Phys. Rev. E 58, 6832–6834 (1998)Crossing of two mobile averages: A method for measuring the roughness exponentReceived 19 March 1998; published in the issue dated November 1998 Self-affine signals characterized by a defined Hurst (roughness) exponent H can be investigated through mobile averages. The density ρ of crossing points between any two moving averages is a measure of long-range power-law correlations in the signal. The method is compared to the detrended fluctuation analysis. We take advantage of our findings in order to propose a practically powerful and accurate technique for determining H and apply it right away to cases with persistent or antipersistent correlations. © 1998 The American Physical Society URL:
http://link.aps.org/doi/10.1103/PhysRevE.58.6832
DOI:
10.1103/PhysRevE.58.6832
PACS:
05.50.+q, 47.53.+n
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