Typical Algorithms for Estimating Hurst Exponent of Time Sequence: A Data Analyst’s Perspective

Typical Algorithms for Estimating Hurst Exponent of Time Sequence: A Data Analyst’s Perspective

The Hurst exponent is a significant metric for characterizing time sequences with long-term memory property and it arises in many fields such as physics, engineering, mathematics, statistics, economics, psychology, and so on. The available methods for estimating the Hurst exponent can be categorized...

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Bibliographic Details
Main Authors: Hong-Yan Zhang, Zhi-Qiang Feng, Si-Yu Feng, Yu Zhou
Format: Article
Language:English
Published: IEEE 2024-01-01
Series:IEEE Access
Subjects:
Time sequence (TS)
Hurst exponent
sequence partition
parameter estimation
sequence representation
algorithmic pseudo-code
Online Access:https://ieeexplore.ieee.org/document/10781313/
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