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Topic: HURST EXPONENT???
Replies: 4   Last Post: Sep 28, 2009 5:52 PM

 Messages: [ Previous | Next ]
 alfredo Posts: 11 Registered: 5/27/09
Re: HURST EXPONENT???
Posted: Sep 28, 2009 4:03 PM

> On Mon, 8 Nov 1999, Jang-Hwan, Tae wrote:
>

> >
> > I want to get the Matlab code for Hurst exponent.
> >
> > Anyone who wants to help me can help me...

>
> perhaps , but you need to be more specific, the hurst exponent of what? a
> time series?
>
>
>
> --------------------------------
> Department of Geology and Geophysics
> University of Edinburgh
> --------------------------------
>

I have a question, what is the result of hurst exponent if I put in input a cosine?

p=1:2048;
Asim=[1, 18, 18.5, 19, 20]; % Amplitude
Tsim=[70, 33.48, 48.13, 52.89, 66]; % 1/freq
fase=[1.1, 2.2, 3, 0.8, 2.7]; % phase
p=1:2048;
value=0; %Oscilla attorno la linea dello zero se value=0
Coseno1=0;
coseno1=Coseno1+Asim(1)*cos(2*pi*1/Tsim(1)*p+fase(1))';

che you help me?

Date Subject Author
9/28/09 alfredo
9/28/09 alfredo
9/28/09 Derek Goring