• DocumentCode
    2026502
  • Title

    Detrending Moving Average algorithm: a brief review

  • Author

    Carbone, Anna

  • Author_Institution
    Phys. Dept., Politec. di Torino, Torino, Italy
  • fYear
    2009
  • fDate
    26-27 Sept. 2009
  • Firstpage
    691
  • Lastpage
    696
  • Abstract
    A short review of an algorithm, called Detrending Moving Average, to estimate the Hurst exponent H of fractals with arbitrary dimension is presented. Therefore, it has the ability to quantify temporal and spatial long-range dependence of fractal sets. Moreover, the method, in addition to accomplish accurate and fast estimates of H, can provide interesting clues between fractal properties, self-organized criticality and entropy of long-range correlated fractal sets.
  • Keywords
    fractals; moving average processes; Hurst exponent; arbitrary dimension; detrending moving average algorithm; fractal sets dependence; fractals; Atmospheric modeling; Entropy; Fractals; Internet; Physics; Power generation economics; Sea measurements; Sea surface; Surface morphology; Time measurement;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Science and Technology for Humanity (TIC-STH), 2009 IEEE Toronto International Conference
  • Conference_Location
    Toronto, ON
  • Print_ISBN
    978-1-4244-3877-8
  • Electronic_ISBN
    978-1-4244-3878-5
  • Type

    conf

  • DOI
    10.1109/TIC-STH.2009.5444412
  • Filename
    5444412