with the excitation of white noise in mathematics. In engineering, such as mechanical engineering or electronics engineering, engineers may usually consider it as the output or response of a differential system or filter of integer order under the excitation of white noise. In this paper, a fractal time series is taken as the solution to a differential equation of fractional order or a response of a fractional system or a fractional filter driven with a white noise in the domain of stochastic processes.

### MSC:

37-01 | Introductory exposition (textbooks, tutorial papers, etc.) pertaining to dynamical systems and ergodic theory |

37M10 | Time series analysis of dynamical systems |

37Jxx | Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems |

28Axx | Classical measure theory |

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\textit{M. Li}, Math. Probl. Eng. 2010, Article ID 157264, 26 p. (2010; Zbl 1191.37002)

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