Hurst exponent evaluated via calculated by box-counting method on short time series example fractal dimension
Journal Title: Vìsnik Nacìonalʹnogo unìversitetu "Lʹvìvsʹka polìtehnìka". Serìâ Ìnformacìjnì sistemi ta merežì - Year 2015, Vol 814, Issue
Abstract
The three versions of box counting algorithm for determining the fractal dimension of a spreadsheet Ms Excel is implemented. Values of Hearst exponent have been obtained for ten short individual time series, by the designed algorithm, based on the equation D = 2-H. The values of Hearst exponent received by means of general methods are given. The research results prove that the exact value of the fractal dimension and Hearst exponent can be obtained using the third version of the algorithm.
Authors and Affiliations
Lilya Nych, R. M. Kaminsky
Keywords
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