Fractal Time Series Analysis of Social Network Activities

Lyudmyla Kirichenko, Vitalii Bulakh and Tamara Radivilova

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Abstract: In the work, a comparative correlation and fractal analysis of time series of Bitcoin crypto currency rate and community activities in social networks associated with Bitcoin was conducted. A significant correlation between the Bitcoin rate and the community activities was detected. Time series fractal analysis indicated the presence of self-similar and multifractal properties. The results of researches showed that the series having a strong correlation dependence have a similar multifractal structure.

Date: 2019-04
New Economics Papers: this item is included in nep-ets and nep-pay
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Published in 2017 4th International Scientific-Practical Conference Problems of Infocommunications. Science and Technology (PIC S&T), Kharkov, Ukraine, 2017, pp. 456-459

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1905.01018

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