Trinidad Segovia, J.E.; Fernández-Martínez, M.; … - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 6, pp. 2209-2214
Geometric method-based procedures, which we will call GM algorithms hereafter, were introduced in M.A. Sánchez …, Phys. A 387 (2008) 5543–5551, to calculate the Hurst exponent of a time series. The authors proved that GM algorithms …, based on a geometrical approach, are more accurate than classical algorithms, especially with short length time series. The …