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Characterisation of the Physical Chemical Processes Using the Fractal and Harmonic Analysis
Haderka, Jan ; Nešpůrek, Stanislav (referee) ; Mikula,, Milan (referee) ; Zmeškal, Oldřich (advisor)
Existuje mnoho různých způsobů jak analyzovat disperzní systémy a fyzikálně chemické processy ke kterým v takových systémech dochází. Tato práce byla zaměřena na charakterizaci těchto procesů pomocí metod harmonické fraktální analýzy. Obrazová data sledovaných systémů byly analyzovány pomocí waveletové analýzy. V průběhu práce byly navrženy různé optimalizace samotné analýzy, převážně zaměřené na odstranění manuálních operací během analýzy a tyto optimalizace byly také inkorporovány do softérového vybavení pro Harmonickou Fraktální Analýzu HarFA, který je vyvíjen na Fakultě chemické, VUT Brno.
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Fractal Analysis of Track Geometry
Nejezchlebová, Jitka ; Holcner, Petr (referee) ; Svoboda, Richard (advisor)
The master’s thesis deals with the fractal analysis of track geometry. The theoretical part is primarily focused on introducing the basics of fractal geometry. There is also concisely described the current methodology for evaluating track geometry. In the practical part is verified the accuracy of the methods for determining the fractal dimension of the curve. For different curves with the same standard deviation is calculated the fractal dimension to demonstrate the possible advantages of using this analysis. Further is researched the use of the fractal dimension for the analysis of track geometry data. All mathematical procedures are done using the MATLAB system.
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A guide to fractal geometry
Hajmová, Kateřina ; Pokorný, Dušan (advisor) ; Boček, Leo (referee)
This text is intended for the general public. The aim of this work is acquaint readers with foundations of the fractal geometry. The thesis explains important terminology, such as the coastline paradox or the fractal dimension. A great emphasis is placed on explaining the concept of the box-counting dimension. The thesis includes the construction methods of the L-systems, IFS, TEA and random fractals. In addition, it shows the use of fractal geometry in practice. The text is completed with illuminating figures drawn in most cases in Geogebra software and Wolfram Mathematica.
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A guide to fractal geometry
Hajmová, Kateřina ; Pokorný, Dušan (advisor) ; Boček, Leo (referee)
This text is intended for the general public. The aim of this work is acquaint readers with foundations of the fractal geometry. The thesis explains important terminology, such as the coastline paradox or the fractal dimension. A great emphasis is placed on explaining the concept of the box-counting dimension. The thesis includes the construction methods of the L-systems, IFS, TEA and random fractals. In addition, it shows the use of fractal geometry in practice. The text is completed with illuminating figures drawn in most cases in Geogebra software and Wolfram Mathematica.
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The fractal dimension and forecasting of financial time series
Kaplan, Robert ; Krištoufek, Ladislav (advisor) ; Džmuráňová, Hana (referee)
In this thesis, we strive to build on the fractal market hypothesis and to develop two methods which aim to reveal whether the fractal dimension, as a property of the short memory, can be applied for forecasting of financial time series. In the first one, we use ten world market indices and repeatedly estimate the fractal dimension by boxcount, Hall-Wood, and Genton estimators on fixed number of returns and make one step ahead forecasts by AR(1) and ARMA(1,1) models; then, we look whether forecast errors from realized returns are lower when the fractal dimension is estimated lower. The second method incorporates only the fractal dimension and studies, if the sign of return persists in next period more likely with lower fractal dimension. The results indicate that the short memory is truly present in the markets and the fractal dimension may be potentially useful for prediction and increased profit for investors. However, the significance of our results is not strong. We recommend more sophisticated methods and models for further research.
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