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Determining the hurst exponent for time series data

  • US 6,144,877 A
  • Filed: 08/11/1998
  • Issued: 11/07/2000
  • Est. Priority Date: 08/11/1998
  • Status: Expired due to Fees
First Claim
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1. A method using a computer for determining statistical information for time series data for a measurable activity, the method comprising the steps of:

  • obtaining the time series data of the measurable activity, the time of the series data comprising a plurality of data elements representative of the measurable activity; and

    using a computer to determine a Hurst exponent from the time series data, the Hurst exponent being the statistical information of the time series data.

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