[MATLAB图像处理] "Urgent"--Synthesis of fractional brownian motion - MATLAB爱好者论坛-LabFans.com

jen131 · 2010-03-02, 13:04

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!

2010-03-02, 13:04	#1
jen131 初级会员注册日期: 2010-03-02 帖子: 1 声望力: 0	"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!