Results 1 to 10 of about 612 (157)
Stability analysis and numerical simulation of nonlocal extended epidemic models using positivity-preserving scheme [PDF]
Scientific ReportsIn this paper we introduce a robust numerical framework for simulating the nonlocal extended epidemic models that incorporate the fractional diffusion to capture the complex spatial–temporal dynamics of disease spread. The presented numerical scheme uses
Muhammad Yousuf, Narjes Alshakhoury
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Adaptive Fractional Differencing: Theory and Methodology
IEEE AccessThis study develops a theoretical framework for forecasting financial time series exhibiting both non-stationarity and long-range dependence (LRD).
Sarit Maitra
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A Decoupled Fractional-Order Kalman Filter for Accelerometer Tilt Angle Estimation [PDF]
SensorsAccelerometer-based tilt angle estimation is widely used in engineering monitoring, yet random noise and outliers degrade its accuracy. Integer-order Kalman filters suppress noise, but their Markovian model assumes that the current state alone is ...
Naiming Wu +3 more
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Some new evidence using fractional integration about trends, breaks and persistence in polar amplification [PDF]
Scientific ReportsThis paper uses fractional integration methods to obtain new evidence on polar amplification. The adopted modelling framework is very general since it allows the differencing parameter to take any real value, including fractional ones, and provides ...
Guglielmo Maria Caporale +2 more
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Adaptive Fractional Differencing for Learning-Optimal Long-Memory Preservation
IEEE AccessForecasting and prediction in financial time series are fundamentally challenging due to non-stationarity and long-range dependence (LRD) nature of such series.
Sarit Maitra
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Fractional differencing in discrete time [PDF]
Quantitative Finance, 2011 This paper consists of two parts, a theoretical followed by an empirical contribution. We first give a new framework for fractional differencing in discrete time and show how the definition of fractional differencing that is commonly employed in empirical financial applications arises as a special case.
Elder, J., Elliott, R., Miao, H.
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Journal of Mathematics, 2021 The coupled nonlinear Schrödinger equation is used in simulating the propagation of the optical soliton in a birefringent fiber. Hereditary properties and memory of various materials can be depicted more precisely using the temporal fractional ...
Xiao Liang, Bo Tang
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Tourism persistence in the Southeastern European countries: The impact of covid-19
Cogent Economics & Finance, 2023 This paper examines tourism persistence in a group of Southeastern European (SEE) countries (Albania, Bosnia, Bulgaria, Croatia, Montenegro, North Macedonia, Serbia and Slovenia) by applying fractional integration methods to monthly data on foreign ...
Guglielmo Maria Caporale +2 more
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Humbert generalized fractional differenced ARMA processes
Communications in Nonlinear Science and Numerical Simulation, 2023 In this article, we use the generating functions of the Humbert polynomials to define two types of Humbert generalized fractional differenced ARMA processes. We present stationarity and invertibility conditions for the introduced models. The singularities for the spectral densities of the introduced models are obtained.
Niharika Bhootna +3 more
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Adaptive Estimation of the Fractional Differencing Coefficient [PDF]
Bernoulli, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Iouditsky, Anatoli +2 more
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