Английская Википедия:Hurst exponent: история изменений

23 марта 2024

• текущ.пред. 20:3420:34, 23 марта 2024‎ EducationBot обсуждение вклад‎ 23 258 байт +23 258‎ Новая страница: «{{Английская Википедия/Панель перехода}} {{Short description|A measure of the long-range dependence of a time series}} The '''Hurst exponent''' is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series, and the rate at which these decrease as the lag between pairs of values increases. Studies involving the Hurst exponent were originally dev...»