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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