Wavelet packet computation of the Hurst exponent

DOI10.1088/0305-4470/29/10/029MaRDI QIDQ4389962zbMATH OpenOpenAlexFDO

Authors Cheryl L. Jones, G. T. Lonergan, D. E. Mainwaring

Publication date 12 August 1998

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/232b5cdc909358877af8c5cb210699431774e683

zbMATH Keywords

fractional Brownian motionHurst exponentenzyme concentrationfungal colonieswavelet packet method

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Biochemistry, molecular biology (92C40) Physiological, cellular and medical topics (92C99)

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• EXPLORING MULTI-RESOLUTION AND MULTI-SCALING VOLATILITY FEATURES
• MEASURING HURST EXPONENTS WITH THE FIRST RETURN METHOD
• Long memory estimation in a non-Gaussian bivariate process
• Fault classification via energy based features of two-dimensional image data
• An Optimized Algorithm for the Evaluation of Local Singularity Exponents in Digital Signals
• Singularity analysis of digital signals through the evaluation of their unpredictable point manifold

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