Empirical Evidence of Hurst Exponent Estimation Wavelet Based

Bin Luo; Tong Zhou Zhao; De Hua Li; Dun Bo Cai

doi:10.4028/www.scientific.net/AMM.687-691.1668

Paper Titles

Research of Dimensionality Reduction for Fatigue Stress Concentration Factor Based on SVM by Linear Kernel
p.1649

Sparse Coding in Modularity Community Detection with Big Data
p.1653

Fuzzy Maximum Independent Set Problem of Graphic
p.1657

The Differential Game Analysis on the Construction Problem of the Public Libraries
p.1662

Empirical Evidence of Hurst Exponent Estimation Wavelet Based
p.1668

Event Probability Based Priority Filter for Efficient Event Matching
p.1672

Research on the Multi Object Polymorphism in C++ Based on Display Management Overloaded Set
p.1679

Research on Bilingual Corpus Based Machine Translation
p.1683

Research and Application of Network Aided Translation Method
p.1687

HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 687-691Empirical Evidence of Hurst Exponent Estimation...

Empirical Evidence of Hurst Exponent Estimation Wavelet Based

Abstract:

In this paper, we study long-range dependence of hydrological records with high frequent and massive data set. For detecting breakpoints, we apply the Evolutionary Wavelet Spectrum (EWS) to provide a segmentation of the original time series. And rescaled range analysis (R/S) for estimating the Hurst exponent that describe the long-range dependence phenomenon are used. The results affirm that the hydrological records have long-range dependent (LRD) behaviors.

You might also be interested in these eBooks

View Preview

Info:

Periodical:

Applied Mechanics and Materials (Volumes 687-691)

Pages:

1668-1671

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.687-691.1668

Citation:

Cite this paper

Online since:

November 2014

Authors:

Bin Luo*, Tong Zhou Zhao, De Hua Li, Dun Bo Cai

Keywords:

Long-Range Dependence, Rescaled Range Analysis, Water Level, Wavelet

Export:

RIS, BibTeX

Price:

Permissions CCC:

Request Permissions

Permissions PLS:

Request Permissions

Сopyright:

Citation:

* - Corresponding Author

References

[1] B.B. Mandelbrot and W. Van Ness. SIAM Rev, Vol. 10 (1968) No. 4, p.422 – 437.

Google Scholar

[2] Darryl Veich and Patrice Abry. On information theory, Vol. 45 (1999) No. 3, p.878 – 897.

Google Scholar

[3] P. Abry, P. Flandrin, MS Taqqu, and Darryl Veitch. Self-similar network traffic and performance evaluation, Vol. 15 (2000), p.39 – 88.

DOI: 10.1002/047120644x.ch2

Google Scholar

[4] Patrice Abry, H. Helgason, and V. Pipiras. Lithuanian Mathematical Journal, Vol. 51 (2011) No. 3, p.287 – 302.

Google Scholar

[5] Information on http: /www. maths. bris. ac. uk.

Google Scholar

[6] P. Fryzlewicz and P. Nason. Journal of the Royal Statistical Society, Vol 68 (2006) No. 3, p.611–634.

Google Scholar

[7] F. Biagini, Yaozhong Hu, Bernt Oksendal, and Tusheng Zhang: Stochastic calculus for fractional brownian motion and applications (Springer, London 2008).

Google Scholar