Formation of Multitrends of Dissipative Dynamic Systems

  • Authors:
  • V. G. Kleparskii

  • Affiliations:
  • Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia

  • Venue:
  • Automation and Remote Control
  • Year:
  • 2003

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Abstract

The formation of attraction channels in dissipative dynamic systems is studied within the framework of Kolmogorov's theory of cascade dynamic systems. Based on the multifractal trends in short-term dynamic structures of exchange markets, the minimal-intensity dissipation mode is shown to be closest to the dynamic equilibrium mode.