Empirical Evidence of Hurst Exponent Estimation Wavelet Based

Empirical Evidence of Hurst Exponent Estimation Wavelet Based

In this paper, we study long-range dependence of hydrological records with high frequent and massive data set. For detecting breakpoints, we apply the Evolutionary Wavelet Spectrum (EWS) to provide a segmentation of the original time series. And rescaled range analysis (R/S) for estimating the Hurst...

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Veröffentlicht in:Applied Mechanics and Materials 2014-11, Vol.687-691 (Manufacturing Technology, Electronics, Computer and Information Technology Applications), p.1668-1671
Hauptverfasser: Cai, Dun Bo, Zhao, Tong Zhou, Luo, Bin, Li, De Hua
Format: Artikel
Sprache:eng
Schlagworte:
Empirical analysis
Estimating
Evolutionary
Exponents
Hydrology
Segmentation
Time series
Wavelet
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Zusammenfassung:In this paper, we study long-range dependence of hydrological records with high frequent and massive data set. For detecting breakpoints, we apply the Evolutionary Wavelet Spectrum (EWS) to provide a segmentation of the original time series. And rescaled range analysis (R/S) for estimating the Hurst exponent that describe the long-range dependence phenomenon are used. The results affirm that the hydrological records have long-range dependent (LRD) behaviors.
ISSN:1660-9336
1662-7482
1662-7482
DOI:10.4028/www.scientific.net/AMM.687-691.1668