Empirical Evidence of Hurst Exponent Estimation Wavelet Based

  title={Empirical Evidence of Hurst Exponent Estimation Wavelet Based},
  author={Bin Luo and Tong Zhou Zhao and De Hua Li and Dun Bo Cai},
  booktitle={CIT 2014},
In this paper, we study long-range dependence of hydrological records with high frequent and massive data set. For detecting breakpoints, we apply the Evolutionary Wavelet Spectrum (EWS) to provide a segmentation of the original time series. And rescaled range analysis (R/S) for estimating the Hurst exponent that describe the long-range dependence phenomenon are used. The results affirm that the hydrological records have long-range dependent (LRD) behaviors. 

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