Performance of a high-dimensional R/S method for Hurst exponent estimation

An extension of the R/S method to estimate the Hurst exponent of high-dimensional fractals is proposed. The method’s performance was adequate when tested with synthetic surfaces having different preset Hurst exponent values and different array sizes. The two-dimensional R/S analysis is used to analyze three images from nature and experimental data, revealing interesting scaling behavior with physical meaning.

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Year of publication:	2008
Authors:	Alvarez-Ramirez, Jose ; Echeverria, Juan C. ; Rodriguez, Eduardo
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 387.2008, 26, p. 6452-6462
Publisher:	Elsevier
Subject:	Random systems \| R/S analysis \| Images \| Hurst exponent

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010588418