“…In recent years, the trend forecasting of stochastic sequences with LRD characteristics has become a hot topic that has attracted the interest of many scholars [1][2][3][4]. A large number of experiments prove that the forecasting methods based on regression analysis [5,6], Gray system [7][8][9], Wiener process [10,11], Markov process [12][13][14], support vector machine [15,16], fuzzy analysis [17,18], and neural network [19,20] cannot describe the LRD characteristics in the forecasting process of the actual stochastic sequences, which leads in low accuracy of forecasting results. Therefore, a stochastic model with LRD characteristics is proposed, such as fractional Gaussian processes and fBm, etc.…”