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Mottl
Hurst exponent evaluation and R/S-analysis in Python
Hello! Just working with your code on a time series analysis, to compute the Hurst exponent of a equity, e.g. Google. Here is the code: import matplotlib.pyplot as plt from...
Why do you require series length to be above 100 and not 50? Is this an arbitrary or universal condition? thttps://github.com/Mottl/hurst/blob/5ca5005485a679e6ce11a2769c948915ae27b2da/hurst/__init__.py#L146
Hi Dmitry, I was working with the latest release of your Hurst Exponent implementation (https://pypi.org/project/hurst/) and am seeing a bit of strangeness. Specifically my crypto price series seems to be...
When I look at the code for the `compute_Hc` function, there is an initial finite differencing step. Everything else after that agrees with Wikipedia's description of the Hurst exponent except...
I’m working with meteorological data. What would be the best approach for choosing kind? Other thing, I’m comparing the results with nolds.hurst_rs and the results are quite different. How to...
