Self-similarity is a typical feature for fractal and chaos. Regular fractals in theory have strict self-similarity, but for irregular fractals in nature, their self-similarity could be seen only within a certain scale-invariant region. Time series acquired by sampling are commonly used for studying objects in nature, and they could be treated as curves on plane. Fractal analysis could be used to discuss the self-similarity of time series. Based on the fractal dimension calculating method by continuous wavelet transform, a novel scale-invariant extent parameter is proposed to evaluate the level of self-similarity of time series. The longer the scale-invariant region length is, the higher level of the self-similarity is. Otherwise, short scale-invariant region length corresponding to low self-similarity level. Time series with different self-similarity levels could be classified directly using this evaluation parameter.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.