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Article Information:
Rescaled Range Analysis in Higher Dimensions
Jie Fan
Corresponding Author: Jie Fan
Submitted: September 07, 2012
Accepted: October 25, 2012
Published: May 05, 2013 |
Abstract:
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In this study, we give a rescaled range analysis method employed to demonstrate long-range correlations and the presence of periodical features for a time series. An extension of the rescaled range method to estimate the Hurst exponent of high-dimensional fractals is proposed in this study. The two-dimensional rescaled range analysis is used to analyze traffic data, reveal interesting scaling behavior with physical grounds. The relation between the one-dimensional rescaled range method and two-dimensional rescaled range method is interpreted carefully.
Key words: Binomial multifractal model, fourier transform method, hurst exponent, rescaled range analysis, traffic time series , ,
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Cite this Reference:
Jie Fan, . Rescaled Range Analysis in Higher Dimensions. Research Journal of Applied Sciences, Engineering and Technology, (18): 4489-4492.
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ISSN (Online): 2040-7467
ISSN (Print): 2040-7459 |
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