Abstract
In case we intend to make use of Hurst parameter H in real time, fast derivation of H becomes a practical requirement. We propose an algorithm to reduce the calculation cost of the cumulative range in an R/S analysis. By installing our algorithm we*could reduce the II derivation time less than one second at reasonable data sizes, which provides real time applicability.
Original language | English |
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Pages (from-to) | 968-969 |
Number of pages | 2 |
Journal | IEEJ Transactions on Electronics, Information and Systems |
Volume | 127 |
Issue number | 6 |
DOIs | |
Publication status | Published - 2007 |
Externally published | Yes |
Keywords
- Fractional gaussian noise
- Hurst parameter
- R/S analysis
ASJC Scopus subject areas
- Electrical and Electronic Engineering