Forecasting And Stock Market Critical Points Analysis Using Modified Local Holder Exponents
Table 4:
Definition | Interval, number of points | Signal threshold in the number of average values | The proportion of the correct signals of the MLHE for the scrambled time series | The proportion of correct RSG signals | The proportion of correct MLHE signals for AT & T | The total number of signals for the scrambled series |
2.1 | 180 | 1.1 | 0.44 | 0.35 | 0.81 | 69 |
2.2 | 220 | 0.2 | 0.56 | 0.5 | 0.90 | 127 |
3.1 | 210 | 0.2 | 0.43 | 0.34 | 0.72 | 127 |
3.2 | 90 | 3.7 | 0.55 | 0.5 | 0.79 | 18 |
4.1 | 210 | 3.0 | 0.45 | 0.25 | 0.85 | 28 |