This dissertation introduces the origin and development of fractal theory, summarizes its main content, recommends fractal time series in economic system and Hurst exponent and how to calculate Hurst exponent by R/S analysis.

• 介绍分形理论的起源与发展，概述分形理论的主要内容； 重点介绍经济系统分形时间序列与Hurst指数以及如何运用R/S分析法求解Hurst指数；