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The Hurst Exponent of Sunspot Counts: A Note
SSRN Electronic Journal, 2016It is shown that the time series of sunspot counts may be represented as the sum of a regular cyclical process and a random Hurst process. In the 2375-month study period 1/1818-11/2015, the optimal cyclical components of mean monthly sunspot counts consist of a short wave function with a period of 131 months and a long wave function in which the ...
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The Hurst’s exponent in technical analysis signals
2006The fractal nature of financial data has been investigated through literature. The aim of this paper is to use the information given by the detection of the fractal measure of data in order to provide support for trading decisions when dealing with technical analysis signals that can be used to trigger buy/sell orders.
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Hurst exponent estimation using neural network
International Journal of Computational Science and Engineering, 2022Somenath Mukherjee +3 more
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The Hurst Exponent of Surface Temperature: A Note
SSRN Electronic Journal, 2015High values of the Hurst exponent of H=0.66±0.05 for deseasonalized monthly mean surface temperatures in the sample period 1850-2015 suggest persistence and long term memory in the temperature time series. Such Hurst phenomena have been observed in the stochastic processes of nature in the area of hydrology (Hurst) and also in the proxy record of ...
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An alternative method for estimating Hurst exponent of control signals based on system dynamics
Journal of Process Control, 2023Javad Poshtan, Yousef Alipouri
exaly
Determination of Pipeline Leaks Based on the Analysis the Hurst Exponent of Acoustic Signals
Water (Switzerland), 2022Shamil Ziganshin
exaly
Hurst exponent for weak self-similar processes
Communications in Nonlinear Science and Numerical SimulationM. Fernández-Martínez +1 more
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