Calculating the constant in the Hurst index for the time series
Анотація
In this paper, the problem of precise determination of the constant value of the Hurst fractal index for the time series is considered. In the classical representation, the value of the Hurst index is neglected by the constant, which is mostly equal 0.5 or, in general, includes it in the variable. In addition, the existing methods for determining this indicator are empirical. In the proposed method, the Hurst index was measured through a predetermined value of the fractal dimension. As a result, another indicator, namely, an individual constant for a particular time series, replenishes fractal analysis. The results of evaluations of this fractal constant for several time series are presented.
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