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
Link To Document :
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