• Journal for History of Mathematics
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• v.17 no.2
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• pp.85-96
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• 2004

The Resealed range statistical analysis and Hurst exponent which are standard methods to test the chaotic model are used to examine sinusoid pattern. We notice that the Hurst exponent can be used as a measure to examine the time series data that show semi-cyclic trend with noise.

• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.371-381
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• 2017

There has never been research on Chaos analysis using real estate auction sale price rate in Korea. In this study, three Chaos analysis methodologies - Hurst exponent, correlation dimension, and maximum Lyapunov exponent - in order to capture the nonlinear deterministic dynamic system characteristics. High level of Hurst exponent and the extremely low maximum Lyapunov exponent provide the tendency and the persistence of the data. The empirical results give two meaningful facts. First, monthly time lags of the correlation dimension are coincident with the time period from the approval auction start day to the sale price fixing day. Second, its weekly time lags correspond to the time period from the last day of request for sale price allocation to the sale price fixing day. Then, this study potentially examines the predictability of the real estate auction price rate time series.

• Journal of Korea Water Resources Association
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• v.37 no.12
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• pp.993-1007
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• 2004

There are many different techniques for the estimation of the Hurst exponent. However, the techniques can produce different characteristics for the persistence of a time series each other. This study uses several techniques such as adjusted range, resealed range(RR) analysis, modified restated range(MRR) analysis, 1/f power spectral density analysis, Maximum Likelihood Estimation(MLE), detrended fluctuations analysis(DFA), and aggregated variance time(AVT)method for the Hurst exponent estimation. The generated time series from chaos and stochastic systems are analyzed for the comparative study of the techniques. Then this study discusses the advantages and disadvantages of the techniques and also the limitations of them.

• Journal of Information Technology Applications and Management
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• v.12 no.4
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• pp.25-31
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• 2005

We know that the Hurst Exponent (HE) is a real number in [0, 1] which denotes randomness of time series. in this research, we suggest non-linear analysis of human biological signals through HE. The feasibility of human biological signals using inductive incitement provides Some diagnosis for active treatment. In our experiment, we measured the heartbeat through the MCG, 29 healthy and 34 abnormal subjects ostensibly. The raw data of acupuncture incitement are supported by opinions of gross examination and pathological diagnosis. The mean values of HE are 0.345, 0.755 and 0.805 for the periods of before, during and after acupuncture treatment, respectively in case of abnormal subjects. On the other hand, the mean values, 0.808, 0.797 and 0.785 are for normal cases, correspondingly. From this data, we show that HE is very significant in abnormal controls according to an acupuncture incitement, and the incitement effect is evidently extracted in abnormal subjects. But, in normal subjects, the incitement effect is meaningless.

• Proceedings of the Korea Society for Industrial Systems Conference
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• 2003.11a
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• pp.449-467
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• 2003

뇌전도(EEG), 심전도(ECG) 와 같은 생체 전기신호는 카오스적 특성을 가지고 있으므로, 신호특성 분석에 비선형 도구를 사용하므로 의미있는 정보를 얻을 수 있다. 분석하는 데에는 주파수 특성, 변이 특성과 같은 생체시스템의 상태를 검증하는 방법이 주로 이용되어 왔다. 이에 본 연구에서는 심장 맥파의 RR 간격의 값을 획득하여 비선형 분석하는 도구로 Hurst Exponent 값의 변화를 모델화 하여 두 개의 비교대상 집단을 대상으로 차별성을 검출하는데 그 목적이 있다.

• Proceedings of the Korean Geotechical Society Conference
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• 2006.03a
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• pp.179-188
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• 2006

In this study, R/S analysis which was proposed by Mandelbrot & Wallis(1969) was applied to evaluate the presence of the fractal property in the cone tip resistance of in-situ CPT data. Hurst exponents(H) were evaluated in the range of $0.660\sim0.990$ and the average was 0.875. It was confirmed that a cone tip resistance data had the characteristic of fractals and it was expected that cone tip resistance data sets are well approximated by a fBm process with an Hurst exponent near 0.875. It was also observed that the boundary between layers were obviously identified as a result of R/S analysis and it will be usage in practices.

