• 제목/요약/키워드: Resealed range (R/S) analysis

검색결과 3건 처리시간 0.014초

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

  • 차경준;황선호
    • 한국수학사학회지
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    • 제17권2호
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    • pp.85-96
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    • 2004
  • 본 연구에서 카오스 모형을 직접적으로 검정하기 위한 표준적인 기법 중의 하나인 R/S 분석(resealed range statistical analysis)과 허스트 지수를 'sinusoid' 패턴 평가하는 데 적용하였다. 이는 다소 잡음이 섞여 있으면서 동시에 준주기 성향을 갖는 시계열자료에 대해서 허스트 지수가 이를 간접적으로 평가 할 수 있는 측도(measure)로 활용될 수 있음을 논하였다.

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Alternative Cone Tip Resistance Analysis Method using Rescaled Range Analysis

  • Yu, Chan;Yoon, Chun-Gyeong
    • 한국농공학회논문집
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    • 제47권7호
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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.