Prepregnancy analysis logistisc time series based on Hurst exponent

Abstract

Purpose: to apply fractal analysis as a tool for predictive study of the time series. The chosen method will allow to draw a conclusion about the type of system behavior, to determine the constancy of trends and the duration of cycles, if any, to identify the effects of long-term memory and draw conclusions and the impact of seasonality. Discussion: to determine the dynamics of the market HOD – one of the main tasks of its participants, the authors propose the use of predictive analysis methods of nonlinear dynamics. It is often very difficult to solve it with the help of standard technical analysis tools. Fractal analysis can be a comprehensive solution to many problems in the field of market assessment. This tool is often undeservedly neglected by traders and investors, but fractal analysis of time series helps to effectively assess the presence and stability of the trend in the market. Results: аs a result of the preliminary fractal analysis, it can be concluded that the regional HOD market has the property of fractality, namely, the presence of seasonality in the process under study opens up additional opportunities for filling traffic traffic off-peak periods suitable only for processing materials.