Hurst exponent estimation, verification, portability and parallelization

  • A.S. Kussainov National Nanolaboratory of Open Type, Al-Farabi KazNU, Almaty, Kazakhstan
  • S.G. Kussainov K.I. Satpaev Kazakh National Technical University, Kazakhstan, Almaty


We present multiple software programs for the Hurst exponent calculations for a sample time series collected by a neutron monitor detectors array. The first application is carried out by the finite differences approach, using a spreadsheet-type application for a single one hour long data series; the second is a complete, one and a half week long, mathematical and graphical analysis of six acquisition channels in Matlab; the third and the fourth are the data file parser and analyzer in C/C++ compiler on Windows platform, and its modified Linux version for simultaneous, parallel computing  on a virtual cluster of three machines. All applications produce the same results proving the codes’ validity and portability across the operational systems and software packages.


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How to Cite
KUSSAINOV, A.S.; KUSSAINOV, S.G.. Hurst exponent estimation, verification, portability and parallelization. Recent Contributions to Physics (Rec.Contr.Phys.), [S.l.], v. 52, n. 1, p. 98-103, apr. 2015. ISSN 2663-2276. Available at: <>. Date accessed: 25 oct. 2020.
Nonlinear Physics. Radiophysics

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