Rescaled Range Analysis (R/S Analysis)

Rescaled Range Analysis (R/S Analysis)

Rescaled range anaylisis aik shmaryati tareeqa hai jo time series ke facts ki taweel mudti memory ka tajzia karne ke liye istemaal hota hai. Usay sab se pehlay 1951 mein harst ne muta-arif karaya tha aur baad mein 1960 mein mandelbrot ne usay maqbool banaya tha. Is tareeqa car mein statistics ki aik series ke is ke mayaari inhiraf ke tanasub ka hisaab lagana shaamil hai. Is tanasub ko phir isi lambai ke be tarteeb chehal qadmi ke mayaari inhiraf se taqseem kar kay dobara scale kya jata hai. Nateeja hurst exponent ke tor par jana jata hai, jo records mein taweel mudti reminiscence ki mojoodgi ka taayun karne ke liye istemaal kya ja sakta hai, Rescaled Range Analysis (R/S Analysis) includes the following steps:1. Divide the time series data into n non-overlapping durations of equal length.2. For each c programming language, calculate the range (R) as the distinction among the maximum and minimal values in that c programming language.Three. Calculate the same old deviation (S) of the information in each c programming language.Four. Compute the R/S ratio for every interval with the aid of dividing R by means of S.Five. Calculate the average of all the R/S ratios computed in step four.6. Calculate the anticipated price of the R/S ratio by using multiplying the rectangular root of the quantity of information points with the aid of a constant issue (which relies upon at the distribution of the facts).7. Divide the average R/S ratio acquired in step 5 through the anticipated cost obtained in step 6 to reap the Hurst exponent (H).The Hurst exponent provides records about the lengthy-time period reminiscence or endurance of the time collection data. If H is near zero.5, the data is taken into consideration to be uncorrelated or have no lengthy-time period memory. If H is more than 0.5, the records is taken into consideration to have long-time period memory or endurance, which m