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A computational technique to classify several fractional Brownian motion processes. (English) Zbl 1498.60151

Chaos Solitons Fractals 150, Article ID 111152, 5 p. (2021); corrigendum ibid. 161, Article ID 112386, 1 p. (2022).
Summary: In this paper, for the first time, the classification of several fractional Brownian motion time series is considered. For this purpose, fuzzy clustering technique is applied and Brownian motion processes are classified. The applicability of the given approach is explored using simulated and a real COVID-19 dataset.

MSC:

60G22 Fractional processes, including fractional Brownian motion
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
92D30 Epidemiology
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