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Thread Subject: Hurst Exponent using Power Spectral Density

Subject: Hurst Exponent using Power Spectral Density

From: ammal

Date: 15 Nov, 2007 23:15:55

Message: 1 of 1

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Hi all,
I am wondering if you could help me to estimate PSD from a
discrete series that represents measurements versus Depth.
after constructing PSD, i need to estimate Hurst Exponent
by plotting PSD versus frequency on a log-log plot and get
the slope.

The data looks like X(depth)= .1, .2,.......,
and X-axis values look like =0, .5, 1,......,100

your fast response is highly appreciated.

Ammal

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Tag	Applied By	Date/Time
psd	Ned Gulley	15 Nov, 2007 23:10:57

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