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.
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Sign up to join this communityConsider 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.
Scipy.signal has package called 'welch' or 'periodogram' which calculates the power spectra of any given time series with respective methods. Loglog plot of power spectra will give you the exponent of power-law decay (if there is).