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A computational technique to classify several fractional Brownian motion processes

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  • Mahmoudi, Mohammad Reza

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.

Suggested Citation

  • Mahmoudi, Mohammad Reza, 2021. "A computational technique to classify several fractional Brownian motion processes," Chaos, Solitons & Fractals, Elsevier, vol. 150(C).
    • Handle: RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921005063
    DOI: 10.1016/j.chaos.2021.111152
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