| Abstract: | A fractal and its dimension has been a subject of great mathematical interest since the publication of Mandelbrot's manifestoes (1977, 1982). This paper discusses some empirical results indicating the potential usefulness of estimated fractal dimension in testing for white noise. These tests are applied for model identification in time series, and results for previously analyzed data are provided. A method for fractal interpolation of a continuous process from a finite number of observations is discussed, as well as some future research directions. |
