In 1990, researcher Jane Hurst and her colleagues published "An Extended Family With a Dominantly Inherited Speech Disorder," in which they proposed that a single gene was responsible for a language disorder across three generations of a family. Affected individuals of the family, called the KE family, had difficulty producing, expressing and comprehending speech. Hurst and her team studied the...

We are going back to the roots of the original solar neutrino problem: the analysis of data from solar neutrino experiments. The application of standard deviation analysis (SDA) and diffusion entropy analysis (DEA) to the Super-Kamiokande I and II data reveals that they represent a non-Gaussian signal. The Hurst exponent is different from the scaling exponent of the probability density function...

This paper shows that the organization of computer system memory as a hierarchical structure can lead to the existence of long-memory effect during the man-computer interaction. As a point of reference, the rate at which the operating system resolves data from hard drive caused by the hardware page faults in the virtual memory mechanism can be given. The existence of such a phenomenon can be co...

This paper introduces a model to study the phenomenon of long range dependence. This model consists of an infinite superposition of independent Markovian ON/OFF– sources. A condition for assuring long range dependence is given and the Hurst parameter together with the correlation decay is derived for a specific example. We also give a physical interpretation of the existing long range dependenc...

The Hurst parameter for two-dimensional (2-D) fractional Brownian motion (fBm) provides a single number that completely characterizes isotropic textured surfaces whose roughness is scale-invariant. Extended self-similar (ESS) processes were previously introduced in order to provide a generalization of fBm. These new processes are described by a number of multiscale Hurst parameters. In contrast...

A fractional Fourier transform (FrFT) based estimation method is introduced in this paper to analyze the long range dependence (LRD) in time series. The degree of LRD can be characterized by the Hurst parameter. The FrFT-based estimation of Hurst parameter proposed in this paper can be implemented efficiently allowing very large data set. We used fractional Gaussian noises (FGN) which typically...

We estimated Hurst exponent of twelve stock index series from across the glove using daily values of for past ten years and found that the Hurst exponent value of the full series is around 0.50 confirming market efficiency. But the Hurst exponent value is found to vary widely when the full series is split into smaller series of 60 trading days. Later, we tried to find relationship between Hurst...

This paper deals with the analysis of sunspot number time series using the Hurst exponent. We use the rescaled range (R/S) analysis to estimate the Hurst exponent for 259-year and 11 360-year sunspot data. The results show a varying degree of persistence over shorter and longer time scales corresponding to distinct values of the Hurst exponent. We explain the presence of these multiple Hurst ex...

Hurst exponents depict the long memory of a time series. For human-dependent phenomena, as in finance, this feature may vary in the time. It justifies modelling dynamics by multifractional Brownian motions, which are consistent with time-varying Hurst exponents. We improve the existing literature on estimating time-dependent Hurst exponents by proposing a smooth estimate obtained by variational...