Calculating the constant in the Hurst index for the time series.

Roman Kaminskyi Nataliya Shakhovska Andrew Khudy

Published in: CSIT (2) (2019)

Keyphrases

subsequence matching
index structure
dynamic time warping
garch model
non stationary
multivariate time series
website
multiscale
symbolic representation
moving average
real time
case study
image sequences
lower bound
nearest neighbor
structural similarity