References
- J. Feder, Fractals, Plenum Press, New York, 1988.
- M.F. Barnsley, Fractals everywhere, Academic Press, 1993.
- P.E.T. Jorgenssen, Analysis and probability: wavelets, signals, fractals, Springer, Berlin 2000.
- A. Bunde, J. Kropp, H.-J. Schellnhuber, The science of disasters climate disruptions, heart attacks, and market crashes, Springer, Berlin 2002.
- H. Kantz, T. Schreiber, Nonlinear time series analysis, Cambridge University Press, 2003.
- B.B. Mandelbrot, J.W. van Ness, Fractional Brownian motions, fractional noises and applications, SIAM Review, Vol.10, No.422, 1968.
- B.B. Mandelbrot, J.R. Wallis, Some long-run properties of geophysical records, Water Resour. Res. vol.5, p.321-340, 1969. https://doi.org/10.1029/WR005i002p00321
- Benoit B. Mandelbrot, Multifractals and 1/f noise: wild self-affinity in physics, Springer, Berlin 1999.
- H.E. Hurst, Long-term storage capacity of reservoirs, Transactions of the American Society of Civil Engineering, Vol.116, No.770, 1951.
- H.E. Hurst, R.P. Black, Y.M. Simaika, Long-term storage: an experimental study, Constable and Co, Ltd, London, 1965.
- M.S. Taqqu, V. Teverovsky, W. Willinger, Estimators for long-range dependence: An empirical study, Fractals, Vol.3, No.785, 1995.
- G.A. Hunt, Random Fourier transforms, Trans. Amer. Math. Soc. Vol.71, No.38, 1951.
- C.-K. Peng, S.V. Buldyrev, S. Havlin, M. Simons, H.E. Stanley, A.L. Goldberger, Mosaic organization of DNA nucleotides, Phys. Rev. E, Vol.49, No.1685, 1994.
- J. Mielniczuk, P. Wojdyllo, Estimation of Hurst exponent revisited, Comp. Stat. Data. Anal. Vol.51, No.4510, 2007.
- C. Heneghan, G. McDarby, Establishing the relation between detrended uctuation analysis and power spectral density analysis for stochastic processes, Phys. Rev. E, Vol.62, No.6103, 2000.
- R. Weron, Estimating long-range dependence: nite sample properties and condence intervals, Physica A, Vol.312, No.285, 2002.
- 김병식, 김형수, 서병하 : 허스트 지수 산정 방법에 대한 고찰, 한국수자원학회논문지, Vol.37, No.12, p.993-1007, 2004. https://doi.org/10.3741/JKWRA.2004.37.12.993
- 오갑진, 엄철준, 김승환외 1명 : 주식 가격 변화의 장기 기억속성 존재 및 영향요인에 대한 실증 연구, 금융공학연구, Vol.3, No.24, p.63-89, 2007.
- 신홍범, 정도언, 김의중 : 정상인 수면 뇌파 탈경향변동분석, Sleep Medicine and Psychophysiology, Vol.14, No.1, p.42-48, 2007.
- 김종원 : 컴퓨터를 이용한 수면 뇌파 분석 스펙트럼, 비경향 변동, 동기화 분석 예시, Sleep Medicine and Psychophysiology, Vol.15, No.1, p.5-11, 2008.
- 예수영, 백승완 : 뇌파신호의 DFA 분석을 이용한 마취심도 측정, 한국산학기술학회논문지, Vol.11, No.7, p.2491-2496, 2010. https://doi.org/10.5762/KAIS.2010.11.7.2491
- 최승진, 강동원, 탁계래 : 보행속도변화와 동시 인지과제가 보행 가변성에 미치는 영향, 한국운동역학회지, Vol.18, No.2, p.49-58, 2008. https://doi.org/10.5103/KJSB.2008.18.2.049
- Y. Ashkenazy, P. Ch. Ivanov, S. Havlin, C.-K. Peng, A. L. Goldberger, H. E. Stanley, Magnitude and sign correlation in heartbeat fluctuations, Phys. Rev. Lett. Vol.86, No.1900, 2001.