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Notices
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Olivia Teng (not verified)
16th March 2015 | 5:19am

Hello, Jason

I think your work is very clear. However, I have some questions for choosing the range, for example, A=N/n, here A is the group we can get, N is the total length of the time series, n is the subseries' length, like you put 2,4,8,16,32. This is one method to select the length of subseries, and do you have other ways to separate the time series? for instance, scale=2,4,6,8,16...(2a).
Anyway, I test both ways and get different Hurst exponents, can you give more information about the effects of subseries' length on Hurst exponent?
Thank you very much!

Olivia