Autocorrelation vs Hurst exponent. differences and similarities

In summary, the Hurst exponent is a measure of autocorrelation in time series analysis, and it is also used in other applications such as evaluating self-similarity in fractals. It is discussed in more detail in a reference provided and in a Wikipedia article. Further questions can be asked after reviewing this information.
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luxxio
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What is the relation between autocorrelation and Hurst exponent in time series analysis? which are the differences and which are the similarities? thanx
 
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luxxio said:
What is the relation between autocorrelation and Hurst exponent in time series analysis? which are the differences and which are the similarities? thanx

The Hurst exponent is used to measure the strength of autocorrelation over an extended time series. It has a number of other applications as well, including evaluating self similarity in fractals. Here's a general reference. The Wiki also has a fairly readable article. If after reading these you have more specific questions, you are free to re-post.

http://www.bearcave.com/misl/misl_tech/wavelets/hurst/

see Long Term Memory and Power Laws
 
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FAQ: Autocorrelation vs Hurst exponent. differences and similarities

1. What is autocorrelation and how is it related to Hurst exponent?

Autocorrelation is a statistical measure that describes the degree of similarity between a time series and a delayed version of itself. Hurst exponent, on the other hand, is a measure of the long-term memory or persistence in a time series. Autocorrelation and Hurst exponent are related in that they both measure the dependency of a time series on its past values, but they do so in different ways.

2. What are the differences between autocorrelation and Hurst exponent?

The main difference between autocorrelation and Hurst exponent is the way they measure the dependency of a time series on its past values. Autocorrelation looks at the correlation between a time series and a delayed version of itself, while Hurst exponent measures the long-term memory or persistence in a time series. Additionally, autocorrelation is a numerical value between -1 and 1, while Hurst exponent is a value between 0 and 1.

3. How are autocorrelation and Hurst exponent used in time series analysis?

Autocorrelation and Hurst exponent are both important tools in time series analysis. Autocorrelation is commonly used to detect patterns and trends in a time series, while Hurst exponent is used to measure the long-term memory in a time series. They can also be used together to identify and analyze complex patterns in time series data.

4. Can autocorrelation and Hurst exponent be used interchangeably?

No, autocorrelation and Hurst exponent cannot be used interchangeably. While they both measure the dependency of a time series on its past values, they do so in different ways and provide different information. Autocorrelation only looks at the correlation between a time series and a delayed version of itself, while Hurst exponent takes into account the entire history of the time series.

5. How can understanding autocorrelation and Hurst exponent be beneficial?

Understanding autocorrelation and Hurst exponent can be beneficial in many ways. They can help identify patterns and trends in time series data, which can be useful in making predictions and forecasting future values. They can also aid in detecting and analyzing complex patterns in data, which can provide valuable insights for decision making in various fields such as finance, economics, and climate science.

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