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Hurst Exponent

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Hurst Exponent(H)
A measure of the bias in fractional Brownian motion. H=0.50 for Brownian motion. 0.50<H<1.00 for persistent, or trend-reinforcing series. 0<H<0.50 for an anti-persistent, or mean-reverting system. The inverse of the Hurst exponent is equal to alpha, the characteristic exponent for Stable Paretian distributions. The fractal dimension of a time series, D, is equivalent to 2-H.
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The processes, called fractional Brownian motions (fBm), enable us to do that on the basis of the fitted Hurst exponent H (0 < H < 1) over the time interval of interest [8].
On a possibility of estimating the feedback sign of the Earth climate ... by Karner, Olavi / Proceedings of the Estonian Academy of Sciences: Engineering
2]] D Fractional exponent [/] H Hurst exponent [/] H(z) Probability density function [counts/[micro]m] N Total number of profiles P([lambda]) Power spectral density function [[[micro]m.
Surface texture characterization of injection-molded pigmented ... by Arino, Ingrid; Kleist, Ulf; Barros, Gustavo Gil; Johansson, Per-Ake; Rigdahl, Mikael / Polymer Engineering and Science
The Hurst exponent (H) is the measure of the smoothness of fractal time series and can be related to fractal dimension by H = E + 1 - D, where E is the Euclidean dimension (E = 0 for a point, 1 for a line, 2 for a surface, etc.
Fractality in geology: a possible use of fractals in the studies of ... by Soesoo, Alvar; Kalda, Jaan; Bons, Paul; Urtson, Kristjan; Kalm, Volli / Proceedings of the Estonian Academy of Sciences: Geology
 
 
 
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