The rescaled variance statistic and the determination of the Hurst exponent.

Daniel Oliveira Cajueiro Benjamin Miranda Tabak

Published in: Math. Comput. Simul. (2005)

Keyphrases

hurst exponent
standard deviation
variance reduction
covariance matrix
database
data sets
neural network
correlation coefficient
real time
artificial intelligence
computer vision
knowledge base
database systems
multiscale
perceptron algorithm
hypothesis test