Hurst exponent
id:
hurst-exponent-268-10307633
title:
Hurst exponent
text:
The Hurst exponent is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series, and the rate at which these decrease as the lag between pairs of values increases. Studies involving the Hurst exponent were originally developed in hydrology for the practical matter of determining optimum dam sizing for the Nile river's volatile rain and drought conditions that had been observed over a long period of time. The name "Hurst exponent", or "Hurst coeff
brand slug:
wiki
category slug:
encyclopedia
description:
A measure of the long-range dependence of a time series
original url:
https://en.wikipedia.org/wiki/Hurst_exponent
date created:
date modified:
2023-10-27T19:21:08Z
main entity:
{"identifier":"Q1638718","url":"https://www.wikidata.org/entity/Q1638718"}
image:
fields total:
13
integrity:
14