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The calculation of Hurst coefficient (H) by different techniques is sensitive to the length of the profile and noise. Synthetic fractional Brownian motions with different values of H have been generated and the effectiveness of the techniques has been tested on these time series. H values are calculated by wavelet transform (WT), power spectrum (PS), roughness length (RL), semi-variogram (SV), and rescaled range (R/S) methods. On the basis of the error estimates two methods: R/S analysis and WT are suggested for calculation of H for short/long datasets. Further, WT method is applied to geophysical data of the Bay of Bengal. The gravity, magnetic and bathymetry data indicate the self-affine nature with H=0.8, 0.8 and 0.9, respectively. |
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