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Hurst Exponent as a Part of Wavelet Decomposition Coefficients to Measure Long-term Memory Time Series Based on Multiresolution Analysis

by Vyacheslav V. Lyashenko, Rami Matarneh, Valeria Baranova and Zhanna V. Deineko

American Journal of Systems and Software. 2016, 4(2), 51-56. DOI: 10.12691/ajss-4-2-4
Pub. Date: November 29, 2016Views: 21657 Downloads: 20947Like: 5

time series self-similar wavelet decomposition Hurst exponent wavelet-coefficients detailing coefficient

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