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Fractal Time Series Analysis of Social Network Activities (1905.01018v1)
Published 10 Apr 2019 in q-fin.ST and cs.CR
Abstract: In the work, a comparative correlation and fractal analysis of time series of Bitcoin crypto currency rate and community activities in social networks associated with Bitcoin was conducted. A significant correlation between the Bitcoin rate and the community activities was detected. Time series fractal analysis indicated the presence of self-similar and multifractal properties. The results of researches showed that the series having a strong correlation dependence have a similar multifractal structure.