Classification of time series using the Hurst exponent

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.