Rescaled Range
Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken
High Quality Content by WIKIPEDIA articles! The rescaled range is a statistical measure of the variability of a time series introduced by the British hydrologist Harold Edwin Hurst (1880-1978). Its purpose is to provide an assessment of how the apparent variability of a series changes with the length of the time-period being considered. The rescaled range is calculated from dividing the range of the values exhibited in a portion of the time series by the standard deviation of the values over the same portion of the time series. For example, consider a time series {2, 5, 3, 7, 8, 12, 4, 2} which has a range, R, of 12 - 2 = 10. Its standard deviation, s, is 3.69, so the rescaled range is R/s = 2.71. In this example, the number of...
ISBN: 978-6-1305-0461-8
Издательство:
Книга по требованию
Дата выхода: июль 2011
