Simulation Results with Long-Range Dependency (H=0.70)

5.5 KB of simulation results with long-range dependency, where the Hurst parameter H is set to 0.70. The dataset was authored by Shiming Hao and last updated on June 3, 2026. It is available in XLS format under a CC-BY-4.0 license.

Use Cases

• Testing statistical estimators for the Hurst parameter based on simulated long-range dependent data.
• Benchmarking anomaly detection algorithms on synthetic time series with known correlation structures.
• Validating theoretical models of long-memory processes using controlled simulation output.

Strengths

• The Hurst parameter is explicitly defined as H=0.70, providing a clear ground truth for analysis.
• Dataset is openly available under a permissive CC-BY-4.0 license.

Limitations

• Description metadata is limited; actual data quality requires manual inspection after download.
• Column-level documentation is absent; field semantics must be inferred after download.
• Row count is unknown, which may limit suitability assessment.

Provenance

Source

figshare

Collection Method

Simulation results, likely generated computationally.

Freshness

Last updated 2026-06-03 17:54:15; freshness should be verified.