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1.We propose a Hurst index estimation method based on DFGN model and Haar wavelet.
针对这些问题,对WO法进行改进,提出一种基于DFGN模型和Haar小波的Hurst参数估计方法;收藏指正
2.Both R/S analysis technique and wavelet transform method can estimate Hurst exponent efficiently. Relatively, the wavelet transform method restrains noise better.
R/S分析技术和基于小波变换的谱参数估计方法均可以很好地计算赫斯特指数,相对而言,小波变换谱参数估计方法具有较好的抗噪性。收藏指正
3.The Hurst empirical formula in the R/S method is modified and used for the analysis of the dynamic process of groundwater.
对R/S分析法中的Hurst经验公式进行了修正 ,并采用修正后的Hurst经验公式分析了地下水动态过程 .收藏指正
4.I test for the efficiency in the Shanghai Stock Exchange, an emerging capital market. The Hurst exponent is estimated using the R/S method.
本文使用R／S方法，通过计算Hurst指数检验了一个新兴资本市场：上海证券交易市场的有效性。收藏指正
5.1. Fractal Brownian Motion(FBM) was made from Gauss Noise and compared with pressure fluctuation signal of gas-solid fluidization,which demonstrated the similarity between the FBM and the signal. Then,Hurst Exponent was calculated from time series of the signal with R/S method. The exponent was applied in research of the identification and the diagnosis.
1．在通过FBM(分数布朗运动)数据仿真证明了气固流化床压力波动信号与分数布朗运动是相似的基础上，提出了用分数布朗运动来模拟气固流化床压力波动信号，并采用R／S分析法从信号时间序列中提取出Hurst指数，通过分析信号Hurst指数值对流化床流型和结块故障进行了研究。收藏指正
6.Simulation results based on real traffic data show that the proposed method is better than those methods such as R/S, at the same time, using this method to estimate Hurst index can reveal the self-similar of real network traffic well.
采用真实网络突发业务的仿真结果表明,该文所提出的方法比传统的R/S法等估计方法具有更高的估计精度,能更好地反映真实网络业务流量的自相似性。收藏指正
7.The thesis based on random fractal theory, utilizing fractional Brownian motion model, using R/S analysis technique and wavelet transform method to estimate Hurst exponent which depicts the complexity of seismic signal.
基于随机分形理论,采用分数布朗运动模型,应用R/S分析技术和基于小波变换的谱参数估计方法计算地震道信号的赫斯特指数。收藏指正
8.Based on the theory of fraction and the reduction scale method that is presented in this paper, fractional dimension numbers of the path and Hurst exponent of molecular motion are obtained.
应用本文提出的约化规模法,获得了不同温度条件下分子分数布朗运动的Hurst 指数和轨迹分维数收藏指正
9.In this paper, using R/S analysis method, through fractal noise that describes fractional Brownian motion and the relationship between fractal noise and H value of Hurst exponent, the noise color of price behavior of Shanghai stock market is tested empirically.
运用R/S分析方法,通过分析分形布朗运动的分形噪声及其与Hurst指数H值之间的对应关系,实证检验了上海股市价格行为中存在的噪声色彩。收藏指正
10.he concept of reseated -range (R/S) analysis of fractal theory is introduced in this paper. It is discussed that the theoretical significance and the practical computing method of the Hurst exponent H,and use H for the prediction of heavy metals pollution in mine.
介绍了分形理论中的时间序列(R/S)分析方法,讨论了赫斯特(Hurst)指数的理论意义和实际计算方法,并将其应用于矿山重金属污染预测。收藏指正
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