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

enzyme concentrationfractional Brownian motionfungal coloniesHurst exponentwavelet 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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(10)

• Correlation between the Hurst exponent and the maximal Lyapunov exponent: examining some low-dimensional conservative maps
• Long memory estimation in a non-Gaussian bivariate process
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• Singularity analysis of digital signals through the evaluation of their unpredictable point manifold
• An Optimized Algorithm for the Evaluation of Local Singularity Exponents in Digital Signals
• The robust fractal analysis of time series: concerning signal class and data length
• MEASURING HURST EXPONENTS WITH THE FIRST RETURN METHOD
• EXPLORING MULTI-RESOLUTION AND MULTI-SCALING VOLATILITY FEATURES
• Fault classification via energy based features of two-dimensional image data
• Exploring self-affine properties in seismograms

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