Hurst Exponent Value | Meaning |
0 < H < 0.5 | Anti-Persistent Noise |
H = 0.5 | White Noise |
0.5 < H < 1 | Persistent Stationary Noise |
H = 1 | Pink Noise |
H > 1 | Non-Stationary Noise |
H = 1.5 | Brownian Motion |