Definition¶

Parameter H in (0,1) characterizing long-range dependence and the roughness/persistence of a time series; relates to fractal dimension via D = 2 - H for 1D signals.

Aliases¶

hurst, hurst-exponent, h-exponent

Related concepts¶

• Fractal
• Fractal Dimension

Citations¶

[1] Fractal Notebooks glossary (Chapter 4) — docs/foundations/glossary.md

[2] fractal_rag concept seed (seed.yaml) — fractal_rag/src/fractal_rag/concepts/seed.yaml