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"Urgent"--Synthesis of fractional brownian motion
Hi all,
I want to generate a fractional brownian motion series with known Hurst exponents. Unlike the traditional monofractal Hurst exponents (only have one Hurst exponents across all scales), I have multiple Hurst exponents at different scales. As we discussed before, I have Hurst exponent H1=0.715 over scales 2^1--2^4 and H2=0.11 over scales 2^5--2^10. So I want to generate a fractional brownian motion series with this two scales properties embedded. Thank you in advance for your help!:) |
所有时间均为北京时间。现在的时间是 14:08。 |
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