• Title/Summary/Keyword: Resealed range (R/S) analysis

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A Hurst Exponent as the Measure for a Sinusoid Pattern Recognition (Sinusoid 패턴 인식을 위한 측도로서의 허스트 지수)

  • 차경준;황선호
    • Journal for History of Mathematics
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    • v.17 no.2
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    • pp.85-96
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    • 2004
  • The Resealed range statistical analysis and Hurst exponent which are standard methods to test the chaotic model are used to examine sinusoid pattern. We notice that the Hurst exponent can be used as a measure to examine the time series data that show semi-cyclic trend with noise.

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Alternative Cone Tip Resistance Analysis Method using Rescaled Range Analysis

  • Yu, Chan;Yoon, Chun-Gyeong
    • Journal of The Korean Society of Agricultural Engineers
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    • v.47 no.7
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    • pp.37-45
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    • 2005
  • In this study, R/S analysis which was proposed by Mandelbrot & Wallis (1969) was applied to evaluate the presence of the fractal property in the cone tip resistance of in-situ CPT data. Hurst exponents (H) were evaluated in the range of 0.660$\sim$0.990 and the average was 0.875. It was confirmed that a cone tip resistance data had the characteristic of fractals and it was expected that cone tip resistance data sets are well approximated by a fBm process with an Hurst exponent near 0.875. It was also observed that the boundary between layers were obviously identified as a result of R/S analysis and it will be usage in practices.