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What is Hurst Factor

Chapter 22
Encyclopedia of Information Science and Technology, Third Edition
Sometimes known as Hurst exponent or Moving Factor in Hurst. 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.
Published in Chapter:
Prediction of Major Earthquakes as Rare Events Using RF-Typed Polynomial Neural Networks
Simon Fong (Department of Computer and Information Science, University of Macau, China) and Suash Deb (Cambridge Institute of Technology, India)
Copyright: © 2015 |Pages: 12
DOI: 10.4018/978-1-4666-5888-2.ch022
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