Statements (19)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:appliesTo |
gptkb:signal_processing
finance geophysics hydrology |
| gptkbp:H<0.5 |
anti-persistent behavior
|
| gptkbp:H=0.5 |
random walk
|
| gptkbp:H>0.5 |
persistent behavior
|
| https://www.w3.org/2000/01/rdf-schema#label |
Hurst exponent
|
| gptkbp:introduced |
1951
|
| gptkbp:measures |
long-term memory of time series
|
| gptkbp:namedAfter |
Harold Edwin Hurst
|
| gptkbp:relatedTo |
self-similarity
fractal dimension |
| gptkbp:symbol |
H
|
| gptkbp:used_in |
time series analysis
|
| gptkbp:value_range |
0 to 1
|
| gptkbp:bfsParent |
gptkb:Kenneth_Thurston_Hurst
|
| gptkbp:bfsLayer |
7
|