본 논문에서는 경제시계열 데이타중에 하나인 환율데이타(Yen/Dollar)의 장기기억성과 정답율을 조사했다. 통상 단기 기억성을 가진 대표적 모델 AR 모델로 부터 생성되는 시계열에는 두종류의 프랙탈차원이 존재하는 경우가 많다. 두차원으로 분리되는 샘플 간격을 $k^{crossover}$라고 한다면, 통계모델에서K < $k^{crossover}$일때의 프랙탈차원을 $D_1$, K > $k^{crossover}$일때의 프랙차원을 $D_2$라고 한다면 $ D_1
In this paper, we investigates the long-term memory and the Correct answer rate of the foreign exchange data (Yen/Dollar) that is one of economic time series, There are many cases where two kinds of fractal dimensions exist in time series generated from dynamical systems such as AR models that are typical models having a short terrr memory, The sample interval separating from these two dimensions are denoted by kcrossover. Let the fractal dimension be $D_1$ in K < $k^{crossover}$,and $D_2$ in K > $k^{crossover}$ from the statistics mode. In usual, Statistic models have dimensions D1 and D2 such that $D_1$ < $D_2$ and $D_2cong2$ But it showed a result contrary to this in the real time series such as NIKKEL The exchange data that is one of real time series have relation of $D_1$ > $D_2$ When the interval between data increases, the correlation between data increases, which is quite a peculiar phenomenon, We predict exchange data by neural networks, We confirm that $eta$ obrained from prediction errors and D calculated from time series data precisely satisfy the relationship $eta$ = 2-2D which is provided from a non-linear model having fractal dimension, And We identified that the difference of fractal dimension appeaed in the Correct answer rate.
