Re: AW: Chaos from times series- Hearst Exponent
- To: mathgroup at smc.vnet.net
- Subject: [mg44205] Re: [mg44168] AW: [mg44162] Chaos from times series- Hearst Exponent
- From: Daniel Lichtblau <danl at wolfram.com>
- Date: Tue, 28 Oct 2003 05:53:11 -0500 (EST)
- References: <200310251026.GAA16198@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
Matthias.Bode at oppenheim.de wrote: > > Hello, > > about ten years ago there was an article cum .nb (published in the former > MATHEMATICA JOURNAL) to calculate the Hearst Exponent of a time series; I > understood this exponent to give a degree of "chaosticity" in a time series. > > Perhaps somebody still disposes of these ancient and recondite documents - I > did not find them in the mathgroup archive. > > Best regards, > Matthias Bode > Sal. Oppenheim jr. & Cie. KGaA > Koenigsberger Strasse 29 > D-60487 Frankfurt am Main > GERMANY > Tel.: +49(0)69 71 34 53 80 > Mobile: +49(0)172 6 74 95 77 > Fax: +49(0)69 71 34 95 380 > E-mail: matthias.bode at oppenheim.de > Internet: http://www.oppenheim.de > > -----Ursprungliche Nachricht----- > Von: MrA [mailto:akpovo at lmfp.nhmfl.gov] > Gesendet: Freitag, 24. Oktober 2003 10:25 > An: mathgroup at smc.vnet.net > Betreff: [mg44162] Chaos from times series > > Hello to all, > Has anyone been able to characterize a chaotic time series using > mathematica? > Or can any one help me? > Thanks Possibly you are looking for (1993) Korsan, Robert. "Decisions, Uncertainty, and All That: Fractals and Time Series Analysis". The Mathematica Journal 3(1) 39-44. You can get to the abstract here: http://library.wolfram.com/infocenter/Articles/1849/ You can download the electronic supplement here: http://www.mathematica-journal.com/issue/v3i1/ I clicked on TMJ-3.1.zip, unzipped in a convenient temporary directory, and in a subsubdirectory I found HURST.m among other things. Daniel Lichtblau Wolfram Research
- References:
- AW: Chaos from times series- Hearst Exponent
- From: Matthias.Bode@oppenheim.de
- AW: Chaos from times series- Hearst Exponent