为了提高股指时间序列相似性分析的准确性,提出趋势分形维数的概念,并基于此定义了相似性分析方法.趋势分形维数包含阳线维和阴线维,能更好地反映市场跌涨变化趋势,基于该维数的相似性度量方法能够提高相似性度量的准确性.通过与其他两种相似性度量方法对比,进一步说明该方法的优越性.
In order to improve the accuracy of stock indices time series similarity analysis, the concept of tendency fractal dimension and the similarity analysis method based on this concept were proposed. The tendency fractal dimension includes positive fractal dimension and negative fractal dimension and can indicate the uptrend or downtrend of stock time series better. Therefore the similarity analysis method based on tendency fractal dimension can improve the accuracy of analysis result. In contrast to other two similarity methods the proposed method has the advantage of accuracy.