Wavelet packet computation of the Hurst exponent

DOI10.1088/0305-4470/29/10/029zbMATH Open0903.92016OpenAlexW2040827478MaRDI QIDQ4389962FDOQ4389962

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

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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)

Cited In (10)

• Wavelet and fractal methods with environmental applications
• The robust fractal analysis of time series: concerning signal class and data length
• Exploring self-affine properties in seismograms
• EXPLORING MULTI-RESOLUTION AND MULTI-SCALING VOLATILITY FEATURES
• Correlation between the Hurst exponent and the maximal Lyapunov exponent: examining some low-dimensional conservative maps
• 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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