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Evaluation of the Dispersional Analysis Method for Fractal Time Series

Fractal signals can be characterized by their fractal dimension plus some measure of their variance at a given level of resolution. The Hurst exponent, H, is <0.5 for rough anticorrelated series, >0.5 for positively correlated series, and =0.5 for random, white noise series. Several methods ar...

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Bibliografiske detaljer
Main Authors: Bassingthwaighte, James B., Raymond, Gary M.
Format: Artigo
Sprog:Inglês
Udgivet: 1995
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC3756095/
https://ncbi.nlm.nih.gov/pubmed/7486356
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