A computational technique to classify several fractional Brownian motion processes

Mohammad Reza Mahmoudi

Chaos, Solitons & Fractals, 2021, vol. 150, issue C

Abstract: 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.

Keywords: Fractional Brownian motion; Fuzzy clustering; Classification; COVID-19 (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921005063

DOI: 10.1016/j.chaos.2021.111152

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