Kirichenko, L.Radivilova, T.Bulakh, V.2018-06-042018-06-042018Kirichenko L. Generalized approach to Hurst exponent estimating by time series / Lyudmyla Kirichenko, Tamara Radivilova, Vitalii Bulakh // Informatyka Automatyka Pomiary w Gospodarce i Ochronie Środowiska, 2018, Volume 8, No. 1, pp.28-312083-0157http://openarchive.nure.ua/handle/document/5772This paper presents a generalized approach to the fractal analysis of self-similar random processes by short time series. Several stages of the fractal analysis are proposed. Preliminary time series analysis includes the removal of short-term dependence, the identification of true long-term dependence and hypothesis test on the existence of a self-similarity property. Methods of unbiased interval estimation of the Hurst exponent in cases of stationary and non-stationary time series are discussed. Methods of estimate refinement are proposed. This approach is applicable to the study of self-similar time series of different nature.enfractal analysisshort time seriesHurst exponenArticle