Hurst Exponent (H)
Review Article: On the relation between the seismic activity and the Hurst exponent of the geomagnetic field at the time of the 2000 Izu swarm
... the Hurst exponent of the horizontal ge- omagnetic field and 6Kp on both short and long ...the Hurst exponent shows a close correlation with 6Kp during the entire period of time ...
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The Hurst exponent as a tool for the description of magma field heterogeneity reflected in the geochemistry of growing crystals
... The Hurst exponent (H) was used as a tool for the description of the local heterogeneities of the magma field during the mixing ...of H were calculated for compatible trace element patterns ...
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A Comparison of Fractal Dimension Algorithms by Hurst Exponent using Gold Price Time Series
... The Hurst exponent is estimated by plotting the values of log (N) versus log (R/S) and we obtain the Hurst exponent as the slope of the attained ...The Hurst exponent is directly ...
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Trend analysis and estimation of hurst exponent for aerosol time series of Chennai
... and H is called the Hurst exponent. To estimate the Hurst exponent, we plot (R/S) versus n in log-log ...the Hurst exponent. The values of the Hurst exponent ...
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Classification of EMG using Lyapunov and Hurst Exponent
... In this present study we are analyzing the different class of EMG signals considering some of the best non-linear features. Based on the above features we can state that LLE and Hurst exponent are the best ...
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Hurst Exponent Analysis on the Ghana Stock Exchange
... The Hurst value from both the periodogram and the rescaled range analysis for ACCESS and ADB were confirmed by the heteroscedasticity test with p-value of ...with Hurst exponent of ...
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Analysis of the influence of memory content of auditory stimuli on the memory content of EEG signal
... the Hurst exponent for EEG signals without any external stimulation [12-14], very limited works investigated the variation of the Hurst exponent for EEG signal due to external ...signal’s ...
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Hurst exponents, Markov processes, and nonlinear diffusion equations
... exponents H≠1/2 are perfectly consistent with Markov processes and the EMH. A Hurst exponent, taken alone, tells us nothing about ...arbitrary Hurst exponents H can be reduced for ...
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Searching for long memory effects in time series of central Europe stock market indices
... calculate Hurst exponent. On the basis of the Hurst exponent is characterized formation and behaviour of analysed time ...Computed Hurst exponent is also statistical compared ...
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Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds
... of H and reflects political cycles in most ...the Hurst exponent for the first 1,024 returns, then discard the first return and add the following return of the time ...each H estimate is ...
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Comparative Analysis of Rescaled Range Results of Normal and Abnormal Heart Sound Recordings
... the Hurst exponent, a measure of persistence for non-linear dynamic ...the Hurst exponent (H) as a benchmark, we compared the values of the Hurst exponent for normal heart ...
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Characterization of the South Atlantic Anomaly
... the Hurst exponent is in the range of 0.5<H <1, it can be interpreted as both that a high value in the series will prob- ably be followed by another high value and that the values a long time ...
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Hurst’s Memory for Chaotic, Tree Ring, and SOI Series
... H.E. Hurst remains an open problem in sto- chastic hydrology. Today, the Hurst analysis is widely used for the hydrological studies for the memory and characteristics of time series and many methodologies ...
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American Journal of Systems and Software
... of Hurst exponent values is an important ...estimate Hurst exponent [16,17,18,19,20], but all of them provide only approximate values, while some of them have a high computational ...the ...
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Distinguishing between short and long range dependence: Finite sample properties of rescaled range and modified rescaled range
... for H based on ...simulated Hurst exponent for 10000 random time series drawn from standardized Gaussian distribution for minimum time series length of 2 9 and maximum one of 2 17 ...
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WAVELET-BASED MULTIFRACTAL FORMALISM TO ASSIST IN DIAGNOSIS IN DIGITIZED MAMMOGRAMS
... so-called Hurst exponent H that characterizes statistically the global roughness of the mammogram landscape (Arneodo et ...the H¨older (local roughness) exponent ...
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Differences of Heart Rate Variability during Sevoflurane Anesthesia in Children by Age
... Heart rate variability (HRV) is a physiologic change of heart rate or electrocardiographic R-R interval regulated by the autonomic nervous system [1], and is therefore under direct or indirect control of the brain [2,3]. ...
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EEG-Based Epilepsy Detection and Prediction
... waveforms.Hurst exponent (H), a chaotic measure, is then used to characterize the complexity of the ...The Hurst values were plotted, in which we observed a unique trend in the EEG activity with ...
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Spectral characteristics of high-latitude raw 40 MHz cosmic noise signals
... eralised Hurst exponents, α. Considering all periods greater than 1 h, α ≈ ...generalised Hurst exponent ≈ ...generalised Hurst exponent ≈ ...
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Fractal Analysis of the Corrosion Inhibition of Carbon Steel in a Bromide Solution by Lithium Chromate
... Fig. 6 shows a comparison between the values of fractal dimension calculated from the depression angle of impedance plots and the fractal dimension obtained through the Hurst exponent H, determined ...
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