chaos_kiyono https://blog.hatena.ne.jp/chaos_kiyono/ Ken-Chaos’s Random Notes on R https://chaos-r.hatenadiary.jp/ Fundamentals of Fractal Time Series Analysis Power law Consider a stochastic process—that is, a time series generated by random fluctuations, such as heart rate variability, brain activity measured by electroencephalography (EEG), postural sway, or financial prices. One way to describe how such a process “remembers” its past is to look at its autocorrel… 190 <iframe src="https://hatenablog-parts.com/embed?url=https%3A%2F%2Fchaos-r.hatenadiary.jp%2Fentry%2F2026%2F01%2F28%2F122301" title="Long-Memory Processes: When Small Effects Add Up to Infinity - Ken-Chaos’s Random Notes on R" class="embed-card embed-blogcard" scrolling="no" frameborder="0" style="display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;"></iframe> https://cdn-ak.f.st-hatena.com/images/fotolife/c/chaos_kiyono/20260128/20260128111641.png Hatena Blog https://hatena.blog 2026-01-28 12:23:01 rich https://chaos-r.hatenadiary.jp/entry/2026/01/28/122301 1.0 100%