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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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2024-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10781313/ |
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