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Table 2.
Source data and fractal processing results in Fractan program of time series of generalized Brownian noise and generalized Brownian motion
| Generated series | Characteristics of the series being created | Time series processing | ||
|---|---|---|---|---|
| Generalized Brownian noise | # | Hurst exponent | Standard deviation | The calculated value of Hurst exponent |
| 1 | 0.5 | 10 | 0.4432 | |
| 2 | 0.2 | 10 | 0.2144 | |
| 3 | 0.8 | 10 | 0.9015 | |
| Generalized Brownian motion | 4 | 0.5 | 10 | 0.9634 |
| 5 | 0.2 | 10 | 0.9998 | |
| 6 | 0.8 | 10 | 1.0125 | |
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