proc = FractionalBrownianMotionProcess[0, 0.1, 0.15];
dat = RandomFunction[proc, {0, 10 , 1}][[2]][[1]][[1]];
FindProcessParameters[dat, FractionalBrownianMotionProcess[m, s, hu]]

produce in most of the cases the problem


Any idea of how to solve this?

  • 1
    $\begingroup$ Works for me, outputting {m -> -0.0146255, s -> 0.0826785, hu -> 8.88824*10^-134}. $\endgroup$ – user64494 Apr 13 at 5:43
  • $\begingroup$ I get the same as @user64494. What version of Mathematica and platform are you using? $\endgroup$ – Pillsy Apr 13 at 6:11
  • $\begingroup$ Works fine when I drop or even only change the SeedRandom. Indeed, as it stands it produces an error. Seems like that particular seed leads to a path that FindProcessParameters can't handle with such a short path. Simply changing the length from 11 points to at least 16 gets rid of the problem. $\endgroup$ – corey979 Apr 13 at 10:52

Versión of mathematica 11.2 I have solved it increasing the number of data, superior to 15 no problem, less tan 15 error mesages. Thanks


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.