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Classification of time series using the Hurst exponent
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| dc.contributor.author | Nazarychev S. | |
| dc.contributor.author | Zagretdinov A. | |
| dc.contributor.author | Ziganshin S. | |
| dc.contributor.author | Vankov Y. | |
| dc.date.accessioned | 2020-01-15T21:49:12Z | |
| dc.date.available | 2020-01-15T21:49:12Z | |
| dc.date.issued | 2019 | |
| dc.identifier.issn | 1742-6588 | |
| dc.identifier.uri | https://dspace.kpfu.ru/xmlui/handle/net/156202 | |
| dc.description.abstract | © Published under licence by IOP Publishing Ltd. The Hurst exponent allows to classify time series according to the level of their stochasticity. To calculate it, the rescaled range analysis (R/S analysis) is applied. The article presents the R/S analysis algorithm. A program has been developed in the LabView programming environment. Performance check program carried out on the model signals. | |
| dc.relation.ispartofseries | Journal of Physics: Conference Series | |
| dc.title | Classification of time series using the Hurst exponent | |
| dc.type | Conference Paper | |
| dc.relation.ispartofseries-issue | 1 | |
| dc.relation.ispartofseries-volume | 1328 | |
| dc.collection | Публикации сотрудников КФУ | |
| dc.source.id | SCOPUS17426588-2019-1328-1-SID85076205720 |
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Публикации сотрудников КФУ Scopus [24551]
Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.