Fractional Brownian Motion Model 布朗运动模型 ; 分式布朗运动模型
Empirical analysis shows Brownian-fractional Brownian model can fit the long-term dependence and the momentum effects of stock returns well.
实证分析显示，混合分数布朗运动可以很好的拟合股票收益的长期依赖性及动量效应。
In this paper, a kind of generalized multiscale fractal parameter is proposed and constructed for the description of image textures, which is based on fractional Brownian random field model.
本文从分数布朗随机场模型的描述出发，提出并构造了一种广义多尺度分形参数，用于描述图像的纹理信息。
The concept of varying-time dimension is presented and the original fractional Brownian motion model is extended to be a locally self-similarity stochastic process.
提出了时变维数的概念，对原有分数布朗运动模型加以拓展，使其成为具有局部自相似性的随机过程。
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