Open AccessTime series clustering based on time-varying Hurst exponent
Author(s) -
Alex Babiš,
Beáta Stehlíková
Publication year - 2021
Publication title -
advances in methodology and statistics
Language(s) - English
Resource type - Journals
eISSN - 1854-0031
pISSN - 1854-0023
DOI - 10.51936/gktc3784
Subject(s) - hurst exponent , cluster analysis , autocorrelation , rescaled range , series (stratigraphy) , bayesian information criterion , mathematics , detrended fluctuation analysis , range (aeronautics) , exponent , time series , statistics , computer science , statistical physics , physics , engineering , paleontology , linguistics , philosophy , geometry , scaling , biology , aerospace engineering
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