Емпіричний закон Херста та метод нормованого размаху для часових рядів, пов’язаних з фізичними сигналами та процесами

Abstract

Earlier, we examined some of the fractal measurements [1]. Many observations of natural processes lead to temporal dependencies. Time series measurements can be studied using the R / S method or the Hurst method. Such measurement sequences are characterized by the H indicator, the Hurst indicator. The measurement record is a curve of the fractal dimension D = 2 — N.