# Fractal in discrete time series/discrete time sequence

Consider a time series of real number $x_1, x_2,\dots,...x_n$. How one can define fractal dimension of this series?

I would like to know famous formula $F+H=2$ where H is Hurst exponent and F is fractal dimension of a one dimensional time series.

http://en.wikipedia.org/wiki/Hurst_exponent

• you'll want to calculate the correlation function, Fourier transform it and then the power law decay gives you the fractal dimension; are you looking for software packages that do this for you? Mar 31 '15 at 17:51
• Yes. Would you please let me know which software? Apr 1 '15 at 2:38