topic Re: hurst exponent in Python Questions

hurst exponent

changkx — Thu, 27 Jul 2017 02:47:10 GMT

I wan to calculate trend analysis of MODIS-NDVI data by Hurst exponent, but I feel puzzled at the results, it seems wrong.

The Hurst exponent, proposed by the British hydrologist Hurst, is estimated using R/S
analysis and is an effective way of measuring the long-time dependence of a time series. The
main principles are as follows (John et al., 2008).
I have attached the Python Script and NDVI data.

Re: hurst exponent

DanPatterson_Retired — Sun, 30 Jul 2017 02:32:28 GMT

I suspect this thread has languished since you don't explain why the results are puzzling and opening and running the script on the data without some reference point is not great.

Did you get errors?

What is expected?

What did you get?

Is the implementation correct?

Perhaps a start on those questions would be useful.

Re: hurst exponent

HasanNawaz — Tue, 29 Mar 2022 11:37:37 GMT

@changkx How you calculate Hurst Index in Arcmap?