赫斯特指数

不同的分组方法对赫斯特指数的影响

The Influence of Different Grouping Methods on the Hurst Index

按照所得到的赫斯特指数进行三维自仿射分析，在双对数图上得到较好的直线。

A 3 D self affine analysis is performed according to these Hurst exponents .

对于全国火灾起数的分析，计算赫斯特指数H时应用2种新的数据分组方法；

For the analysis of total fire number in China , two new data grouping methods for calculating the Hurst exponent H are presented .

常见的风险度量指标包括基于随机游走的方差、β指标以及基于收益长期相关性特征的赫斯特指数、λ参数、C指标等。

Variance and β based on random walk and Hurst Index , index C and parameter X based on returns ' long-term correlation are common risk measurement indexes in full domain risk theory .

结果表明：全国范围内的赫斯特指数普遍大于0.5，意味着NDVI时间序列不是马尔科夫序列，而是存在明显的趋势性；

Since 99.5 percent of Hurst exponents of the NDVI time series are greater than 0.5 , it is obvious that NDVI time series are generally persistent , and a rising tendency in the past will lead to some increase in the future .

通过一维阶乘矩的研究得到自仿射的赫斯特指数。

The Hurst exponents are obtained through the study on the 1 D factorial moments .

赫斯特指数的分析与应用

The Analysis and Application of Hurst Exponent

利用12种统计方法定量确定趋势的显著性，并用赫斯特指数估计法预测未来趋势。

Twelve kinds of statistical methods were used to identify significant trends quantitatively and the method of Hurst to predict .

此外，对瓦斯涌出量的赫斯特指数，分形行为进行了探讨，研究其不规则中的规律性。

Besides , the Hurst index of gas emission and fractal behavior are discussed to study the law in irregulation .

R/S分析技术和基于小波变换的谱参数估计方法均可以很好地计算赫斯特指数，相对而言，小波变换谱参数估计方法具有较好的抗噪性。

Both R / S analysis technique and wavelet transform method can estimate Hurst exponent efficiently . Relatively , the wavelet transform method restrains noise better .

并且样本数据时间频率越高，赫斯特指数越小，反映了期货价格有更多的噪声，日价格更不稳定，比周和月价格有更多的变化。

The higher the frequency of sample data the less the value of hurst exponent . This reflects that daily futures prices have more noises , daily prices is more unstable , and there are more changes than weekly and monthly prices .

H<0.5时，声发射信号趋于减弱。根据这一规律，通过计算声发射信号曲线的赫斯特指数（或分形维数），便可确定声发射试验中的凯塞点。

The AE signal will be stronger when H > 0.5 , and it is weaker when H < 0.5 . On the basis of this character of Hurst index , the Kaiser point can be determined correctly by calculating the Hurst index of AE signal curve .