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Preprint . 1997
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Determination of the Hurst exponent by use of wavelet transforms

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 Sep 1998Embargo end date: 01 Jan 1997 English Publisher:American Physical Society (APS)Journal:Physical Review E, volume 58, pages 2,779-2,787 (issn: 1063-651X, eissn: 1095-3787, Copyright policy )
Authors: Simonsen, Ingve; Hansen, Alex; Nes, Olav Magnar;

doi: 10.1103/physreve.58.2779 , 10.48550/arxiv.cond-mat/9707153

arXiv: cond-mat/9707153

Determination of the Hurst exponent by use of wavelet transforms

Abstract

We propose a new method for (global) Hurst exponent determination based on wavelets. Using this method, we analyze synthetic data with predefined Hurst exponents, fracture surfaces and data from economy. The results are compared with those obtained from Fourier spectral analysis. When many samples are available, the wavelet and Fourier methods are comparable in accuracy. However, when one or only a few samples are available, the wavelet method outperforms the Fourier method by a large margin.

10 pages RevTeX, 13 Postscript figures. Some additional material compared to previous version

Related Organizations
Keywords

Condensed Matter - Materials Science, Materials Science (cond-mat.mtrl-sci), FOS: Physical sciences

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
205
Top 10%
Top 1%
Top 10%
Green