This paper deals with the estimation of the Hurst exponent of the International relative sunspot number data. We focus on three data sets of the yearly, monthly and daily sunspot numbers, and individually we consider the estimation of the Hurst exponent of them by use of three methods, (1) Variance plot; (2) Rescaled range method (R/S); and (3) Partial sum of the absolute auto-covariances. We compare these results.
公開者
The Institute of Information Science Senshu University
Estimation of the Hurst Exponent for the Daily Sunspot Number
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