• Journal of the Korean Geotechnical Society
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• v.31 no.4
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• pp.19-29
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• 2015

Nowadays, the importance of the information management of construction sites to achieve the goal of safety construction. This management uses the collaborated analysis of in-situ monitoring data and numerical analysis, especially of an earth retaining structures of excavation sites. In this paper, the fractal theory was applied to actually monitored data from various excavation sites to develop the alternative interpolation technique which could predict the displacement behavior of unknown location around the monitoring locations and the future behavior of the monitoring locations with the steps of excavation. Data, mainly from inclinometer, were collected from various sites where retaining structures were collapsed during construction period, as well as from normal sites with the characteristics of geology, excavation method etc. In the analyses, Hurst exponent (H) was estimated with monitored periods using the Rescaled range analysis (R/S analysis) method applying the H in simulation processes. As the results of the analyses, Hurst exponents were ranged from 0.7 to 0.9 and showed the positive correlation of H > 1/2. The simulation processes, then, with the Hurst exponent estimated by Rescaled range analysis method showed reliable results. In addition, it was also expected that the variation of Hurst exponents with the monitoring period could instruct the abnormal behavior of an earth retaining structures to directors or operators. Therefore it was concluded that fractal theory could be applied for predicting the lateral displacement of unknown location and the future behavior of an earth retaining structures to manage the safety of construction sites during excavation period.

• Corrosion Science and Technology
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• v.8 no.5
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• pp.203-207
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• 2009

Electrochemical methods have been widely used to study the performances and mechanisms for the degradation of organic and inorganic coatings. In this study, EN(Electrochemical noise) measurement was applied to the protective properties and review the parameters analyzed noise signals in the time and in the frequency domain for epoxy resin based coated steels during exposure to hot sea water($40^{\circ}C$) and salt spray for 200 days. It was also found that $R_n$(Noise resistance), $R_{sn}$($f_{min}$)(Spectral noise resistance) and 2H(Hurst exponent) represented the performance of epoxy coated steels. $R_n$ can be determined as the ratio of the standard deviations of potential and current noise signals and is decreased to exposure time. Data qualities can be easily checked by PSD(Power Spectral Density) plot and $V_{psd}$, $I_{psd}$ and $R_{sn}$($f_{min}$) is useful to research the protective performances and mechanisms of coated steels. Hurst exponent represents the degradation of coated steels. But, it is difficult to directly apply the protective criterion to the evaluation of epoxy coated steels used the shipbuilding processes.

• Microbiology and Biotechnology Letters
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• v.47 no.2
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• pp.303-309
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• 2019

Earlier studies by our group revealed that gallic acid in phytochemicals stimulated biofilm production in epiphytes, while caffeic acid in phytochemicals inhibited biofilm production in non-epiphytes. It is well documented that antimicrobial secretion by some epiphytic bacteria inhibits non-epiphytic bacterial growth on leaf surfaces. These selection criteria help plants choose their microbial inhabitants. Calcium and iron in phytochemicals also stimulate biofilm formation and thus, may be selection criteria adopted by plants with respect to their native epiphytic population. Furthermore, the processing of leaves during phytochemical extraction impacts the composition of the extract, and therefore its ability to affect bacterial biofilm formation. Computation of the Hurst exponent using biofilm thickness data obtained from the Ellipsometry of Brewster Angle Microscopic (BAM) images is an efficient tool for understanding the impact of phytochemicals on epiphytic and non-epiphytic populations when compared to fluorescent microscopy, scanning electron microscopy, and staining techniques. To the best of our knowledge, this is the first report that uses the Hurst exponent to elucidate the mechanism involved in plant microbe interaction.

• Proceedings of the Korea Water Resources Association Conference
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• 2005.05b
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• pp.792-796
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• 2005

The methods of times series analysis have been recognized as important tools for assisting in solving problems related to the management of water resources. Especially, After more than 40 years the so-called Hurst effect remains an open problem in stochastic hydrology. Until now, its existence has been explained fly R/S analysis that roots in early work of the British hydrologist H.E. Hurst(1951). Today, the Hurst analysis is mostly used for the hydrological studies for memory and characteristics of time series and many methodologies have been developed for the analysis. So, there are many different techniques for the estimation of the Hurst exponent(H). However, the techniques can produce different characteristics for the persistence of a time series each other. We found that DFA is the most appropriate technique for the Hurst exponent estimation for both the shot term memory and long term memory. We analyze the SOI(Southern Oscillations Index) and 6 tree-ring series for USA sites by means of DFA and the BDS statistic is used for nonlinearity test of the series. From the results, we found that SOI series is nonlinear time series which has a long term memory of H=0.92. Contrary to earlier work of Rao(1999), all the tree- ring series are not random from our analysis. A certain tree ring series show a long term memory of H=0.97 and nonlinear property. Therefore, we can say that the SOI and tree-ring series may show long memory and nonlinearity.