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2013 (Vol. 5, Issue: 18)
Article Information:

Rescaled Range Analysis in Higher Dimensions

Jie Fan
Corresponding Author:  Jie Fan 

Key words:  Binomial multifractal model, fourier transform method, hurst exponent, rescaled range analysis, traffic time series , ,
Vol. 5 , (18): 4489-4492
Submitted Accepted Published
September 07, 2012 October 25, 2012 May 05, 2013

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.
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  Cite this Reference:
Jie Fan, 2013. Rescaled Range Analysis in Higher Dimensions.  Research Journal of Applied Sciences, Engineering and Technology, 5(18): 4489-4492.
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ISSN (Online):  2040-7467
ISSN (Print):   2040-7459
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