文章根据国内外6家IT公司股票收盘价的真实时间序列进行了多重分形谱研究。结果表明国内外IT公司股票具有多重分析特征,且多重分形的形状不随时间标度的改变而改变。对于同一支股票.随着配分阶数的增大,多重分形随之增强。对于特定的股票与固定的配分阶数。多重分形随着时间范围的缩小而减弱。在同一时间范围内,IBM,HP,紫光,同方,APPLE,方正股票的多重分形依次增强。
In this paper, muhi-fractal analysis is employed to analyze the closing price series of Stocks in the system of six IT companies at home and abroad. The results show that all the stocks have multifractal features, and the muhi-fractal shape does not change with time scales. For the same stock, with the order of partition function increasing, the muhi-fractal strength increases. For a certain stock and a fixed order of partition function, with the range of time series decreasing, the muhi-fractal strength decreases. Moreover, in the same time series, the muhi-fractal strength of IBM, HP, ZiGuang, TongFang, APPLE and FangZheng increases in turn.